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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 = ...

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    • 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
  • 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 ...

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    • 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
  • 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 ...

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    • 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
  • Beware stochastic model risk!
    Beware stochastic model risk! The article warns against treating the results of a stochastic model with ... describes some hidden risks involved with choice of model and calibration. Statistical methods 9/17/2019 ...

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    • Authors: Stephen Strommen
    • Date: Sep 2019
    • Competency: Professional Values; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
  • Principle-Based Reserves Simplified Methods
    Simplified Methods The Society of Actuaries Smaller Insurance Company Section, the Financial Reporting ... Reporting Section, and the Committee on Life Insurance Research are pleased to make available new research investigating ...

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    • Authors: Mark Birdsall, Brian Hartman, Stephen Strommen
    • Date: Jul 2020
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Financial Reporting & Accounting
  • Data and Interoperability Standards for Actuaries
    session on data and interoperability standards for actuaries, the panel discusses the importance of open ... transmission of data between different systems developed by different vendors. They also discuss the attached ...

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    • Authors: Stephen Strommen, Jeffrey Allen, Michelle Smith
    • Date: May 1999
    • Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Technology & Applications
  • Applied Modeling Concepts
    At this session 7OF of the 2004 Valuation Actuary Symposium panelists discuss the conceptual and practical ... practical issues of modeling to reflect developing areas, including fair-value and embedded-value measurement ...

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    • Authors: David A Ricci, Stephen Strommen, Vincent Y Y Tsang, Benjamin J. Yahr
    • Date: Sep 2004
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
  • Trends in Technology
    Boston. This session presented ways of using technology of 1993 in order to further actuarial applications ... applications and actuarial projects. The speakers related recent personal experiences in which emerging ...

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    • Authors: Larry Curran, Stephen Strommen, Application Administrator, Mark T McAndrews
    • Date: May 1993
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Technology & Applications; Technology & Applications>Software
  • Actuarial Software: Build or Buy
    This panel analyzed the choices between purchasing actuarial software and developing the software in-house ... discussed: 1. Determination of software needs. 2. Evaluation of software packages. 3. Combining ...

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    • Authors: Mark Evans, Stephen Strommen, Susan M Lee, Jeffrey J Krygiel
    • Date: Oct 1999
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Technology & Applications>Software