Research News & Opportunities
Research News & Opportunities - Society of Actuaries
December 15, 2011
News

SOA AND ACADEMY PARTNER ON ECONOMIC SCENARIO GENERATORS

The Society of Actuaries and American Academy of Actuaries have joined resources to manage the economic scenario generators used in regulatory reserve and capital calculations. The latest version of the interest rate and equity generator is now on the SOA website. The SOA will provide frontline support and maintenance for the economic scenario generators. A joint Society of Actuaries and American Academy of Actuaries oversight group will oversee the economic scenario generators and assist the SOA in providing technical support and direction for the current and future versions of the generators.


All versions of the generators, pre-packaged scenario sets and documentation will be archived on the Academy website. Academy members involved in creating and updating the generators will continue to work with the regulatory community and the SOA to refine the generators and implement regulatory requirements for economic scenario generators. Support questions should be directed to: ESGhelp@SOA.org.


SEASON'S GREETINGS 

In this season of gratitude, we are thankful for your membership, volunteerism and support of SOA research. Sending you Holiday Greetings and Best Wishes for a Happy New Year!


Recently Released Research
Recently Released Research

NEW PAPER ON HOW TO CLEAN AND VALIDATE YOUR DATA

The SOA's Committee on Life Insurance Research and LIMRA have just completed its study on data quality and released a new paper providing an overview of the data cleansing and validation role specific to the life insurance experience study process. Authored by Cathy Ho and Danielle Brancard of LIMRA, discussions in this paper include common data errors, likely causes of these errors, methods for detecting these errors and possible solutions. While the examples and techniques are focused on life insurance, most can be easily translated for use with other insurance products.


THE FINANCIAL RECOVERY FOR RETIREES CONTINUES 

To measure the effects of the dramatic financial downturn on retirees' finances, the Society of Actuaries (SOA), LIMRA, and the International Foundation for Retirement Education (InFRE) have followed up with the respondents to the 2008 study, Will Retirement Assets Last a Lifetime? In 2009 and again in 2011, the three organizations investigated how these same respondents have been reacting to the long-term effects of the 2008 market downturn and the continuing financial situation. The 2011 study, The Financial Recovery for Retirees Continues, was fielded in June 2011 and explores the attitudes of 461 retirees who were in the original 2008 and 2009 studies. The results are contrasted with those of the two prior studies.


SYED MEHMUD WINS COMPLEXITY CALL FOR MODELS CONTEST 

Syed Mehmud of Wakely Consulting Group has been chosen the winner of the Health Section's recent contest that invited submissions of a model that applied complexity science to an aspect of the health care system. Mehmud's model explored how complexity science can be applied to health care exchanges, an important aspect of recent health care reform legislation. In reviewing the model, members of the review team noted the work's both educational and experimental nature. The model and supporting documentation are available for download.


2011 UL WITH SECONDARY GUARANTEES SURVEY REPORT NOW AVAILABLE 

The Joint Risk Management Section, for many years, has been involved in efforts to develop better estimates of policyholder behavior in the tail (PBITT). The mission of the PBITT working group is to examine and ultimately give guidance to actuaries on how to set policyholder assumptions in extreme scenarios. As part of its work, the PBITT working group has issued several surveys gathering a range of assumptions actuaries use in pricing, reserving, and risk management of UL with Secondary Guarantees. The results of the 2011 survey, which were drafted by Stephen Hodges, Brian Grinnell and Mark Bergstrom, are now available.


 


Research Opportunities

SECTION ISSUES VOLATILITY OF FAIR VALUE ACCOUNTING RFP 

The SOA's Financial Reporting Section has posted a new request for proposals for a researcher to identify methodologies currently in use by life insurers, as well as potential new strategies to manage balance sheet and income volatility risk associated with fair value and related accounting. Proposals are due Jan. 13.

 

 

NEW CALL FOR PAPERS: LIVING TO 100 SYMPOSIUM
Just released is the first Call for Papers for the Jan. 2014 Living to 100 Symposium. This CFP introduces the topic areas of interest for the upcoming research conference so that individuals can begin thinking about papers they would like to submit for presentation consideration. More details on the topic areas and submission guidelines will be published in the final call for papers expected in spring of 2012.

SOA SEEKS RESEARCHERS

FOR EXTREME EVENTS RFP
The Reinsurance Section, CAS/CIA/SOA Joint Risk Management Section and the Committee on Life Insurance Research are seeking researchers to perform a study that identifies some of the strategies companies employ or could employ to minimize, mitigate and/or manage the risks of extreme events. A budget of $50,000 has been established for the project. The researcher(s) is to examine one or more of the issues identified in the RFP and summarize the results in a report made available to SOA membership. The deadline for submitting proposals is Feb. 3.








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