Results 21 to 30 of about 82,747 (168)

Modelling stochastic bivariate mortality [PDF]

, 2006
Stochastic mortality, i.e. modelling death arrival via a jump process with stochastic intensity, is gaining increasing reputation as a way to represent mortality risk.
A J G Cairns, A K Manatunga, A Shemyakin, C Genest, C Genest, C Genest, D Duue, D Duue, D Duue, D F Schrager, D G Clayton, D Lando, D Lando, D M Dabrowska, D Oakes, D Oakes, E Biis, E Luciano, E W Frees, Elena Vigna, Elisa Luciano, H Youn, H Youn, J E Anderson, J F Carriere, J Spreeuw, Jaap Spreeuw, M A Milevsky, M Dahl, M Denuit, M Denuit, P Artzner, P Br Emaud, P Hougaard, R B Nelsen, U Cherubini, W Wang   +36 more
core   +1 more source

Valuation of hybrid financial and actuarial products in life insurance by a novel 3-step method [PDF]

, 2020
info:eu-repo/semantics ...
Deelstra, Griselda, Devolder, Pierre, Gnameho, Kossi K., Hieber, Peter   +3 more
openaire  

OPTIMIZING DEFINED BENEFIT PENSION PLAN FUNDING: COMBINING ENTRY AGE NORMAL METHOD AND SINGLE SALARY APPROACH

Barekeng
The sustainability of defined benefit pension plans relies heavily on effective funding strategies. This study aims to develop an optimized funding strategy for Defined Benefit Pension Plans by integrating the Entry Age Normal (EAN) method with the ...
Wahyuni Ekasasmita, Nur Rahmi, Khaera Tunnisa, Muhammad Ikhlashul Amal   +3 more
doaj   +1 more source

Actuarial evaluation of government of Punjab pension fund liabilities [PDF]

, 2019
Mestrado em Actuarial ScienceO Governo de Punjab (GoPb) organizou um plano de pensões de benefícios definidos para os seus funcionários permanentes. Além de atender aos pagamentos anuais dos benefícios de pensão, o GoPb contribui igualmente para um fundo
Riaz, Muhammad Tayyab
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History and Options Regarding the Unfunded Liabilities of Alaska’s Public Employees’ and Teachers’ Retirement Systems [PDF]

, 2018
In early 2003, financial analysts working for the State of Alaska announced that the two largest public employee retirement systems in Alaska had become significantly underfunded.3 From fiscal year 2006 (July 1, 2005 through June 30, 2006) to date, the
Groh, Cliff
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State Retiree Health Care Liabilities: Multiple Factors Contribute to Improving Picture in Many States [PDF]

, 2016
States paid $18.4 billion in 2013 for worker retirement benefits other than pensions, which are known as other post-employment benefits (OPEB). Almost all of this total was spent on retiree health care.1 The payments covered the cost of current-year ...

core  

Lee Carter mortality forecasting: application to the Italian population [PDF]

, 2005
In this paper we investigate the feasibility of using the Lee-Carter methodology to construct mortality forecasts for the Italian population. We fit the model to the matrix of Italian death rates for each gender from 1950 to 2000. A time-varying index of
Haberman, S., Russolillo, M.
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Capping the Tax Exclusion of Employer-Sponsored Health Insurance: Is Equity Feasible? [PDF]

, 2009
Explores the feasibility of capping tax exemptions on premiums paid for employer-sponsored insurance without creating inequities by firm size, employees' age, and type of coverage -- by taxing benefits based on actuarial value or adjusting ...
Stan Dorn
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Valuation of cash flows under random rates of interest: A linear algebraic approach [PDF]

, 2007
This paper reformulates the classical problem of cash flow valuation under stochastic discount factors into a system of linear equations with random perturbations. Using convergence results, a sequence of uniform approximations is developed.
Date, P, Mamon, R, Wang, C
core   +1 more source

How does the market price pension accruals? [PDF]

, 2007
We use a cross-sectional valuation model that distinguishes between the operating and financial activities of the firm to examine the repercussions of three main alternative measures of pension expense.
Kiosse, Vicky, Lubberink, Martien, Peasnell, Ken   +2 more
core