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  • PBR Simplified Methods Project
    Project Summary of the SOA research project on PBR Simplified Methods. Describes the multi-risk scenario generator ... Principle-based reserves, Provision for adverse deviation, Risk modeling 4/5/2019 12:00:00 AM ...

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    • 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
  • VM-20 Scenarios - An Observation
    VM-20 Scenarios - An Observation An ... observation is made regarding the impact interest rate scenarios have on VM-20 stochastic reserves.

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    • Authors: Timothy Cardinal
    • Date: Dec 2016
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: The Modeling Platform
    • Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Reserves - Life Insurance; Life Insurance>Secondary guarantees; Modeling & Statistical Methods>Scenario generation
  • June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method
    Fully Stochastic PBR Method Describes using the new multi-risk scenario generator to create sensitivity ... ed reserves=PBR;Provision for adverse deviation;Risk modeling;Scenario generation;Sensitivity testing;Valuation ...

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    • 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
  • Regulatory Update
    Regulatory Update Summary of NAIC's Winter National Meeting Appointed Actuary;Standard Valuation ...

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    • Authors: Karen Rudolph
    • Date: Mar 2017
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: In The Public Interest
    • Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models