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Charting Change Behavior where Change is Constant: Patrick Getzen, FSA, MAAA
Charting Change Behavior where Change is Constant: Patrick Getzen, FSA, MAAA ... interests to a different career path. Health care is a dynamic industry with complex problems that require multifaceted ...- Authors: Society of Actuaries
- Date: Aug 2019
- Competency: Communication>Persuasive communication; External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Topics: Actuarial Profession>Alternative careers; Predictive Analytics
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Trends in the Chinese Annuity Market and the Management of Longevity Risk
Trends in the Chinese Annuity Market and the Management of Longevity Risk China’s pension system ... participation in this market are composed of a dynamic participation scheme and a so-called flexible ...- Authors: Society of Actuaries, XiaoJun Wang, Qi Li
- Date: Dec 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Annuities>Payout annuities
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Market Framework and Outlook for Automated Vehicle Systems
Market Framework and Outlook for Automated Vehicle Systems The transportation industry is in the early ... AV Classes Driver performs part or all of the dynamic driving task (DDT) 0 No driving automation ...- Authors: Society of Actuaries
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: General Insurance (Property & Casualty)>Pricing/ratemaking - General Insurance
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Long-Term Care Modeling, Part 3: Model Validation
period over which the historical data applies. Dynamic validation on key LTC model cash flows may be ... MODELING PLATFORM | 31 they may include static and dynamic validation, and retrospec- tive testing. In addition ...- Authors: Jeremy Levitt, Lo Linda Chow, Yuan Yuan, Laura Knab
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Modeling Platform
- Topics: Long-term Care>Long-term care insurance
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Health Watch, October 2018, Issue 87
Health Watch, October 2018, Issue 87 Read the October 2018 issue of Health Watch, published ... the other person’s shoes). But I know so many dynamic and personable actuaries that it often feels inaccurate ...- Authors: Society of Actuaries
- Date: Oct 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Health Watch
- Topics: Health & Disability>Health care; Health & Disability>Health care quality; Health & Disability>Health information technology; Health & Disability>Health insurance; Health & Disability>Health risks; Health & Disability>Payment models; Health & Disability>Public financing - Health & Disability
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Determining VM-20 Mortality for Accelerated Underwriting
Determining VM-20 Mortality for Accelerated Underwriting As companies implement PBR, this ... triage, which treats underwriting requirements as dynamic and adds them as needed through a linear customer ...- Authors: Matthew Monson, Benjamin Slutsker, Mark Sayre
- Date: Sep 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: The Financial Reporter
- Topics: Life Insurance>Reserves - Life Insurance; Life Insurance>Underwriting - Life Insurance
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U.S. Multiemployer Pension Plan Withdrawal Liability Basics and Collectibility
U.S. Multiemployer Pension Plan Withdrawal Liability Basics and Collectibility A plain-language, ... increases. The dependency ratio measures this dynamic: the number of inactive plan participants per active ...- Authors: Society of Actuaries
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Pensions & Retirement>Multi-employer plans
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Proactively Managing Life Insurance Risks
Proactively Managing Life Insurance Risks The article explores the possibility of using the ... addition, imple- menting and maintaining real- time Dynamic Monitoring and Intervention System (DMIS) over ...- Authors: Feng Sun, Amy Tran
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Experience Studies & Data>Mortality; Life Insurance>Product development - Life Insurance; Predictive Analytics
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Changes to the Computation of Tax Reserves under P.L. 115-97
Changes to the Computation of Tax Reserves under P.L. 115-97 The article describes changes to ... life insurance, the NAIC had moved toward a more dynamic, economically responsive framework that better ...- Authors: Jeffrey Stabach, Kristin R Norberg
- Date: Jun 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Taxing Times
- Topics: Annuities>Reserves - Annuities; Financial Reporting & Accounting>Tax accounting; General Insurance (Property & Casualty)>Reserves - General Insurance; Life Insurance>Reserves - Life Insurance
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New SPIA Interest Rates in VM-22
New SPIA Interest Rates in VM-22 This article is to outline the new requirements for valuation ... lation, see https://www.actuary.org/committees/dynamic/SVLMODERNIZATION. Table 4 Prior Versus New SPIA ...- Authors: Paul Hance, Heather Gordon, Christopher Conrad
- Date: Jun 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Results-Oriented Solutions>Actionable recommendations
- Publication Name: The Financial Reporter
- Topics: Annuities>Payout annuities; Annuities>Reserves - Annuities; Financial Reporting & Accounting>Statutory accounting
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ULSG SOP 03-1 Reserving Practices – Survey Highlights
