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Large Portfolio VA Valuation Powered by GPUs & Deep Learning
Large Portfolio VA Valuation Powered by GPUs & Deep Learning This paper applies GPUs and deep learning ... orders of magnitude performance improvement in the valuation of large portfolios of variable annuities. Variable ...- Authors: Huina Chen
- Date: Apr 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: CompAct
- Topics: Annuities>Pricing - Annuities; Modeling & Statistical Methods>Modeling efficiency
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The Need for Speed: Achieving Maximum Run Time Performance
The Need for Speed: Achieving Maximum Run Time Performance Presented at May 2005 Spring ... increased modeling speed as risk management, valuation and product development activities have been requiring ...- Authors: Philip Gold, Francis Sabatini, Alex Korogodsky
- Date: May 2005
- Competency: Strategic Insight and Integration>Management partnership; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Management skills; Modeling & Statistical Methods>Modeling efficiency; Technology & Applications>Computer science; Technology & Applications>Software
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Long-Term Care Modeling, Part 2: First-Principles Modeling
advantages relative to the disadvantages, set out in Table 1. BUSINESS SITUATIONS THAT MOTIVATE FIRST- PRINCIPLES ... and increase effectiveness of input controls, Table 1 Deciding Whether to Convert to a First- Principles ...- Authors: Lo Linda Chow, Jeremy Levitt, Yuan Yuan, Laura Knab
- Date: Nov 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Long-term Care>Long-term care insurance; Modeling & Statistical Methods>Modeling efficiency
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Introduction to Using Graphical Processing Units for Variable
Thread Block 48KB GPU Base Clock 745 MHz *table from https://www.microway.com/knowledge-center- ... but not production requirements. The fol- lowing table shows the specifications for the K80. A GPU is ...- Authors: Bryon Robidoux
- Date: Dec 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Modeling efficiency; Technology & Applications>Computer science; Technology & Applications>Software
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The Modeling Platform
opinions expressed herein are those of the individual authors and are not necessarily those of the ... critical path of the process—especially for valuation processes. In such cases, run time is a material ...- Authors: Society of Actuaries
- Date: Apr 2016
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management; 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: Actuarial Profession>Best practices; Actuarial Profession>Competencies; Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Life Insurance>Policyholder behavior - Life Insurance; Life Insurance>Universal life; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Software
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Applying FinTech and IT Practices to Building Actuarial Models
contracts in our pricing pipeline and a growing valuation block. My existing runtime is unacceptable, and ... your calculation engine. Adding or expanding a table or adding a new switch should require no coding ...- Authors: Michael Sullivan, Igor Nikitin
- Date: Nov 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Modeling efficiency; Technology & Applications>Computer science
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Modeling Sessions at the 2016 Life/Annuity Symposium: Summary
one. There was a sneak peek of results at the Valuation Actuary Symposium in August 2016, and the completed ... involved some loss of personal control for the individual modeler but is key to the integrity of the model ...- Authors: Mary Campbell
- Date: Dec 2016
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Modeling Platform
- Topics: Enterprise Risk Management>Governance; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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Long-Term Care Modeling Part 1: An Overview
considerations. The models are compared further in Table 1. MULTI-STATE STOCHASTIC MODEL A multi-state model ... summarize incurred benefits Intuitive summary from valuation models Faster model run time Possibly greater ...- Authors: Lo Linda Chow, Kevin Kang, Jillian Cataloni
- Date: Dec 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Long-term Care>Long-term care insurance; Modeling & Statistical Methods>Modeling efficiency
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Health Watch, Issue 79, December 2015, Health Watch
and opinions expressed herein are those of the individual authors and are not necessarily those of the ... are more similar to the individual and worksite products. Worksite and individual products often use simplified ...- Authors: Society of Actuaries
- Date: Dec 2015
- Competency: Communication>Written communication; External Forces & Industry Knowledge; Leadership>Influence; Professional Values>Ethical standards; Relationship Management>Team leadership; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Big picture view; 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: Health Watch
- Topics: Experience Studies & Data>Disability; Health & Disability>Critical illness insurance; Health & Disability>Health care; Health & Disability>Health insurance; Health & Disability>Health risks; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Regression analysis; Technology & Applications>Computer science
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Horses for Courses
classified into three categories: • Pricing, • Valuation and • Projections. Although the core aspects ... of the actuarial model is desirable. With a valuation model, changes are made with much more control ...- Authors: Van Beach
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Change management; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Technology & Applications>Analytics and informatics; Technology & Applications>Business intelligence; Technology & Applications>Computer science; Technology & Applications>Data warehousing; Technology & Applications>Software