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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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June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method
June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method Describes ... modeling;Scenario generation;Sensitivity testing;Valuation actuary 6442478558 9/1/2017 12:00:00 AM ...- Authors: Mark Birdsall
- Date: Sep 2017
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Small Talk
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Pricing Surface
of the cross‑term can be greater than the two individual sensitivity results combined at the tail. The ... first and second orders of the derivatives. In Table 1, we choose the following: Step 2: Calculate ...- Date: Nov 2017
- Competency: Strategic Insight and Integration>Influence decisions; 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: Product Matters!
- Topics: Life Insurance>Pricing - Life Insurance; Life Insurance>Product development - Life Insurance; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Simulation
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Reinsurance News, August 2014, Issue 79
Survey are now available. The survey captures individual and group life data from U.S. and Canadian life ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...- Authors: Society of Actuaries
- Date: Aug 2014
- Competency: Communication>Written communication; External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills; Leadership>Influence; Leadership>Mentoring; Leadership>Thought leadership; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Reinsurance News
- Topics: Actuarial Profession>Management skills; Actuarial Profession>Professional development; Demography>Longevity; Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>International Accounting Standards Board [IASB]; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension finance; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Pension legislation and regulation; Public Policy; Reinsurance>Life reinsurance; Reinsurance>General reinsurance
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PBR Simplified Methods Project
Methods Project By Mark Birdsall Section 2G of Valuation Manual Section 20 (VM-20) states the following: ... estimation error and adverse deviation, as the valuation manual requires. A user-defined function could ...- Authors: Mark Birdsall
- Date: Apr 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Life Insurance>Reserves - Life Insurance; Life Insurance>Secondary guarantees; Life Insurance>Term life; Life Insurance>Universal life; Life Insurance>Whole life; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Measuring Subsidization in LTC
following. First, make a table with a row for each pricing cell. Include in the table the profit margin and ... according to the sales distribution. Then, order the table by profit margin. Finally, add col- umns that accumulate ...- Authors: Roger Loomis
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Long-Term Care News
- Topics: Actuarial Profession>Best practices; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Sensitivity testing; Technology & Applications>Analytics and informatics
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What is the Scope of Model Validation?
models, we are validating models for pricing, valuation and hedging, to name a few. What is the first ... See page 27 for a process map for a generic valuation model in the suppliers, inputs, process, outputs ...- Authors: Society of Actuaries, James McClure
- Date: Aug 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Actuary Magazine
- Topics: Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Sensitivity testing; Pensions & Retirement>Assumptions and methods
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How Might Pandemic Flu Affect U.S. Life Insurers?
2004LIMRA Study, 2004 –– % owning individual life insurance% owning individual life insurance –– % covered ... –– Average face amount, individual and groupAverage face amount, individual and group US Census BureauUS ...- Authors: Thomas Edwalds
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Actuarial Profession>Alternative careers; Life Insurance>Capital - Life Insurance; Modeling & Statistical Methods; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Sensitivity testing
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Risk Evaluation in the Final Stages of the Pandemic
Risk Evaluation in the Final Stages of the Pandemic The direct and indirect effects of the pandemic ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...
- Authors: David Brentlinger
- Date: Jul 2022
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Value Based and Accountable Care: The Actuarial and Clinical Role in Building a Sustainable Model
better, and the organizations are more capable. The table below summarizes the transitions needed to help ... reimbursement methodologies. We also know that individual consumers are gaining influence, and they have ...- Authors: Mark Bethke, James M Whisler, Amanda Holland
- Date: May 2013
- Competency: Leadership>Change management; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Health Watch
- Topics: Health & Disability>Payment models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Public Policy