opens the door for the possibility of using a dynamic lapse assumption as com- monly seen in variable ... the respondents indicated that they do not use a dynamic assumption and simply lower the lapse rate when ...- Authors: Emily Cassidy
- Date: Jun 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Life Insurance>Universal life
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Health Watch, February 2018, Issue 85
Health Watch, February 2018, Issue 85 Read the February 2018 issue of Health Watch, published ... the delivery of health care. This involves a dynamic risk assessment of both revenues and costs. Relative ...- Authors: Society of Actuaries
- Date: Feb 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Health Watch
- Topics: Health & Disability>Health care; Health & Disability>Health care quality; Health & Disability>Health information technology; Health & Disability>Health insurance; Health & Disability>Health risks; Health & Disability>Payment models; Health & Disability>Public financing - Health & Disability
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Actuarial Review of Insurer Insolvencies and Future Preventions – Phase 1
Actuarial Review of Insurer Insolvencies and Future Preventions – Phase 1 This study is intended ... of Actuaries 2.3 Additional Analysis Another dynamic of the risk factors that may merit future research ...- Authors: David Heppen, Patricia Matson, Anna bondyra
- Date: Jan 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Asset liability management
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The Future of Retirement in China, EDITION SIX
The Future of Retirement in China, EDITION SIX The Society of Actuaries (SOA) and the LIMRA Secure ... popular than others, we need to consider today’s dynamic Chinese consumers. 42% 13% 14% 12% 9% 4% 6% ...- Authors: Lauren Finnie
- Date: Jun 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Public interest representation; Strategic Insight and Integration>Big picture view
- Topics: Demography>Longevity; Experience Studies & Data>Mortality
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The Financial Reporter, March 2017
about IFRS for Insurance By Jim Milholland 6 Dynamic Assumption- Setting for Variable and Non- Variable ... Duration Insurance Contracts By Leonard Reback Dynamic Assumption-Setting for Variable and Non-Variable ...- Authors: Society of Actuaries
- Date: Jun 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting
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Health Watch, June 2017, Issue 83
they been more relevant than they are in today’s dynamic health care environment. THE BASICS First, so ... sessions • Network with 600+ peers • Learn from dynamic speakers on diverse topics Register by July 31 ...- Authors: Society of Actuaries
- Date: Jun 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Health Watch
- Topics: Health & Disability>Health care; Health & Disability>Health care quality; Health & Disability>Health information technology; Health & Disability>Health insurance; Health & Disability>Health risks; Health & Disability>Payment models; Health & Disability>Public financing - Health & Disability
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Predictive Analytics and Futurism, June 2017, Issue 15
Autoregressive Model for Time Series as a Deterministic Dynamic System By Dihui Lai and Bingfeng Lu Predictive ... Autoregressive Model for Time Series as a Deterministic Dynamic System By Dihui Lai and Bingfeng Lu 10 Predictive ...- Authors: Society of Actuaries
- Date: Jun 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Predictive Analytics and Futurism Newsletter
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General Insurance Research Update
General Insurance Research Update The General Insurance Research Committee continues to meet ... and premium strategies. The paper studies the dynamic upper bounds for the infection probabilities based ...- Authors: Scott Lennox
- Date: Jun 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: General Insurance Insights
- Topics: General Insurance (Property & Casualty)>Pricing/ratemaking - General Insurance
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Impact of Mortality Change on U.S. Single Employer Pension Plan Funding
Impact of Mortality Change on U.S. Single Employer Pension Plan Funding Study of the impact ... Figure 3 on the following page illustrate this dynamic more readily. The authors estimate that the aggregate ...- Authors: Lisa Schilling, John Wiese
- Date: Apr 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Corporate plans; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Funding
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Health Watch, March 2017, Issue 82
Health Watch, March 2017, Issue 82 Read the March 2017 issue of Health Watch, published by ... consulting firm, and I have worked with some really dynamic and creative consultants over the years. I see ...- Authors: Society of Actuaries
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Health Watch
- Topics: Health & Disability>Health care; Health & Disability>Health care quality; Health & Disability>Health information technology; Health & Disability>Health insurance; Health & Disability>Health risks; Health & Disability>Payment models; Health & Disability>Public financing - Health & Disability
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End to End Assumption Documentation Practices
End to End Assumption Documentation Practices On October 30, 2015, the SOA Assumption Development ... for highly variable assumptions, such as the dynamic lapse assumption for variable annuity products ...- Authors: Hua Li, Alexander Zaidlin
- Date: Jul 2016
- Competency: Communication>Written communication; External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Product Matters!
- Topics: Actuarial Profession>Best practices; Experience Studies & Data
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Predictive Analytics Case Study: Syed Mehmud
Predictive Analytics Case Study: Syed Mehmud question and look for ways to make improvements ... or being on the healthcare exchange. "This is a dynamic field," Mehmud said. "It doesn't matter how many ...- Authors: Society of Actuaries
- Date: Jun 2016
- Competency: Communication>Persuasive communication; External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Topics: Actuarial Profession>Alternative careers
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Health Care Insights
Health Care Insights The SOA provides information about the actuarial career path in health ... considering a nontraditional path: "This is a dynamic field. It doesn't matter how many years of experience ...- Authors: Society of Actuaries
- Date: Apr 2016
- Competency: Communication>Persuasive communication; External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise; Strategic Insight and Integration>Big picture view
- Topics: Actuarial Profession>Alternative careers; Health & Disability>Health care; Predictive Analytics
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End to End Assumption Documentation Practices
End to End Assumption Documentation Practices On October 30, 2015, the SOA Assumption Development ... for highly variable assumptions, such as the dynamic lapse assumption for variable annuity products ...- Authors: Alexander Zaidlin, Hua Li
- Date: Mar 2016
- Competency: Communication>Written communication; External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Actuarial Profession>Best practices; Experience Studies & Data
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Small Talk
interest KRD reflects the impact of both dynamic lapse and dynamic GLIB utilization in response to interest ... desirable to separate out the impact of dynamic lapse and dynamic GLIB utilization from the in- terest KRD ...- Authors: Society of Actuaries
- Date: Mar 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance; External Forces & Industry Knowledge>Internal forces and business performance; Leadership>Influence; Leadership>Professional network leverage; Leadership>Thought leadership; Relationship Management>Relationships and trust; Relationship Management>Staff management and motivation; Relationship Management>Team leadership; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Small Talk
- Topics: Actuarial Profession>Best practices; Actuarial Profession>Professional development; Annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Life Insurance>Reserves - Life Insurance; Public Policy
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Global Variable Annuity Relected in New Zealand Product Design
Global Variable Annuity Relected in New Zealand Product Design New Zealand is about to launch its ... a phased introduction of solvency credits for dynamic hedging. As there was no local experience, we ...- Authors: Murray Alan Hilder, Ralph Stewart
- Date: Jan 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: International News
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Individual annuities; Annuities>Investment strategy - Annuities; Annuities>Marketing and distribution - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Annuities>Variable annuities; Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Derivatives; Finance & Investments>Investment policy; Finance & Investments>Investments
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Navigating the Changing Landscape
such as asset-liability management models or dynamic financial analysis used for aggregate exposure ... in this case. Pricing that is based on a more dynamic economic capital basis instead of a constant factor ...- Authors: Clinton Thompson
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic capital
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December 2015 issue of The Financial Reporter
December 2015 issue of The Financial Reporter December 2015 issue of The Financial Reporter ... ment without at least partial backtrack to a more dynamic stan- Front-End Loads Many people interpret existing ...- Authors: Michael Fruchter
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>International Accounting Standards Board [IASB]; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Financial Reporting & Accounting>Statutory accounting; Financial Reporting & Accounting>Tax accounting
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The next step forward: Can one actuarial system do it all?
