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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
  • Need for Speed: How to optimize models for maximal run efficiency
    crystal-clear balance roll-forward on time, obtaining a fresh model output the first time or providing model ... partners with a tight turnaround all depend on one thing: how fast the model engine runs. Authors explored various ...

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    • 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