Hostname: page-component-586b7cd67f-dsjbd Total loading time: 0 Render date: 2024-11-28T12:00:20.264Z Has data issue: false hasContentIssue false
  • English
  • Français

A note on Life Office Models

Published online by Cambridge University Press:  03 October 2014

A. S. Macdonald
Get access

Abstract

A brief description is given of some problems encountered in designing a model office program. The key to an effective and flexible model lies in the structure which the model imposes on the data. An example of a model used for research is described.

Type
Research Article
Information
Transactions of the Faculty of Actuaries , Volume 44 , 1992 , pp. 64 - 72
Copyright
Copyright © Institute and Faculty of Actuaries 1992

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

(1)Beard, R. E., Pentikäinen, T.,. Pesonen, E. (1984). Risk Theory. Third edition, Chapman & Hall, London.CrossRefGoogle Scholar
(2)Macdonald, A. S. (1993). What is the Value of a Valuation?. Proceedings of the 3rd International A.F.I.R. Colloquium. Rome, 1993Google Scholar
(3)Ross, M. D. (1989). Modelling a With-Profits Life Office. Journal of the Institute of Actuaries Vol.116 p.691.Google Scholar
(4)Ross, M. D., McWhirter, M. R. (1991). The Impact on Solvency and Policy Results of the Valuation Regulations Restrictions on Equity Yields. Unpublished paper.Google Scholar