Description: A brief introduction to a new SOA research on liability-driven investment benchmark model.

Description: A brief introduction to a new SOA research on liability-driven investment benchmark model.

Description: In this paper, the unconditional probability density functions of portfolio claim amounts based on several assumed risk distributions are found. From the Actuarial Research Clearing House 1994 Vol. 2 .

Description: This article is a continuance of a series on Canadian federal government statistical agencies. From The Actuary Vol. 24, No. 4

Description: A disscussion of actuar R, an R package for actuarial science, and its facilities in the fields of loss distribution modeling, risk theory and credibility theory.

Description: This article is the final installment of our three-part series on economic scenario generators (“ESGs”). Part I and II were published in the November 2019 and August 2020 issues of The Modeling Platform. Part III contextualizes the framework for selecting, building, and validating ESGs and focuses on the Academy Interest Rate Generator (“AIRG”), the most commonly used real-world ESG for US actuaries

Description: This article discusses value at risk, VaR, and VaR modeling of the bank's portfolios that would recognize diversity and hedging. This article also covers the differences between classical VaR and the longer horizons required by the insurance industry and the feasibility of extending VaR to the insurance industry.

Description: Article Disparate Origins Of Life And Non-Life Insurances by Beard in The Actuary, February 1979, Volume 13, Number 2

Description: This article discusses the need for a sophisticated modeling system capable of analyzing the impact of the variables present in pension plan projections and providing management with information which it may act upon.

Description: Latest development in IFRS 17 including a first look at companies disclosures and financial impacts, as well as a discussion of some of the run time issues that companies face.