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April issue of The Modeling Platform
MODELING PLATFORM MODELING SECTION Some mortality table sets have many demographics, which leads to ... associated with them. Figure 2 Structure of Mortality Table Set With Multiple Demographics Tidy Data ...- Authors: Society of Actuaries
- Date: Apr 2020
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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GAAP Accounting for Long-Duration Contracts: Ramifications for the Modeling Actuary
common variable annuity (VA) and fixed indexed annuity (FIA) MRBs in Table 1. Table 1 Common Market ... historical assumptions, which includes loading mortality rates, coding dynamic lapse formulas and implementing ...- Authors: Jean-Philippe Larochelle, Ryan Laine, Dave Czernicki
- Date: Apr 2019
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods
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Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
Generator (AIRG), the most commonly used ESG by U.S.-based actuaries. See Figure 1 for an overview of ... assigning a market-consistent value to a variable annuity (VA) product with a guaranteed minimum accumulation ...- Authors: Dean Kerr, Matthew Zhang, Rahat Jain
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Writing Effective Model Documentation
model, such as dynamic lapses or experience mortality, it would be appropriate to include them in the ... should be documented for a represen- tative “cell(s)” used in the aggregation variations in modeling for ...- Authors: Jeffrey Scott Jardin
- Date: Nov 2019
- Competency: Communication; Professional Values
- Publication Name: The Modeling Platform
- Topics: Actuarial Profession>Professional development; Modeling & Statistical Methods
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Reflections on an Epidemic
had to wait in line for quite some time for a table for seven, but I didn’t even mind—I was so grateful ... don’t know about you, but I remember New Year’s 2000 almost like it was yesterday. And now we were heading ...- Authors: Paul Conlin
- Date: Aug 2020
- Competency: Strategic Insight and Integration
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency
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Modeling Q&A with Lei Rao-Knight
modeling work do you do, and what soft- ware platform(s) do you use? We focus on asset-liability management ... recently was we needed to build a blending rate table in AXIS. However, it appeared to only allow equity ...- Authors: Benjamin Neff
- Date: Apr 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Technology & Applications
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The Modeling Platform, November 2020
assign the universal life model conversion to the annuity team or vice versa. You could assign a pricing ... practices to other locales. For example, if the annuity group has streamlined its assumption review and ...- Authors: Society of Actuaries
- Date: Nov 2020
- Competency: External Forces & Industry Knowledge
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods
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Pictures of Super Models
MODEL? While my firm’s particular focus is on annuity policyholder behavior models, the key underlying ... to model the probability that a fixed indexed annuity contract makes a partial withdrawal in a given ...- Authors: Timothy S Paris
- Date: Apr 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Experience Studies & Data>Policyholder or participant behavior - Experience ; Modeling & Statistical Methods
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Economic Scenario Generators, Part III: In-depth ESG Case Study—Academy Interest Rate Generator
According to the Academy, starting from 1950s monthly S&P data: Return percentiles fit history tightly. Show ... shown in Figure 8. Figure 8 Monthly S&P Returns When comparing AIRG S&P 500 projections against a lognormal ...- Authors: Rahat Jain , Dean Kerr, Matthew Zhang
- Date: Jul 2021
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Life Insurance; Modeling & Statistical Methods
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Letter from the Editor
Letter from the Editor Overview of the issue. model validation;model efficiency;asset ... sessions sponsored by our section at the 2016 Life & Annuity Symposium. These sessions dealt with model governance ...- Authors: Phillip Schechter
- Date: Dec 2016
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods