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Understanding the Connection between Real-World and Risk-Neutral Scenario Generators
Understanding the Connection between Real-World and Risk-Neutral Scenario Generators Scenario generators ... quantify risk are sometimes described as being as either “real-world” or “risk-neutral” ...- Authors: Stephen Strommen
- Date: Sep 2022
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Enterprise Risk Management>Financial management
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Economic Scenario Generator - Investment Section Web Series Session #1
Fundamentals & Hot Topics This session will cover the following points: 1. Introduction: ... session will cover the following points: 1. Introduction: ESG Basics, What is Risk Neutral and Real World ...- Authors: Stephen Strommen, Hal Pedersen, David Schraub, Pawel Lojko, Sohini Chowdhury
- Date: Jun 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Modeling & Statistical Methods
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Common Misunderstandings of Risk-Neutral Valuation
Misunderstandings of Risk-Neutral Valuation This article is an update, as of March 2019, on Financial Reporting ... process and those recently completed. Market value of liabilities, Accounting standards, Yield curve = ...- Authors: Stephen Strommen
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Life Insurance
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Risk Metrics for Decision Making and ORSA
Risk Metrics for Decision Making and ORSA Since solvency assessment depends on a financial reporting ... needs risk metrics for use in financial reporting. The essay argues that conceptually, the cost of capital ...- Authors: Stephen Strommen
- Date: May 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Fair value accounting; Life Insurance>Reserves - Life Insurance; Life Insurance>Capital - Life Insurance
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Economic Scenario Generator - Investment Section Web Series - Real World
Economic Scenario Generator ... Session #2 - Real World This session will cover the following points: 1. NAIC ESG 2. Strategic Asset ... Postmortem: Modeling and calibration changes because of recent events ...- Authors: David Schraub, Yury Krongauz, Sohini Chowdhury, Pawel Lojko, Hal Pedersen, Stephen Strommen
- Date: Jun 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Modeling & Statistical Methods; Pensions & Retirement
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Setting the Level of Margins in a Principles-Based Valuation Using a Cost-of-Capital Approach with Exponential Utility
Setting the Level of Margins in a Principles-Based Valuation Using a Cost-of-Capital Approach with Exponential ... accounting frameworks, the estimate of an uncertain amount should contain some sort of margin for uncertainty ...- Authors: Stephen Strommen
- Date: Jun 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Economics>Financial economics; Enterprise Risk Management>Capital management - ERM; Financial Reporting & Accounting>Fair value accounting
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Actuarial Technology, A Roundtable Discussion on Current Issues – March 2022 Update
A Roundtable Discussion on Current Issues – March 2022 Update The Society of Actuaries (SOA) Research ... time, the SOA Research Institute gathered a panel of insurance industry experts for an update on current ...- Authors: Stephen Strommen
- Date: Jun 2022
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession; Technology & Applications
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Low Interest Rates and the NAIC Economic Scenario Generator Project
Interest Rates and the NAIC Economic Scenario Generator Project Discussion of the new scenario generator ... selected by the NAIC and its behavior at low interest rates. By Stephen J. Strommen Risk & Rewards, June ...- Authors: Stephen Strommen
- Date: Jun 2022
- Publication Name: Risks & Rewards
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Understanding the Connection between Real-World and Risk-Neutral Scenario Generators
Understanding the Connection between Real-World and Risk-Neutral Scenario Generators Scenario generators ... quantify risk are sometimes described as being as either “real-world” or “risk-neutral” ...- Authors: Stephen Strommen
- Date: Sep 2022
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Model Validation for Insurance Enterprise Risk and Capital Models
Enterprise Risk and Capital Models This research report analyzes the risk associated with the use of models ... through the potential for model error. ERM;Modeling efficiency;Model validation;Model risk Research ...- Authors: Shaun Wang, Stephen Strommen
- Date: Apr 2014