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Multivariate Duration Analysis
the approximation from 0.0136% to 0.0066%. The primary limitation of the parallel shift approach is that ... basis to model P(i) and an option-pricing model or direct calculation, Du(i0) and Cu(io) can be estimated ...- Authors: Robert Reitano
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Variable Annuities - Modeling Issues
volatility, and co- variance. There is a list of primary data sources used to develop the parameters required ... perspective the issues tend to be the same. The primary difference I have found between the statutory ...- Authors: Thomas Campbell, Harry R Miller, Duncan Briggs
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods
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Appropriate Standards for Profit Margins
surplusto an individualpolicy, enoughsurplusto take care of the fact that you'll probably be paying out more ... businessand assume that the tail is just going to take care of itself. So when you're measuring surplus,you ...- Authors: Stephen P D'Arcy, Charles McClenahan, Oakley E Van Slyke
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods; Public Policy
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Financial Projections
projected with trend analysis may not understand or care about collateralized mortgage Obligation (CMO) ... improve your valuation actuary work. Why do we care about coordination of financial projections? What ...- Authors: Meredith Ratajczak, Douglas Knowling
- Date: Sep 1995
- Competency: Strategic Insight and Integration>Management partnership; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Financial management; Modeling & Statistical Methods
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Complexity Science – Schelling Segregation Model
definition, "control" means (i) the power, direct or indirect, to cause the direction or management ... Contribution incorporated within the Work constitutes direct or contributory patent infringement, then ...- Authors: Alan Mills
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Computer Models and Simulation
estimate of computer time, I made only one run on the "direct" basis, which Benjamin regards as a waste of time ... amounts of computer time. Programming for this direct simulation was very simple, but the computer costs ...- Authors: Michael C Altschuler, Thomas P Bowles, Russell M Collins, John H Cook, Abraham Hazelcorn, Anthony J Houghton, Burton Jay, James Lee Lewis, Joseph P McAllister, Cecil J Nesbitt, William F Sutton, Robin B Welch, Eli A Zubay, Owen A. Reed, Harry D. Garber, Charles L. Trowbridge, David G Halmstad, John W Lincoln
- Date: Apr 1969
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Technology & Applications
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An Actuarial Approach to Property Catastrophe Cover Rating
An Actuarial Approach to Property Catastrophe Cover Rating Forty-one years of catastrophe ... premium by state for a primary company can be made by using the company's major direct premium writings by ...- Authors: Daniel F Gogol
- Date: Jan 1993
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods; Reinsurance>Catastrophe reinsurance
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Modeling and Forecasting Cause-of-Death Mortality by Socioeconomic Factors
Mortality Database (HMD) has become one of the primary reference providers of mortality estimates since ... significantly correlated with access to medical care, physical environmental factors, income inequality ...- Authors: 000000751731
- Date: Jun 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Sums of Lognormals
expressions. Numerically, (2) does agree with the direct integralZ 1 0 dy σ √ 2πy exp ∑ iuy − 1 2σ2 ... numbers. For instance, if µ = 0, σ = 1, then the direct formula yields (using Mathematica) 0.340301 + ...- Authors: Daniel Dufresne
- Date: Nov 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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A Linear Programming Approach to Maximizing Policyholder Value
models are often quits theoretical and do not find direct application to the insurance sales process. ... be L, - (i + iLc } L,. I. This approach is more direct, but oomewhat leas natural. Th~s same co~e~ent-applies ...- Authors: Michael Conwill
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Life Insurance>Universal life; Modeling & Statistical Methods