The next step forward: Can one actuarial system do it all? The next evolution of actuarial ... and cloud solutions have enabled more com- plex, dynamic analyses to be produced in a timely fashion. Adopting ...- Authors: Corey A Carriker, Jason Morton, Ryan Kiefer
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Actuarial Profession>Best practices; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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Amid Abundant Capital, A New Reality Takes Hold in the Reinsurance Market
Amid Abundant Capital, A New Reality Takes Hold in the Reinsurance Market The rapid pace of change ... arise. It also places increased emphasis on dynamic capital management in order for com- panies to ...- Date: Nov 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Reinsurance News
- Topics: Reinsurance>Financial reinsurance; Reinsurance>Financial reporting for reinsurance; Reinsurance>Health reinsurance; Reinsurance>Life reinsurance; Reinsurance>Long-term care reinsurance; Reinsurance>Marketing and distribution - Reinsurance; Reinsurance>Pricing - Reinsurance; Reinsurance>Product development - Reinsurance; Reinsurance>Reserving - Reinsurance; Reinsurance>General reinsurance
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Improving Techniques: The use of predictive analytics in the development of experience studies
analytics techniques to project living benefit dynamic lapses. Predictive analytics techniques can also ... and dynamic lapses. With traditional techniques, base lapses are required to estimate dynamic lapses ...- Authors: John Fenton, Kendrick Lombardo
- Date: Oct 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Actuary Magazine
- Topics: Life Insurance>Underwriting - Life Insurance; Predictive Analytics; Technology & Applications>Analytics and informatics
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October 2015 CompAct
October 2015 CompAct October 2015 issue of CompAct, the technology section's member benefit ... or more professional interest sections. These dynamic groups are active in many areas of the Society ...- Date: Oct 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: CompAct
- Topics: Technology & Applications>Analytics and informatics; Technology & Applications>Business intelligence; Technology & Applications>Computer science; Technology & Applications>Software
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NewsDirect September 2015 Issue
NewsDirect September 2015 Issue NewsDirect September 2015 Issue Marketing and distribution ... market merits close attention by insurers: it is dynamic and highly com- petitive, and is growing and evolving ...- Authors: Society of Actuaries
- Date: Sep 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: News Direct
- Topics: Annuities>Marketing and distribution - Annuities
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Health Care Reform: Essential Health Benefits and Actuarial Value
Health Care Reform: Essential Health Benefits and Actuarial Value Essential Health Benefits and ... health plan designs. But the changes remain dynamic and unpredict- able. We continue to need the input ...- Authors: Catherine Knuth
- Date: Aug 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Health & Disability>Health care; Health & Disability>Health care quality; Health & Disability>Health information technology; Health & Disability>Health insurance; Health & Disability>Health risks; Health & Disability>Payment models; Health & Disability>Public financing - Health & Disability
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A Thought on Fermi Problems for Actuaries
A Thought on Fermi Problems for Actuaries In physics and engineering education, Fermi problems require ... for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior. Preprint. Available on ...- Authors: Runhuan Feng
- Date: Aug 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Actuarial Profession>Academic partnerships; Life Insurance>Pricing - Life Insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Stochastic models
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Mortality and Other Implications of Principle-Based Reserving (PBR) Survey Report
Mortality and Other Implications of Principle-Based Reserving (PBR) Survey Report A survey report ... governance Will rely on documentation, static and dynamic validations, etc. Forty-three percent of the ...- Authors: Society of Actuaries
- Date: Jun 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality
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Quantifying Pandemic Risk
capital models as a feedback loop, thus creating a dynamic, more useful asset-liability management framework ... diseases. CONCLUSION Actuaries have already built dynamic systems to account for economic capital models ...- Authors: Nita Madhav, James Fullam
- Date: Jan 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Big picture view
- Publication Name: The Actuary Magazine
- Topics: Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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Investment Fallacies e-book
something about it; risk management should be dynamic, not passive. Once we agree that market change ... suggests, reality is better represented by a highly dynamic, but persistent, multi-state model in which the ...- Authors: Society of Actuaries, Leslie Smith
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
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Investment Fallacies e-book
something about it; risk management should be dynamic, not passive. Once we agree that market change ... suggests, reality is better represented by a highly dynamic, but persistent, multi-state model in which the ...- Authors: Society of Actuaries, Nicholas John Macleod
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Investment Fallacies e-book
1969 paper “Lifetime Portfolio Selection by Dynamic Stochastic Programming.” It was, in fact, a ... seeking a 3% real return, adopts a strategy of dynamic adjustment for his saving plan. After 10 years ...- Authors: Rowland Davis, Society of Actuaries
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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What is the Scope of Model Validation?
Does the portion of model require static or dynamic validation? These bullet points are just a taste ... current period actuals. Some refer to this as dynamic validation interchangeably. Most models have ...- Authors: Society of Actuaries, James McClure
- Date: Aug 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Actuary Magazine
- Topics: Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Sensitivity testing; Pensions & Retirement>Assumptions and methods
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Risk Management and the Power of Simplicity
Risk Management and the Power of Simplicity The editorial cautions that while the development of more ... “Diderot effect” was coined to describe the dynamic of upgrading your material positions to match ...- Authors: Kurt Wrobel
- Date: Apr 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Financial Reporting Research Scorecard
Financial Reporting Research Scorecard Research is a primary mission of the Financial Reporting ... org/Research for final link to study. Setting Dynamic Policyholder Behavior See www.soa.org/Research ...- Authors: Samuel Keller, Ronora Stryker
- Date: Mar 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Results-Oriented Solutions>Actionable recommendations
- Publication Name: The Financial Reporter
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Then and Now
Then and Now The author uses a reprint of an article from the very first edition of the ... primarily on the U.S. tax code, as that was the key dynamic at that time. Now: With many more multi-national ...- Authors: Paula Hodges
- Date: Oct 2013
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Taxing Times
- Topics: Financial Reporting & Accounting>Tax accounting; Life Insurance>Pricing - Life Insurance; Life Insurance>Product development - Life Insurance; Public Policy
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July 2013 issue of Forecasting & Futurism
July 2013 issue of Forecasting & Futurism The July 2013 issue of the SOA’s Forecasting ... every time they forecast. Because forecasts are dynamic predictions, Silver advises that every prediction ...- Authors: Society of Actuaries
- Date: Jul 2013
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Modeling & Statistical Methods>Forecasting
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Are You Ready for the New Accounting Rules?
Are You Ready for the New Accounting Rules? Feature article discussing the changes the International ... sysTems In short, the new standards call for a dynamic valua- tion, possibly needing multiple-scenario ...- Authors: James Milholland
- Date: Jun 2013
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>International Accounting Standards Board [IASB]; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]
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An Application of Modern Social Sciences Techniques to Reverse Stress Testing at the U.K. Pension Protection Fund
An Application of Modern Social Sciences Techniques to Reverse Stress Testing at the U.K. Pension ... context as possible without losing the critical dynamic features that the experts have explained. This ...- Authors: Jean Pierre Charmaille, Lucy Currie
- Date: Apr 2013
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Influence decisions; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Enterprise Risk Management>Risk measurement - ERM
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From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM
processes with non-stationary increments and dynamic corre- lation models, with the goal to understand ... as suddenly as it appeared, and miss- ing this dynamic would lead to bad hedging strategies. Identifying ...- Authors: Stephane Loisel
- Date: Aug 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Systematic risk; Modeling & Statistical Methods>Dynamic simulation models
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More than Regulatory Compliance
More than Regulatory Compliance The ORSA should be more than a compliance requirement -- its ... monitoring process needs to be embedded in a dynamic basis into everyday decision making. In at- tempting ...- Authors: Sam Gutterman, Brian Paton, Sunil Sen
- Date: May 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Governance; Enterprise Risk Management>Risk measurement - ERM
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The Formulary Decision Process: What Are They Doing in There and Can Actuaries Help?
specification of costs throughout the healthcare budget, dynamic population analysis and results focused on cost ... Models could be made more useful by the use of dynamic population modeling typically used by actuaries ...- Authors: Jonathan L Shreve, Jill Van Den Bos, John Watkins, Kristin Reed
- Date: May 2011
- Competency: Communication>Persuasive communication; External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Influence
- Topics: Economics>Health economics; Health & Disability>Health care
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Strategic Considerations in Designing a Revenue Hedging Policy for Nonfinancial Companies Using the Example of the Oil Tanker Industry
Strategic Considerations in Designing a Revenue Hedging Policy for Nonfinancial Companies Using ... in a hedging policy. The decisions should be dynamic and subject to regular review. As the recent case ...- Authors: Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Investment policy
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A Cost of Capital Approach to Extrapolating an Implied Volatility Surface
A Cost of Capital Approach to Extrapolating an Implied Volatility Surface This paper ... capital concepts as its foundation rather than dynamic replication. The resulting model, called the 'C' ...- Authors: Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Estimation methods
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Actuarial and Financial Valuations of Guaranteed Annuity Options
of conceptual and practical issues involved in dynamic hedging of the interest rate risk. Wilkie et ... Hardy (1998), in which modern option pricing and dynamic hedging techniques are used. 5.1 Option pricing ...- Authors: SHANGXUE GAO, RUOWEI ZHOU
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Pensions & Retirement>Plan design
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The Optimal Strategy and Capital Threshold of Multi-period Proportional Reinsurance
portional reinsurance strategy and prove that the dynamic programming approach can be used to solve minimal ... Bellman equation in dynamic programming. In other words, one can use the dynamic programming approach ...- Authors: Ken Seng Tan, Zhongfei Li, Jianfa Cong
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Approximating the Effects of Parameter Uncertainty on Value at Risk Estimates
business lines. References Richard Ernest Bellman. Dynamic Programming. 1957, Princeton University Press. ... bis.org. R. Carvalho, H. Mignon, and M. Paez. Dynamic bayesian models as an 18 alternative to the ...- Authors: Jacques Rioux, Steven Major, Donald Erdman
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Analyzing Investment Data Using Conditional Probabilities: The Implications for Investment Forecasts, Stock Option Pricing, Risk Premia, and CAPM Beta Calculations
Analyzing Investment Data Using Conditional Probabilities: The Implications for Investment Forecasts, ... stock option pricing model which reflects the dynamic interaction of two different investment return ...- Authors: Richard Joss
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Economic Capital: A Case Study To Analyze Longevity Risk
that generated by a principle-based model using dynamic assumptions for mortality. As part of this analysis ... approach that uses stochastic techniques and dynamic assumptions for mor- tality among a variety of ...- Authors: Stuart Silverman
- Date: Aug 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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ERM for Strategic Management – Status Report
ERM for Strategic Management – Status Report Much of the push for ERM has come from regulators and rating ... [8] Møller, T. 2004. “Stochastic Orders in Dynamic Reinsurance Markets.” Finance and Stochastics ...- Authors: Gary G Venter
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Agribusiness Reinsurance in Argentina—A “David and Goliath” Tale
Agribusiness Reinsurance in Argentina—A “David and Goliath” Tale This is a story of a small insurance ... actuarial techniques. Catastrophe reinsurance;Dynamic simulation models;Risk assessment; 9844 4/1/2009 ...- Authors: Javier Campelo
- Date: Apr 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: International News
- Topics: Reinsurance>Catastrophe reinsurance
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Stochastic Trend Models in Casualty and Life Insurance
essential to an understand- ing of risk in a dynamic environment. Filtering the DY trend also provides ... every DY trend. We describe the model as having “dynamic trends,” meaning continuously chang- ing. We have ...- Authors: Spencer M Gluck, Gary G Venter
- Date: Apr 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance; Modeling & Statistical Methods>Stochastic models
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Policyholder Behavior in the Tail – UL with Secondary Guarantee Survey – 2008 Results
Next, insurers were asked to describe their dynamic lapse function used for policies with secondary ... 50% 60% When AV=0, lapses=0%* More Complex Dynamic Lapses Static Lapses** *5 of these 8 insurers ...- Authors: Society of Actuaries
- Date: Nov 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Annuities>Guaranteed living benefits
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Natural Hedging of Life and Annuity Mortality Risks
static process. Dynamic natural hedging is required for new life or annuity business. Dynamic natural hedging ... even if an insurer is keenly interested in the dynamic natural hedging, whether it can sell ad- equate ...- Authors: Samuel Cox, Yijia Lin
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Portfolio management - Finance & Investments
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Modeling Capital Market with Financial Signal Processing
Market Uncertainty and Volatility – Formatting Dynamic Strategies into Strategic Curves: Adaptive Futures ... 1). static regression Si = Γ(Ri-L+1, …, Ri) dynamic auto-regression Ri+1 = ri + µ(Ri-L+1, …, Ri) + ...- Authors: Jenher Jeng
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial markets; Modeling & Statistical Methods>Stochastic models
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Long-Term Forecasting for Interest Rates
N-DAY CHANGES IN INTEREST RATES UNDER VASICEK TYPE DYNAMIC WITH NONPARAMETRIC STOCHASTIC COMPONENT ..... ... n-day changes in interest rates under Vasicek type dynamic with nonparametric stochastic component 3 ...- Authors: Application Administrator, Vladimir S Ladyzhets, Vladimir Cherepanov
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
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Stochastic Control Theory for Optimal Investment
strategies (see [1], [3] and [4]), and simultaneous dynamic control of proportional reinsurance and investment ... [6] Hipp, C. and Vogt, M. (2003) Optimal dynamic XL-reinsurance. Preprint. Download available ...- Authors: MARITINA TOLEDO CASTILLO, Gilbert Parrocha
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Securitization of Mortality Risks in Life Annuities
Securitization of Mortality Risks in Life Annuities Securitization of mortality risks is ... traditional reinsurance. The longevity risk is a dynamic phenomenon. Life expectancy through- out the world ...- Authors: Samuel Cox, Yijia Lin
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Investment strategy - Finance & Investments
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Policyholder Behavior in the Tail – Variable Annuity Guaranteed Benefits Survey/C3 Phase II – 2007 and 2008 Survey Results
not use dynamic lapses for death benefits. • The vast majority of insurers (95%) use dynamic lapses for ... out-of-the-money. • Around 70%-80% of insurers model dynamic utilization for income and withdrawal benefits ...- Authors: Society of Actuaries
- Date: Aug 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Annuities>Guaranteed living benefits
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Sharpen Your Competitive Edge with Retirement Options for Annuities
Sharpen Your Competitive Edge with Retirement Options for Annuities This article discusses the ... saved, retirement income planning is becoming a dynamic busi- ness opportunity area right now. How Can ...- Authors: Wendy McCullough
- Date: Jun 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Small Talk
- Topics: Pensions & Retirement>Retirement risks
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Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries
Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries A study ... literature as it applies to a health actuary. Dynamic simulation models;Group health plans;Health care ...- Authors: Louise H Anderson, Ian G Duncan, Katherine Hall, Brian C Martinson
- Date: Sep 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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A Multi-Stakeholder Approach To Capital Adequacy
capitalization levels blossom just as ERM and dynamic financial analysis (DFA)i have blossomed. ... correlation matrix. This is in contrast to many dynamic financial analysis models that build the interactions ...- Authors: Robert Painter
- Date: May 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Financial Statement Disclosure: The Needs and Practices Related to Financial Risk
Financial Statement Disclosure: The Needs and Practices Related to Financial Risk This paper ... concerning policyholder behavior. Because of the dynamic and complex nature of these cash flows, stochastic ...- Authors: Robert Frasca, Gordon Andrew Tucker
- Date: Jan 2007
- Competency: Communication>Written communication; External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Practice Forum
- Topics: Actuarial Profession>Best practices; Enterprise Risk Management>Risk measurement - ERM; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]
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Enterprise Risk and Management Incentives
Enterprise Risk and Management Incentives This paper examines how incentives created by ... turned out to be very risky indeed, since in a dynamic economy large corporations are subject to competition ...- Authors: Sholom Feldblum
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Practice Forum
- Topics: Economics; Enterprise Risk Management
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Non-Formulaic Reserves: Where Are We Going?
whose experience we would use when running these dynamic experience studies. This may not be possible but ... reserving are the whole risk management framework and dynamic solvency testing. M.B.: What can we do to help ...- Authors: L SS
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: The Actuary Magazine
- Topics: Financial Reporting & Accounting>Statutory accounting
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Agile or Fragile? Underwriting and Mortality at the Older Ages: Part 1
Agile or Fragile? Underwriting and Mortality at the Older Ages: Part 1 Presented at May 2005 Spring ... dramatic that is can be striking. It's really a dynamic that gets to a lot of the point of this, that ...- Authors: Application Administrator, Christopher Shanahan, Douglas A Ingle, Thomas Ashley
- Date: May 2005
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Life Insurance>Underwriting - Life Insurance
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Ask the Experts
Ask the Experts Three industry actuarial experts respond to pre-submitted and from-audience questions ... if you had a static amortization schedule, a dynamic amortization schedule, or made some adjustments ...- Authors: Jack Gibson, Larry M Gorski, Meredith Ratajczak, Bradley M Smith
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values
- Topics: Actuarial Profession; Financial Reporting & Accounting