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Death of an Annuity Market Foretold
Death of an Annuity Market Foretold Mexico substituted its defined benefit system [IMSS] of the formal sector by a defined contribution system in 1997. The initial plan called for buying single ...- Authors: Tapen Sinha, Ana Veronica Perez Villasana
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Public Policy
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Securitizations of Motor Insurance Loss
Securitizations of Motor Insurance Loss This is the abstract for the research on securitization of motor insurance loss. Abstract; 14442 7/30/2010 12:38:00 PM ...- Authors: Changki Kim, Taehan Bae, Reg J Kulperger
- Date: Jul 2010
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On Nonparametric Estimation of the CTE
On Nonparametric Estimation of the CTE This is the abstract for the presentation on nonparametric estimation of CTE. Abstract;Conditional Tail Expectation; 14543 7/30/2010 12:39:00 PM ...- Authors: Nariankadu Shyamalkumar
- Date: Jul 2010
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Changes of measure for the square-root stochastic volatility process
Changes of measure for the square-root stochastic volatility process This abstract describes a paper that considers the square-root process and its time integral as they occur in pricing options ...- Authors: Daniel Dufresne, Stephen Chin
- Date: Jul 2010
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Modeling investment returns with a multivariate Ornstein-Uhlenbeck process
Modeling investment returns with a multivariate Ornstein-Uhlenbeck process This abstract describes a paper that uses a multivariate Ornstein-Uhlenbeck process to model the returns on different ...- Authors: Zhong Wan
- Date: Jul 2010
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The Marginal Cost of Risk, Risk Measures, and Capital Allocation
The Marginal Cost of Risk, Risk Measures, and Capital Allocation This abstract describes a paper that reverses the sequence of the Euler (or gradient) allocation technique by calculating the ...- Authors: Daniel Bauer, George H Zanjani
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Being or becoming a Society of Actuaries Center of Actuarial Excellence: Challenges and Opportunities
Being or becoming a Society of Actuaries Center of Actuarial Excellence: Challenges and Opportunities This abstract describes a presentation that shares thoughts on being or becoming a Center of ...- Authors: Kristopher K Presler, Samuel Broverman, Ronald Gebhardtsbauer, Warren Luckner
- Date: Dec 2012
- Competency: Professional Values
- Topics: Actuarial Profession>Professional development
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Micro-Level Loss Reserving Models for P&C Insurance
Micro-Level Loss Reserving Models for P&C Insurance This abstract describes study that simulated claims data under different environmental changes and applied a chain-ladder and a ...- Authors: Xiaoli Jin
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Reserves - Annuities
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Pricing of Debt and Loan Guarantees using Stochastic Delay Differential Equations
Pricing of Debt and Loan Guarantees using Stochastic Delay Differential Equations This abstract describes a paper that uses delay equations to derive a formula for the price of an option used for ...- Authors: Elisabeth Kemajou-Brown
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Re-fitting Phase-Type Mortality Model
Re-fitting Phase-Type Mortality Model This abstract describes a paper that considers a Bayesian approach for parameter estimation under a specific PH aging model framework. 6442453294 2/1/2014 ...- Authors: Matt Bartley, Xin Huang
- Date: Feb 2014