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C3 Phase II – Practical Insights for this Year End
from actual valuation calculations recently performed by a consulting firm. Annuity valuation;Capital markets=Stock ... benefits=GMDB;Guaranteed minimum income benefits=GMIB;Individual annuities;Risk-based capital=RBC;Scenario generation=Scenario ...- Authors: Timothy J Ruark
- Date: Dec 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Financial Reporter
- Topics: Annuities>Capital - Annuities; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
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Regulatory Update
Regulatory Update Summary of NAIC's Winter National Meeting Appointed Actuary;Standard ... National Meeting Appointed Actuary;Standard Valuation Law;Statutory accounting;Statutory codification;Statutory ...- Authors: Karen Rudolph
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: In The Public Interest
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Disparate Origins Of Life And Non-Life Insurances
the combina- tion of the invention of the life table, and the recognition that this was an ap- propriate ... fault in the construction of" of an early life table through which mor- tality rates were overestimated ...- Authors: Robert E Beard
- Date: Feb 1979
- Competency: 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: The Actuary Magazine
- Topics: Enterprise Risk Management>Risk measurement - ERM; Health & Disability>Health risks; Life Insurance>Pricing - Life Insurance; Life Insurance>Non-forfeiture benefits; Modeling & Statistical Methods; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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An Alternative Approach To Calculation of IBNR Reserve in Health Insurance
statement, and their estimation is a key task of the valuation actuary. IBNR reserve equals the difference between ... based on a realistic data. Table 1 presents the data. The rows in Table 1 show the process of completion ...- Authors: Jed Linfield, Krzysztof Ostaszewski, Jinadasa Gamage
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Stochastic models
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A Thought on Fermi Problems for Actuaries
adding JULY 2015 THE MODELING PLATFORM | 23 Valuation actuaries typically quantify and assess the above- ... determine incremental changes in surplus for each valuation period. Changes in surplus = Fee income + Interest ...- Authors: Runhuan Feng
- Date: Aug 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Actuarial Profession>Academic partnerships; Life Insurance>Pricing - Life Insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Stochastic models
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Layering Your Own Views into a Stochastic Simulation - Without a Recalibration
maximized when equal weighting is given to each individual scenario in a given scenario set. Thus the objective ... 43 and C3 Phase II which require a stochastic valuation. Related to this, the Academy has also posted ...- Authors: Tony Dardis, Loic Grandchamp-Desraux, David Antonio
- Date: Aug 2013
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
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GMDB Pricing:Comparing a Lognormal Model to a Regime-SwitchingLognormal Model
mortality is set equal to the Annuity 2000 Basic table. For simplicity, the effect on GMDB costs of Actuarial ... He can be reached at Rob. Stone@milliman.com TABLE 1 Cost as Additional Basis Points of MAE Lognormal ...- Authors: Robert Stone
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models