What, if anything, links actuarial science and Theory of Relativity

dimanche 1 mars 2015

Some will say this question belongs in General-Actuarial. I think it belongs in Non-actuarial as it has nothing to do with actuarial practice and from a general actuarial practice standpoint, there is no reason to go off on a tangent like this.



Focus of actuarial practice is more cut and dry and is steered by market supply and demand, changes in legislation, large client demands, and a curriculum that qualifies one to be competent in actuarial skill areas of a modern workplace. It's not meant to be fun or mind-boggling, though incidentally it can be and if it inspires actuaries to like what they do, the more the better. If actuarial practice were to link up to physics, rocket science, astronomy, it would more likely have stemmed from the early years of actuarial practice, not where it's heading these days in the weeds of regulations and arbitrary laws (depends on practice area of course).



But now back to the main question. Just for fun. I want to find the closest links between actuarial science and relativity for no other reason than that "I am an actuary and I like these other subjects too." No practicality whatsoever.



Links to Einstein's Theory of Special Relativity

At a very basic comparison: use of time, infinity, "e", sometimes the having more than one possible IRR for getting NPV=0 in asset management/capital budgeting (no absolute solution)



The beauty of the risk-neutral discount rate in time valuing stock options regardless of risk tolerance of the buyer can analogize a constant c in all inertial frames concept.



-Use of Force of interest and/or mortality vs frequecy of pulses between moving object traveling towards or away from a medium...very closely resembles an MLC type calculation for "select" 2-year mortality insureds. The mortality decrease followed by a retreat upwards ...in a continuous integral case



- Property Insurance (real-estate property held for sale, real-estate housing swaps of like-kind ...

the fact that there is no universal agreement on the monetary value of the property until liquidated...

Mirrors the twin paradox situation of no agreement on Earth time between a high-speed moving observer and an earthling until ship de-accelerates to a stopping point and/or makes a U-turn



Example:

- Two homeowners show balance sheets with real estate reported at each the same historical cost (GAAP requires this). Both homeowners rode on the housing bubble. Both want to show the common investor as high a Networth on the books as possible...to leverage equity.

Guy 1 likes Guy 2's home better than his own, and vice versa. And so they make a deal.

Guy 1 agrees to buy Guy 2's house in cash this year. If Guy 2 agrees to buy Guy 1's house next year....identical transactions. After this, Guy 1 says "My assets and equity just got bigger!!! Hence You must have got poorer!!! Unfortunately my homeowner's insurance took a hike!



Guy 2 says "no my assets and equity just got bigger! YOU must have got poorer! My homeowners' insurance took a hike! Utopia...how can both have got richer off each other?



So guy 1 and guy 2 kept doing this every 5 years, one year apart. Finally guy 2 died and guy 1 could not afford to buy Guy 2's property and keep his own. So guy 1 decided to sell his property on the open market and the highest offer he could get was $2.50. Instead, Guy 1 vowed NEVER to let his house go, a fire coincidentally burned down Guy 2's house, and the kids of guy 2 got the proceeds. Guy 2's kids used the money to buy a property 500 times larger than guy 1's home and end result....



Guy 2's house was always worth more, but the 2 experienced their housing years differently. The ship U-turn equals the house burning down



Another time parallel...the increasing perpetuity forever, despite never being enough to satisfy the PV of the price of the increasing perpetuity forever at any finite Time T, is a negotiable exchange of cash flows due to convergence at infinity....similar to what the line of simultaneity of Current Earth time does on a a traveling ship and where it stands in the end



Let's see...the timelessness of the continuous Death benefit A bar on age X at time X under constant mortality, not mattering the time whatsoever



The black hole that leaves a mystery "what happened to all The info sucked into that black hole? Did it get encoded into the future?

Mirrors a global recession "where did all the wealth disappear? Who got richer? Was it absorbed in the value of deflated currency? And not necessarily. Many currencies collapse with stock collapses.



Doppler Shift is to Benefit Rush Period, Benefit Hush period "health"





What, if anything, links actuarial science and Theory of Relativity

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