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Model Efficiency Study Results Report
of Actuaries, All Rights Reserved 12 The primary measure used to gauge success is the percentage ... valuation process, requiring multiple runs in the primary modeling platform in order to obtain a single ...- Authors: Mark E Alberts, Mary J Bahna-Nolan, Susan Deakins, Trevor Howes
- Date: Nov 2011
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods>Stochastic models
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Non-Life Insurance Claim Incurral, Accrual, and Reporting Analysis
Non-Life Insurance Claim Incurral, Accrual, and Reporting Analysis This review summarizes the ... CLAIM MODEL The claim model is composed of three primary parts, incurral, accrual and reporting. Claim ...- Authors: James Robinson
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Stochastic models
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Interest and Mortality Randomness in Some Annuities
Interest and Mortality Randomness in Some Annuities This paper presents a model is which can be used ... loss functions in premium calculations helped direct the plan of this paper. A motivation for this ...- Authors: John A Beekman, Clinton P Fuelling
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Fixed annuities; Annuities>Individual annuities; Modeling & Statistical Methods>Stochastic models
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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
model, because paths of interest rates are the primary feature of the model; and (iii) moving between ... scenarios gen- erated are subservient to the primary goal of calculating current market 542 TRANSACTIONS ...- Authors: James A Tilley
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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A Multirisk Stochastic Process
" TSA, XXVII (1975), 267. 9. CARLSON, D. L. "Direct Calculation of Contingency Margins for Gross Premiums ... dent of each other for t ~ s. This model is a direct generalization of the model of Beekman and Fuelling ...- Authors: John A Beekman, Harry H Panjer, UNKNOWN David Bellhouse, Clinton P Fuelling
- Date: Oct 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization
Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality ... groups and over time; they are indices rather than direct measures. The age-specific death rates are tabulated ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk; Modeling & Statistical Methods>Stochastic models
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A Users Guide to the Inflation Generator
A Users Guide to the Inflation Generator This is the User's Guide that accompanies ... level, the annual mean reversion speed has less direct interpretation and subsequent inflation projections ...- Authors: Stephen P D'Arcy, Kevin Ahlgrim
- Date: Feb 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Modeling & Statistical Methods>Stochastic models
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Esscher Approximations for Maximum Likelihood Estimates - Exploratory Ideas
Esscher Approximations for Maximum Likelihood Estimates - Exploratory Ideas The series expansion ... b'(j) (0) 35 1b' (ct) (nj) t=0 Finally a direct calculation gives b'(j) (0) = ijj? and h 1b'(ct)i(nj) ...- Authors: James Bridgeman
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Stochastic models
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Portfolio Optimization in Corporate Models
Portfolio Optimization in Corporate Models Design and future maintenance of an asset portfolio ... thank lily wife Patricia Craighead who had to take care of our five children (Samuel, Michelle, Bradley ...- Authors: William L Babcock, Steven Craighead
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Stochastic Investment Models: Unit Roots, Cointegration, State Space and Garch Models for Australian Data
Stochastic Investment Models: Unit Roots, Cointegration, State Space and Garch Models for Australian ... about the long run level o f the series so that care has to be taken to ensure that the series is not ...- Authors: Michael Sherris, Ben Zehnwirth, Leanna Tedesco
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models