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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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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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Dynamic Solvency Handbook
accepted actuarial practice. In my opinion, the valuation is appropriate and the financial statements fairly ... paragraph be modified to say something like, "The valuation is appropriate and the financial statements fairly ...- Authors: Allan Brender, Shane A Chalke, Frederick W Jackson, Stephen Reddy, James Reiskytl, John D Stiefel
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Sensitivity testing
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Dynamic Solvency Task Force
monitoring of surplus if we moved to this GAAP-like valuation. We quickly concluded that the formula-based MCCSR ... handbook. The CSSFI demonstrated DST at the 1988 Valuation Actuary Symposium. We constructed a model company ...- Authors: Allan Brender, Peter Hepokoski, Burton Jay, Daniel J Kunesh, Stephen Reddy, James Reiskytl, Craig Reynolds
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: 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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Interest Sensitivity
the Valuation Actuary. This report recom- mends significant changes in the role of the valuation actuary ... and in the general principles underlying the valuation of life insurance companies. 4. The Board adopted ...- Authors: Charles L. Trowbridge
- Date: Dec 1984
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Modeling & Statistical Methods>Sensitivity testing
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Need for Speed: How to optimize models for maximal run efficiency
across products and different purposes (e.g., valuation and forecast). • Implementation efficiency: With ... the forecast model is always in sync with the valuation financial reporting model. This also enables ...- Authors: Housseine Essaheb
- Date: May 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Automation
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Session 058: Does It Really Work? - Validating Predictive Models
Session 058: Does It Really Work? - Validating Predictive Models You’ve built or updated a predictive ... Ignore the protected class, hope that’s OK Individual Fairness: Similar predictions for similar people ...- Date: Jul 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Sensitivity testing; Predictive Analytics>Modeling techniques