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Modeling Techniques: PBR and Beyond
PRINCIPLES-BASED RESERVING (“PBR”) AND BEYOND Valuation Actuary Symposium | Virtual Session Katie van ... and runtime is dependent on the # of future valuation dates Number of iterations Segment earned rates ...- Authors: Bill Cember, Reanna Nicholsen, Kathryn van Ryn
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency
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Techniques for Taming Model Risk
or utilized as input by another model (See Table 1). Table 1 Model Components by Type Component Component ... with sharing components. These are summarized in Table 2 (Pg. 11). MODEL DOCUMENTATION Documentation is ...- Authors: Bill Cember, Scott Houghton, Dylan Strother
- Date: Oct 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: CompAct
- Topics: Technology & Applications
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Actuarial Model Component Design
depend on the function of the model. For example, valuation models are going to have a lower threshold for ... Enterprise- level standardization. Just as an individual model can be standardized, the modeling function ...- Authors: Bill Cember, Jeffrey Yoon
- Date: Nov 2017
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models