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Analysis of the Divergence Characteristics of Actuarial Solvency Ratios Under the Three Official Deterministic Projection Assumption Sets for the U.S. Social Security System
Assumption Sets for the U.S. Social Security System Annual reports of the U.S. Social Security Trustees ... Demographic research and stochastic model forecasts of U.S. population suggest plausible hypotheses for analysis ...- Authors: Kenneth G Buffin
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Individual Life Experience Committee Mortality Prediction and Presentation Contest
Individual Life Experience Committee Mortality Prediction and Presentation Contest The Individual Life ... other interested parties to predict 2017 industry mortality based on a data set containg 2009 - 2016 data ...- Authors: Society of Actuaries
- Date: Mar 2021
- Competency: Communication; External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance; Modeling & Statistical Methods; 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 ... possible adverse interest and mortality experience for collections of life annuity contracts. Certain boundary ...- 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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Modeling Home Equity Conversion Mortgages
used to estimate the amount of a level-payment annuity payable as long as the person is alive and living ... Society of Actuaries 1991, Vol. 43. Assumptions;Mortality assumption;Mortgages; 2679 10/1/1991 12:00:00 ...- Authors: Thomas Herzog, Tapen Sinha, Theresa R DiVenti, Application Administrator
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Classical Risk Model with Multi-Layer Premium Rate
the surplus process R as Rt = u− Nt∑ j=1 Uj + ∫ t 0 c(Rs)ds, where u ≥ 0 represents the initial surplus ... VII of Asmussen (2000) for the case n = 2; also see Zhou (2004). 1 2 Write Rit := u+ cit− Nt∑ j=1 ...- Authors: Xiaowen Zhou
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Stochastic models
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Stochastic Analysis Of Long Term Multiple-Decrement Contracts
Stochastic Analysis Of Long Term Multiple-Decrement Contracts This report is sponsored by the Society ... life insurance industry. Lapse rates=Lapses;Mortality modeling;Policyholder behavior;Term life=Annual ...- Authors: Matthew P Clark, Chad R Runchey
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Stochastic models
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Public Pension Risk-Sharing Policies: A Policymaker’s Guidebook
Public Pension Risk-Sharing Policies: A Policymaker’s Guidebook The article and guidebook of the same name ... Public Pension Risk-Sharing Policies: A Policymaker’s Guidebook, with financial support from Arnold Ventures ...- Authors: Donald Boyd, Yimeng Yin
- Date: Mar 2021
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: In The Public Interest
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension finance; Pensions & Retirement>Public sector plans; Pensions & Retirement>Post retirement risks
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A Cautionary Note on Pricing Longevity Index Swaps
participants to hedge or gain exposure to longevity and mortality risks. This presentation offers a quantitative ... of death rates under a two-factor stochastic mortality model in a risk-adjusted probability measure, ...- Authors: Siu-Hang Li, Rui Zhou
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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Modeling Home Equity Conversion Mortgages
used to estimate the amount of a level-payment annuity payable as long as the senior is alive and living ... Research Clearing House 1990, VOL. 2. Inflation;Mortality assumption; 370 1/1/1990 12:00:00 AM ...- Authors: Thomas Herzog, THERESA R DVENTI
- Date: Jan 1990
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Payout annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Insurance and Annuity Calculations in the Presents of Stochastic Interest Rates
Insurance and Annuity Calculations in the Presents of Stochastic Interest Rates In computing actuarial ...- Authors: DALE S BOROWIAK
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models