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Individual Life Experience Committee Mortality Prediction and Presentation Contest
Individual Life Experience Committee Mortality Prediction and Presentation Contest The Individual Life ... Claim experience, Predictive analytics SOA Individual Life Experience Committee 2021 Mortality Forecasting ...- Authors: Society of Actuaries
- Date: Mar 2021
- Competency: Communication; External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance; Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
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RILA GLWB Designs and Market Risk Analysis
begins, and the insurer starts making payments. Table 1 RILA GLWB Designs [1] Assuming no excess withdrawals ... focuses on the sensitivity to index performance. Table 2 Sample product designs and key assumptions GLWB ...
- Authors: Matthew Kevin Heaphy, Nicholas Carbo, David J Elliott
- Date: May 2023
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Product Matters!
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Guaranteed living benefits; Modeling & Statistical Methods; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
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Drawing Appropriate Statistical Inferences
Drawing Appropriate Statistical Inferences 2003 Valuation Actuary Symposium, San Diego, CA. In this ...- Authors: Douglas Robbins
- Date: Sep 2003
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
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The Modeling Platform, Issue 10, November 2019
Committee Coordinators Eric Schwartz, FSA, MAAA 2019 Valuation Actuary Symposium Coordinator Vikas Sharan, FSA ... opinions expressed herein are those of the individual authors and are not neces- sarily those of the ...- Authors: Society of Actuaries
- Date: Nov 2019
- 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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April issue of The Modeling Platform
MODELING PLATFORM MODELING SECTION Some mortality table sets have many demographics, which leads to many ... associated with them. Figure 2 Structure of Mortality Table Set With Multiple Demographics Tidy Data Formats ...- 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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Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
“tail risks” 1 Enabling market- consistent valuation 2 Satisfying internal and external stakeholder ... different reactions. 2. Enabling Market-Consistent Valuation Certain financial reporting frameworks require ...- 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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A Handful of Economic Capital Model Observations
A Handful of Economic Capital Model Observations Commentary on practical observations resulting ... produce comparable results raises its head (Table 1). Table 1 Volatility of Loss in the Tail of Possible ...- Authors: David M Walczak
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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Beware stochastic model risk!
the mathematics of stochastic processes to the valuation of stock options. His work implied that one might ... been widely adopted by actuaries and others for valuation of all sorts of out-of- the money options and ...- Authors: Stephen Strommen
- Date: Sep 2019
- Competency: Professional Values; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models