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Extensions of the Lee-Carter method and applications to life insurance mortality models
Extensions of the Lee-Carter method and applications to life insurance mortality models This abstract is for a paper on the study of issues and recent extensions of the classical Lee-Carter model ...- Authors: Marie Claire L Koissi
- Date: Nov 2008
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Stochastic Life Insurance Benefit and Annuity Modeling Using Kolmogorov Backward Equation
Stochastic Life Insurance Benefit and Annuity Modeling Using Kolmogorov Backward Equation This abstract is for a paper that proposes an approach to determine the actuarial present value of life ...- Authors: IVY DE LA CRUZ SUAN
- Date: Nov 2008
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A Decision-Tree Approach for a Comprehensive Cost Comparison of Newborn Screening Strategies
A Decision-Tree Approach for a Comprehensive Cost Comparison of Newborn Screening Strategies This is the abstract for the paper on a decision-tree approach for a comprehensive cost comparison of ...- Authors: Marjorie Rosenberg, Michael J Anstead, Philip M Farrell, GARY RUSSELL HOFFMAN, Janelle M Wells
- Date: Jul 2010
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Optimal Insurance Under Behavioral Theory
Optimal Insurance Under Behavioral Theory This is the abstract for the paper on optimal insurance under behavioral theory. Abstract; 14443 7/30/2010 12:38:00 PM ...- Authors: Carole L Bernard, Ying Shang
- Date: Jul 2010
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Pricing Mortality-linked Securities with Dependent Lives Under the Multivariate Threshold Life Table
Pricing Mortality-linked Securities with Dependent Lives Under the Multivariate Threshold Life Table This is the abstract for the presentation on pricing mortality-linked securities with ...- Authors: Samuel Cox, Hua Chen, Wen Jian
- Date: Jul 2010
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Rick Models Based on Time Series for Count Random Variables
Rick Models Based on Time Series for Count Random Variables This is the abstract for the presentation on risk models based on time series for count random variables. Abstract; 14507 11/3/2011 12: ...- Authors: Etienne Marceau, HELENE COSSETTE, Florent Toureille
- Date: Nov 2011
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Dependent Multi-Peril Ratemaking Models
Dependent Multi-Peril Ratemaking Models This is the abstract for the paper on dependent multi-peril ratemaking models. Abstract;Copulas;Insurance Pricing;Multivariate; 14508 7/30/2010 12:38:00 PM ...- Authors: Edward Frees, Glenn Meyers, A David Cummings
- Date: Jul 2010
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Copula Regression
Copula Regression This is the abstract for the presentation on copula regression. Abstract; 14554 7/30/2010 12:39:00 PM ...- Authors: Stuart Klugman, Rahul Amba Parsa
- Date: Jul 2010
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Capital Adequacy Requirements for Life Insurers under the Canadian, US and the Proposed EU Solvency II Regulatory Frameworks
Capital Adequacy Requirements for Life Insurers under the Canadian, US and the Proposed EU Solvency II Regulatory Frameworks This is the abstract for the paper on capital adequacy requirements ...- Authors: Ishmael Sharara
- Date: Jul 2010
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The expected discounted penalty at ruin for a risk model with two-sided jumps
The expected discounted penalty at ruin for a risk model with two-sided jumps This abstract describes a paper that considers a general risk model in which both the claim and income gain arrivals ...- Authors: Yi Lu, Shuanming Li
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods