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Economic Scenario Generators, Part II: Understanding Economic Scenario Generators
Economic Scenario Generators, Part II: Understanding Economic Scenario Generators This article is the ... three-part series on economic scenario generators (“ESGs”). Part I was published in the November 2019 issue ...- Authors: Matthew Zhang
- Date: Aug 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Economics
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Analysis of 2020 S&P Equity Returns and the Importance for Actuaries
Analysis of 2020 S&P Equity Returns and the Importance for Actuaries During March 2020, COVID-19 concerns ... concerns escalated in the U.S. and lockdown measures were announced. Market returns in March 2020 were ...- Date: Jul 2021
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Economics>Financial markets; Finance & Investments>Investments
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April issue of The Modeling Platform
issue of The Modeling Platform Read the April 2020 issue of The Modeling Platform, published by the Modeling ... Section. Newsletters provide practical information for the working actuary, articles on trends that impact sections ...- Authors: Society of Actuaries
- Date: Apr 2020
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Modeling Platform
Modeling Platform December 2015 issue of The Modeling Platform Model validation;Computer science;Operational ... generation=Scenario generators=Economic scenario generators ;Interest Rate Modeling;American Academy of Actuaries=AAA ...- Authors: Society of Actuaries
- Date: Dec 2015
- Publication Name: The Modeling Platform
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A framework for ESG validation
A framework for ESG validation This article describes the key elements of a review ... validation This article describes the key elements of a review of an economic scenario generator (ESG), including ...- Authors: Bruce Rosner
- Date: Apr 2016
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
Economic Scenario Generators, Part I: Motivation for Stochastic Modeling This article is the first installment ... installment of a three-part series that aims to provide an overview of ESGs and will focus on the general ...- Authors: Dean Kerr, Matthew Zhang, Rahat Jain
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Economic Scenario Generators, Part III: In-depth ESG Case Study—Academy Interest Rate Generator
Economic Scenario Generators, Part III: In-depth ESG Case Study—Academy Interest Rate Generator This ... This article is the final installment of our three-part series on economic scenario generators (“ESGs”) ...- Authors: Rahat Jain , Dean Kerr, Matthew Zhang
- Date: Jul 2021
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Life Insurance; Modeling & Statistical Methods
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The Importance of Centralization of Actuarial Modeling Functions, Part 4 - DevOps and Automated Model Governance
The Importance of Centralization of Actuarial Modeling Functions, Part 4 - DevOps and Automated Model ... how to externalize code of Moody's Axis platform to Visual Studio, so that all the actuarial calculation ...- Authors: Bryon Robidoux
- Date: Nov 2020
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Technology & Applications>Computer science
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How to Keep Your Spreadsheets Out of the Headlines
Spreadsheets Out of the Headlines Summarizing the session "How to Keep Your Spreadsheets Out of the Headlines" ... Headlines", on preventing spreadsheet error, from the 2015 SOA Annual Meeting. Presenters were Alex Cires ...- Authors: Mary Campbell
- Date: Apr 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Actuarial Profession>Best practices; Technology & Applications>Software
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The Importance of Centralization of Actuarial Modeling Functions - Part 1
The Importance of Centralization of Actuarial Modeling Functions - Part 1 This article explains the ... importance of centralizing modeling departments. It goes further and explains the importance of making all ...- Authors: Society of Actuaries
- Date: Nov 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Technology & Applications; Technology & Applications>Computer science; Technology & Applications>Software