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The Modeling Platform, November 2017, Issue 6
Coordinators Brenna Gardino, FSA, MAAA 2017 Life & Annuity Symposium Coordinator Shane Leib, FSA, MAAA 2017 ... 1,- $S$7)) 180,336,812 9 Reserve Summary S10 =AVERAGE(OFFSET(OFFSET(Q10,0,0,1,- 2),0,0,1,- $S$7)) 1 ...- Authors: Society of Actuaries
- Date: Nov 2017
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Enterprise Risk Management>Governance; Modeling & Statistical Methods>Modeling efficiency
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Roll Your Own Cluster Model
reserving for level term, combined with the mortality patterns during and after the level term period ... straightforward process using existing code. Table 1 Comparison of Policy Attributes ($1,000s) Attribute ...- Authors: Robert Crompton
- Date: Dec 2016
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Modeling efficiency
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2016 SOA Modeling Sessions
2016 SOA meetings: Investment Symposium, Life & Annuity Symposium, Health Meeting, Valuation Actuary Symposium ... symposium/pd-2016-02-is-session-16.pdf.) 2016 LIFE & ANNUITY SYMPOSIUM2 SESSION 15 PANEL DISCUSSION: MODEL ...- Authors: Jennifer Wang, Mary Campbell
- Date: Apr 2017
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Enterprise Risk Management>Governance; Modeling & Statistical Methods>Modeling efficiency
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How to Keep Your Spreadsheets Out of the Headlines
spreadsheet creation and control are: • Documentation tab(s): high-level notes on purpose, in- structions on proper ... values, but no indication whether the values are in U.S. dollars or in euros, this can create a great deal ...- Authors: Mary Campbell
- Date: Apr 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Actuarial Profession>Best practices; Technology & Applications>Software
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Hand Over, not Fall Over: Focus on Actuarial Model Handoff
Delaware limited lia- bility partnership and the U.S. member firm of the KPMG network of independent ... complex stochastic model calculating variable annuity projections under thousands of scenarios, actu- ...- Authors: Alexander Zaidlin, Youn Kim
- Date: Apr 2018
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Asset modeling
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Actuarial Modeling Systems: How Open We WANT Them to be vs. How Closed We NEED Them to be
Delaware limited lia- bility partnership and the U.S. member firm of the KPMG network of independent ... model controls and implement governance policies. Table 1 highlights several items to con- sider as part ...- Authors: Alexander Zaidlin, James Christou, Ravi Bhagat
- Date: Nov 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Thought leadership; Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Modeling efficiency; Technology & Applications>Software
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Adding Value With Model Validation: AG43 Model Validation Case Study
support the same business process (e.g., life or annuity reserve valuation) while the model stake- holders ... validation, including: • Discussions with model owner(s) • Collection of all model- related documentation ...- Authors: Winston Hall, Veltcho Natchev, Mike Minnes
- Date: Apr 2018
- Competency: Communication>Difficult message delivery; Leadership>Change management; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Enterprise Risk Management>Governance
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Applying FinTech and IT Practices to Building Actuarial Models
your calculation engine. Adding or expanding a table or adding a new switch should require no coding ... compute mortality for every benefit on a policy, it might be much more efficient to compute mortality once ...- Authors: Michael Sullivan, Igor Nikitin
- Date: Nov 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Modeling efficiency; Technology & Applications>Computer science
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Modeler Q&A with David Yu
peeve? A: Using the annuity module to model retirement products. The annuity module is designed for ... for an individual annuity, and it may not be equipped to model some retirement- specific fea- tures. For ...- Authors: Hoi Kwan, Donghai Yu
- Date: Nov 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Annuities>Group plans - Annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Adding Value with Model Validation
Enterprise Risk and Capital Models” by M. Stricker, S. Wang and S. Strommen1 • “Anatomy of Model Validation Case ... and implementable) recommenda- tions. Variable annuity hedging is a very complicated process. AG43 models ...- Authors: Winston Hall, Veltcho Natchev, Mike Minnes
- Date: Nov 2017
- Competency: Communication>Active listening; Communication>Difficult message delivery; Leadership>Change management; Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Actuarial Profession>Best practices; Enterprise Risk Management>Governance