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The Consulting "Regulatory" Actuary
and the impact of varying state laws on the valuation process, and the importance of avoiding actuarial ... artificial intelligence can potentially be used for valuation purposes. Risk focused examinations, State regulation ...- Authors: Sarah Christiansen
- Date: Apr 2020
- Competency: Professional Values; Results-Oriented Solutions
- Publication Name: Expanding Horizons
- Topics: Financial Reporting & Accounting
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Risks and Rewards Newsletter, February 2001, Issue No. 36
.12 page Investment Actuary Symposium Fair Valuation of Liabilities: Theoretical Considerations by ... existing actuarial techniques. All three of the valuation approaches presented by Babbel, Gold and Merrill ...- Authors: Lawrence N Bader, Nino A Boezio, Catherine Ehrlich, Luke Girard, Jeremy Gold, David Ingram, Victor Modugno, Max Rudolph, Stephen Strommen, Peter Tilley, David F Babbel, Sarah Christiansen, Gregory Goulding, Anthony Dardis, Edwin A Martin, William L Babcock, Craig Merrill, Marc Altschull, Stephen Britt, Peter D Jones
- Date: Feb 2001
- Publication Name: Risks & Rewards
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Representative Interest Rate Scenarios
for NY Regulation 126 and/or the new Standard Valuation Law (US) or Dynamic Solvency testing (Canada) ... create the initial curve. Table 1 shows the results for all 1000 scenarios and table 2 gives the results for ...- Authors: Sarah Christiansen
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Credit Risk Simulation Study
Credit Risk Simulation Study This is the abstract for the paper on credit risk simulation. ... incredibly high spreads over treasuries, require that valuation actuaries revisit the question of where to set ...- Authors: Sarah Christiansen
- Date: Jul 2010
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A Practical Guide to Interest Rate Generators for C-3 Risk Analysis
generators is C-3 risk analysis for pricing or valuation purposes. What is desired is a variety of scenarios ... spread allowances were taken to be symmetric. Table 1 summarizes the features of each mean reversionary ...- Authors: Sarah Christiansen
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Scenario generation
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Algorithmic Aspects of Interest Rate Generators
Investment/Computer Science Key words: Forecasting, Valuation Actuary Moderator: MICHAEL F. DAVLIN Instructors: ... in your cash-flow testing. Now the Standard Valuation Law from the NAIC followed on the heels of New ...- Authors: Michael F Davlin, Sarah Christiansen, Mark S Tenney
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Scenario generation
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Interest Scenarios
Interest Rate Model. Advances in Fixed Income Valuation: Modeling and Risk Management," F. Fabozzi, ed ... 1980 they passed an amendment to the Standard Valuation Law (SVL) which said that your interest rate for ...- Authors: Application Administrator, John M Bragg, Larry M Gorski, John B Gould, Regina Lefkowitz, Sarah Christiansen, Jeffrey S Roth, John D Marcsik, Vladimir S Ladyzhets
- Date: Oct 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
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The Impact of HR-10 on Insurers' Risk Exposures
The Impact of HR-10 on Insurers' Risk Exposures From a session at the annual meeting ... product-driven industries. By that I mean that, if individual consumers wanted insurance, they needed to go ...- Authors: Peter S Kreuter, Max Rudolph, Martin Uhl, Sarah Christiansen, James H Overholt, Francis De Regnaucourt
- Date: Oct 2000
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration
- Publication Name: Record of the Society of Actuaries
- Topics: Public Policy