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A note on Life Office Models

Published online by Cambridge University Press:  03 October 2014

A. S. Macdonald
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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

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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 Unpublished paper.Google Scholar