Download or read book Analysis of Actuarial Assumptions and Experience July 1 1998 to June 30 2001 written by and published by . This book was released on 2002 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Analysis of Actuarial Assumptions and Experience written by and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Recommended Actuarial Assumptions Based on Experience Study for the Period April 1 1976 Thru March 31 1981 written by New York (State). Employees' Retirement System and published by . This book was released on 1982 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Sensitivity Analysis of Colorado Public Employees Retirement Association Hybrid Defined Benefit Plan Actuarial Assumptions written by Pension Trustee Advisors and published by . This book was released on 2015 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book California State Teachers Retirement System written by and published by . This book was released on 2007 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Florida Retirement System Pension Plan Valuation Met Standards written by Florida. Office of Program Policy Analysis and Government Accountability and published by . This book was released on 2010 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Fundamentals of General Insurance Actuarial Analysis written by Jacqueline Friedland, FCIA, FCAS, MAAA and published by ACTEX Publications. This book was released on 2014-01-01 with total page 441 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text introduces the commonly used, basic approaches for reserving and ratemaking in General Insurance. The methods are described through detailed examples that are linked from one chapter to another to illustrate their practical application. Also, professionalism requirements and standards of practice are presented to set the context for the methods and examples.
Download or read book ACTUARIAL STUDY NO 1 written by United States. Social Security Administration. Office of the Actuary and published by . This book was released on 1966 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Pension Mathematics with Numerical Illustrations written by Howard E. Winklevoss and published by University of Pennsylvania Press. This book was released on 1993-03-29 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: A text that quantifies and provides new or improved actuarial notation for long recognized pension cost concepts and procedures and, in certain areas, develops new insights and techniques. With the exception of the first few chapters, the text is a virtual rewrite of the first edition of 1977. Among the major additions are chapters on statutory funding requirements, pension accounting, funding policy analysis, asset allocation, and retiree health benefits.
Download or read book Fundamental Concepts of Actuarial Science written by Charles Lambert Trowbridge and published by Actuarial Education & Research Fund. This book was released on 1989 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Actuarial Assumption Sensitivity Analysis written by Roy S. Neff and published by . This book was released on 1980 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Theory of Interest written by and published by . This book was released on 2014 with total page 647 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Transactions written by Society of Actuaries and published by . This book was released on 1972 with total page 588 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book OPPAGA Program Review written by Florida. Office of Program Policy Analysis and Government Accountability and published by . This book was released on 2005 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Modelling of Actuarial Assumptions Using Chinese Data written by Fei Huang and published by . This book was released on 2015 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this thesis, we develop stochastic economic and mortality models for actuarial use in China. Firstly, we conduct the first study of stochastic economic modelling with Chinese data for actuarial use. Univariate models, vector autoregression (VAR), and two cascade systems are described and compared. We focus on six major economic assumptions for modelling purposes. Granger causality tests are used to identify the driving force of a cascade system. Robust standard errors are estimated for each model. Diagnostic checking of residuals, goodness-of-fit measures and out-of-sample validations are applied for model selection. By comparing different models for each variable, we find that the equity-driving cascade system is the best structure for actuarial use in China. The forecasts of the variables could be applied as economic inputs to stochastic projection models of insurance portfolios or pension funds for short-term asset and liability cash flow forecasting. However, with the assumption that future trends will follow recent historical trends, this study could also be applied for long-term actuarial use. In addition, we project future mortality rates for actuarial use with Chinese data. The CMI (Continuous Mortality Investigation) Mortality Projections Model developed by the Institute and Faculty of Actuaries is applied for modelling purposes. The model adopts a convergence structure from "initial" to "long-term" rates of mortality improvement as the process of projection. The initial rates of mortality improvement are derived using a 2D P-Spline methodology, and are then decomposed into age/period and cohort components. Given the short history of Chinese data, the long-term rates of mortality improvement are determined by borrowing information from international experience. K-means clustering with Dynamic Time Warping (DTW) distance is used to classify populations, which is novel in the actuarial mortality research field. The original CMI approach is deterministic, however, in this paper we incorporate stochastic elements using techniques outlined by Koller (2011) and described by Browne et al. (2009). Comparing our results with a pure extrapolative approach, we find that the modified CMI Mortality Projections Model is more suitable for long-term projections in China. Further, we conduct the first study of long-term age-sex-specific mortality forecasting for subpopulations in different areas of China: cities, towns and counties using the modified CMI Mortality Projections Model. From the historical experience, we find that people in cities have lower mortality rates and higher mortality improvement rates than people in towns and counties for most ages. If this trend continues, the mortality of different areas will diverge further in the future. From the projection results, we find that there will be significant mortality and life expectancy differences between cities, towns and counties for both males and females. By conducting sensitivity analysis, we also find that the life expectancy differences could be reduced by incorporating higher long-term mortality improvement rates for towns and counties, or increasing the speed of convergence from ìnitial' to ̀long-term' mortality improvement rates for males in counties. Uncertainties are attached to the central estimates to overcome the limitations of the original CMI approach from which only deterministic results can be obtained.
Download or read book Actuarial Practice in Social Security written by Pierre Plamondon and published by International Labour Organization. This book was released on 2002 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: The actuarial analysis of social protection schemes is a challenge that requires a balancing act between the demographic, economic, financial, and actuarial fields. This text provides a practical tool to enhance and modernize social protection systems while maintaining this balance.
Download or read book The Railroad Retirement System Analysis of actuarial and financial status and of options relating to restructuring of the system written by United States. Commission on Railroad Retirement and published by . This book was released on 1972 with total page 910 pages. Available in PDF, EPUB and Kindle. Book excerpt:
