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  • RBC C3 Phase II: Easier Said Than Done
    Done Results of an industry survey on life insurance companies' efforts to implement the recently adopted ... adopted Life Risk-Based Capital Phase II Instructions, which include new requirements for variable annuity ...

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    • Authors: Patricia Matson, Don Wilson
    • Date: Mar 2006
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Actuarial Profession>Best practices; Annuities>Reserves - Annuities; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic Simulation
    The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic Simulation ... Simulation An Overview of Stochastic Simulation modeling techniques and usages Conditional Tail Expectation=CTE;Dynamic ...

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    • Authors: Ronald Harasym
    • Date: Sep 2003
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management>Financial management; Financial Reporting & Accounting; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
  • EXPOSED! Variable Annuity Stochastic Requirements
    Requirements discussion of the ongoing developments in reserving and risk-based capital RBC requirements ... benefits=GMDB;National Association of Insurance Commissioners=NAIC;Risk-based capital=RBC;Scenario generation=Scenario ...

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    • Authors: James W Lamson
    • Date: May 2004
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
  • Model Compression and Stochastic Modeling
    Model Compression and Stochastic Modeling Discusses methods to efficiently run stochastic ... methods to efficiently run stochastic models in light of AG 43. Modeling efficiency; 9292 6/1/2010 12:00:00 ...

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    • Authors: Craig Reynolds
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Modeling & Statistical Methods>Stochastic models
  • More Efficient Monte Carlo Simulations for Mortality Assumption Testing
    More ... Article from: The Financial Reporter June 2003 – Issue 53 T he advent of Model Regulation ... most states, hasimposed on the industry a need toquantitatively evaluate the antici- pated mortality ...

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    • Authors: Douglas Robbins
    • Date: Jun 2003
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
  • Principles of Capital Market Modeling
    Principles of Capital Market Modeling Discussion of Capital Market Modeling techniques Asset modeling;Capital ... rates=Interest rates;Dynamic simulation models;Market value of assets;Monte Carlo simulation;Stochastic models; ...

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    • Authors: Andres Vilms
    • Date: Sep 2003
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Portfolio management - ERM; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models