1
-
10
of
13
results (0.48 seconds)
Sort By:
-
Risk-Based Capital
concerned, at the top is the RBC (E) Task Force. They direct all activities and report to the E Committee, which ... discuss is long-term care. The structure has been working to develop new long-term-care requirements for ...- Authors: Robert G Meilander, Arnold N Greenspoon, Charles Dana Tatro
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
-
Risk-Based Capital Requirements on Variable Annuities with Guarantees
accumulation factors. It was developed not from a direct analysis of the historic data, but by taking the ... fewer than 1,000 scenarios unless you take great care in selecting the sample. From the modeling, the ...- Authors: Jeffrey A Leitz, Geoffrey Hancock, Dominique Lebel
- Date: Oct 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
-
Stochastic Pricing
consideration; the results have to be interpreted with care. That’s particularly important when the audiences ... Enterprise Risk Consulting for about eight years. His primary areas of focus include guarantees on variable ...- Authors: W Steven Prince, Timothy Hill, Chris Stiefeling, Michael Bean
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models
-
Session 75 - Evolving the Role of the Valuation Actuary in a Principles-Based World
Session 75 - Evolving the Role of the Valuation Actuary in a Principles-Based World Principle-based ... Wyman and is located in the Hartford office • His primary areas of practice include life principle-based ...- Authors: Heather Gordon, Philip Rant, John Robinson, Chris Whitney
- Date: Sep 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models
-
Drawing Appropriate Statistical Inferences
yet, if I'm doing the sort of testing where I only care about the 95th percentile, my odds go from 1/e ... going to work out with my sampling. If you only care about the 90th percentile, it's (1/e)^10, and the ...- Authors: Douglas Robbins
- Date: Sep 2003
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
-
Design a Stochastic Valuation/Forecast System
don't have a long-term time horizon because they care about year-to-year fluctuations and the contributions-or ... asset/liability perspective, then you shouldn't really care about this asset only sacrifice! It is prudent ...- Authors: Richard Wendt, Chris K Madsen, John M Mulvey
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension investments & asset liability management
-
Stochastic Modeling in the Financial Reporting World
Stochastic Modeling in the Financial Reporting World This session of the SOA 2003 Washington, ... the interaction correctly modeled, allows one to direct more attention to the assumptions to which the ...- Authors: Robert W Wilson, Ronald Harasym
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
-
Modeling: Basic Training
cells are reasonably chosen, homogeneity should take care of itself. However, it is necessary to check that ... requirements of each specific project. Although care should be used in modeling them, existing assets ...- Authors: Arnold Dicke, Meredith Ratajczak
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Reserves - Annuities; Health & Disability>Health insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
-
Real-Time Stochastic Analysis
data. They've been prepared, taking particular care to apply consistent assumptions and constraints ... we're not trying to sell securities. We don't care where your universe comes from. Consequently, Treasury ...- Authors: Frederick W Jackson, Mel Stein
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models
-
Measuring Uncertainty in Loss Reserves
Measuring Uncertainty in Loss Reserves 1994 SOA Spring Meeting, Orlando. In this session the ... years of experience in loss-reserveanalysis for primary insurers and reinsurers, large and small. For a ...- Authors: Spencer M Gluck, Roger M Hayne, Thomas S Wright
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Regression analysis; Modeling & Statistical Methods>Stochastic models