Description: This article explores the possibility of using machine learning to improve, or potentially rewrite, actuarial code within actuarial software.

Description: The article explores impact of resetting cap vs static cap choice for the GLWB rider for a Fixed Index Annuity for a Point to Point. Moreover, analysis of a Monthly Sum Cap is provided showing impacts of particular choices of market models (e.g. Black, Heston, Bates) used to price this deal.

Description: A summary of Modeling Section-sponsored sessions at the 2016 Life/Annuity Symposium, covering model risk management, model governance, and model efficiency.

Description: The April 2016 Issue of The Modeling Platform

Description: This article is the first installment of a three-part series and is focused on providing an overview of LTC modeling approaches and considerations.

Description: While Model Efficiency and Model Governance may seem like completely separate topics, there is an intersection of them that should be of growing interest to modeling actuaries. This column from the Modeling Section Chair explores this area, asking how we will govern the increasing use of innovative modeling efficiency techniques.

Description: This article is the second installment of a three-part series and is focused on providing an overview of LTC modeling approaches and considerations.

Description: Explores the open vs. closed systems debate with regards to actuarial modeling and exposes the over-simplification. Valuable for anyone who uses models.

Description: This article describes how to model variable annuities using a GPU along with some of the stumbling blocks.

Description: This paper applies GPUs and deep learning to achieve orders of magnitude performance improvement in the valuation of large portfolios of variable annuities.