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Living to 100 - Insights on the Challenges and Opportunities of Longevity Literature Review 2002–2017
Insights on the Challenges and Opportunities of Longevity Literature Review 2002–2017 The Society of Actuaries ... Pool, the Committee on Life Insurance Research, the Product Development Section and Committee on Knowledge ...- Authors: Francisco Orduna, Peter C Carlson
- Date: Apr 2019
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Real-world interest rate models in a low interest rate environment
examines the implication of using real-world interest rate scenario generators with a block of fixed deferred ... results based on New York 7 deterministic scenarios to stochastic scenarios generated with the Academy Interest ...- Authors: Marshall Lin, Jean-Philippe Larochelle, Francisco Orduna
- Date: Dec 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Mortality improvement modeling in the US
Mortality improvement modeling in the US This article describes techniques and models used to forecast ... improvement and the considerations that underlie long-term mortality improvement projections in the United States ...- Authors: Francisco Orduna, Bruce Rosner
- Date: Jan 2014
- Competency: Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Pension Section News
- Topics: Demography>Mortality - Demography; Demography>Longevity; Demography>Population data; Experience Studies & Data>Mortality; Modeling & Statistical Methods>Forecasting
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Real-World Interest Rate Models and Current Practices
overview of the different types of real world interest rate scenarios that practitioners use in the life ... generators. Interest rate modeling;American Academy of Actuaries=AAA;Scenario generation=Scenario generators=Economic ...- Authors: Jean-Philippe Larochelle, Marshall Lin, Francisco Orduna
- Date: Jul 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models