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Potential Modeling Challenges in a Negative Interest Rate Environment
Mortality is set to 80% of the 2012 Individual Annuitant Mortality Basic Table We observe that the annuity factor ... end of the projection. Consider the illustrative table in Figure 2, which shows the annual life annuity-due ...- Authors: Zohair Motiwalla
- Date: Mar 2022
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
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A Computation Method for Discounting Stochastic Scenarios Under IFRS 17
A Computation Method for Discounting Stochastic Scenarios Under IFRS 17 Market consistent valuations ... IFRS 17, Locked-in rates, market consistent valuation, Options and Guarantees, discounting 9/13/2019 ...- Date: Sep 2019
- Competency: Results-Oriented Solutions
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
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Insights into Life PBR Modeling Practices
insurers’ valuation practices must comply with the requirements of Sec- tion 20 of the NAIC Valuation Manual ... 50 companies, representing 95 percent of the individual life market by written premium, participated ...- Authors: Dylan Strother, Haley Christine Jeorgesen
- Date: Nov 2020
- Competency: External Forces & Industry Knowledge
- Publication Name: The Modeling Platform
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
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The Impact of Stock Price Distributions on Selecting a Model to Value Share-Based Payments Under FASB Statement No. 123R
distribution is a key assumption to any share-based valuation model. Recent research indicates that commonly ... The SAB specifies three requirements for any valuation model used. The model should: • Be applied ...- Authors: Michael Burgess
- Date: Aug 2008
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
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The Actuary Vol. 31, No. 7 Value At Rick - New Tool Focuses The Hunt For Built-In Risk
inflation, for example — can affect the losses in all individual poli- cies. The assumption of independence reduces ... actuary in insurance is the interaction between valuation and capi- tal needs. In the financial marketplace ...- Authors: Harry H Panjer, Harry S Panjer
- Date: Sep 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Capital markets; Financial Reporting & Accounting; Modeling & Statistical Methods
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IFRS 17 Corner
IFRS 17 Corner Latest development in IFRS 17 including a first look at companies disclosures and ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...- Authors: Bruce Rosner
- Date: Sep 2023
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Modeling & Statistical Methods
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Cluster Modeling: A Powerful Way to Reduce Cloud Costs
Cluster Modeling: A Powerful Way to Reduce Cloud Costs Actuaries can leverage cluster modeling ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...- Authors: Zohair Motiwalla, Aatman Dattani
- Date: Jul 2023
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
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Projections of Investment-Related Discretionary Elements
risk-neutral setting, such as in market-con- sistent valuation frameworks like IFRS 17. Specifically, the article ... random walk.5 Complexities with real-world valuation, such as determining real-world probabilities ...- Authors: Kevin H Strobel , Allison Kathleen Clark
- Date: Sep 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Modeling & Statistical Methods