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Session 61: Latest Thoughts on Use of Economic Scenario Generators
Session 61: Latest Thoughts on Use of Economic Scenario Generators The academy generator is now ... Historical Projected Projected MRP (3.5%) The dynamic MRP is a compromise between balancing historical ...- Authors: Hal Warren Pedersen, Matthew Zhang, Daniel Schobel
- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities
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Session 02M: Product Development Section Hot Breakfast
Session 02M: Product Development Section Hot Breakfast Hear an update on the Product Development ... (Call for Essays) • Topic 2019: “The Future of Dynamic Pricing in Life Insurance” • Due 5/31/19, Cash ...- Authors: Anthony Ferraro
- Date: Jun 2019
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Session 05: Market Discussion on Interest Rates and Market
Session 05: Market Discussion on Interest Rates and Market Multiple perspectives will be provided ... music is playing….” » Dynamic, cycle-sensitive risk appetite framework » Dynamic and cycle-sensitive ...- Date: Jun 2019
- Competency: Strategic Insight and Integration
- Topics: Annuities
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Session 31: Impact of FASB Targeted Improvements (ASU 2018-12) on VA/FIA Product Development and In-force Management
factors needed to be stochastically modeled (dynamic lapses, dynamic withdrawals, caps, allocation transfers) ... shifts to MRB’s ALM / Hedging infrastructure • Dynamic hedging currently not typical for FIA’s and this ...- Authors: Robert E Winawer, Kenneth Scott Birk, Yuan Tao
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge
- Topics: Financial Reporting & Accounting
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Session 102: Medicaid Hot Topics
Session 102: Medicaid Hot Topics "The always popular Medicaid Hot Topics session is back ... of interest to Medicaid actuaries!Medicaid is dynamic and it is difficult to stay up to date on all of ...- Authors: Sabrina Gibson, Edward M Mailander, Sudha Shenoy, Rylan Austin, Timothy W Caldwell , Michael E Nordstrom
- Date: May 2019
- Competency: External Forces & Industry Knowledge
- Topics: Public Policy; Social Insurance>Medicaid
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Session 063: The Science of Health Care Improvement: Overcoming Unintended Variation
Session 063: The Science of Health Care Improvement: Overcoming Unintended Variation While ... is hard to improve what you do not measure 2. Dynamic displays of data provide a richer story3. Recognize ...- Authors: Graydon M Clouse , Ted A. James
- Date: May 2019
- Competency: Strategic Insight and Integration
- Topics: Health & Disability>Chronic health management - Health & Disability; Health & Disability>Health care quality
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Session 031: Pharmacy Pricing - US Policy and Global Perspective
Consultant willistowerswatson.com Static and Dynamic Efficiency 2 Pharmacy Pricing Environment National ... Interconnected Long-Term Static Efficiency Dynamic Efficiency willistowerswatson.com Proportion ...- Authors: Gregory L Warren, Laura Elizabeth Coe , Scott Fry
- Date: May 2019
- Competency: External Forces & Industry Knowledge
- Topics: Health & Disability>Payment models; Public Policy
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Session 072: Data visualization as a tool in healthcare data analytics
Session 072: Data visualization as a tool in healthcare data analytics "Visual storytelling ... vs efficiency tradeoff • Blending content for dynamic rate calculation • Binary, categorical, discrete ...- Authors: Elena Black, Yi-Ling Lin, Tracy Roth
- Date: May 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Modeling efficiency; Technology & Applications>Analytics and informatics
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Accelerated Underwriting Program Development Seminar
Accelerated Underwriting Program Development Seminar Accelerated underwriting is changing ... Combination of evidences • Sequence of ordering evidence • Dynamic requirements 7 Future Regulatory Impacts • ...- Authors: Society of Actuaries
- Date: May 2019
- Competency: Strategic Insight and Integration
- Topics: Life Insurance>Pricing - Life Insurance; Life Insurance>Underwriting - Life Insurance; Life Insurance>Product development - Life Insurance
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Session 15: The Science Behind a Successful Retirement
Session 15: The Science Behind a Successful Retirement Through much of the Baby Boomer ... Policyholder behavior • GLWB utilization • Lapses and dynamic lapses Statutory reserves • Correct calculation ...- Authors: Nicholas Carbo, Joshua Chee, Douglas Robbins
- Date: May 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities
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Session 08: Policyholder Behavior Modeling and the Risks of Over-fitting Data
• Difficult to separate “base behavior” from “dynamic behavior” • More granularization of data results ... environments Types of behavior Base lapse vs dynamic lapse Partial withdrawal Premium persistency ...- Authors: Chanseo Lee, Timothy S Paris
- Date: May 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data>Policyholder or participant behavior - Experience ; Predictive Analytics
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Session 66: Statutory and GAAP Valuation and Regulatory Update
Session 66: Statutory and GAAP Valuation and Regulatory Update The presenters at this session ... to include tables showing numerical static and dynamic validations results and commentary on these results ...- Authors: Jason Kehrberg, Eve-Simone Pastor, Robert E Winawer
- Date: May 2019
- Competency: External Forces & Industry Knowledge
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Session 04: From What If to How To: Reserving for GMMB with Open Source Research, Collaboration, R Codes and High Performance Computing
financiers (AMF) A SCENARIO REDUCTION ALGORITHM FOR A DYNAMIC HEDGING MODEL OF GMMB GUARANTEES 2019 SOA Life ... scenario reduction has not been considered for dynamic hedging models for GMMB in the literature.- Authors: John McGarry, Chin-Mei Chueh, Emmanuel Hamel
- Date: May 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities
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Session 64: Utilizing Predictive Analytics to Set Assumptions
Develop a GLM based predictive model for base and dynamic lapses 41 © 2019 Willis Towers Watson. All rights ... Rate = Base Lapse (Share Class, Duration) x Dynamic Factor (Size, Surrender Charge) Policy Month ...- Authors: Michael Cusumano, Kendrick Lombardo, Michelle Lynne Rosel, Thomas Naraindas
- Date: May 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Life Insurance>Pricing - Life Insurance; Predictive Analytics
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Managed Strategies
terms in the marketplace Allocation based: dynamic allocation, multi-strategy, multi-asset, risk parity ... Most risk managed funds employ some form of dynamic allocation between risky and less risky assets ...- Authors: Marshall C Greenbaum
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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VA Guarantee Reinsurance Market Status
VA Guarantee Reinsurance Market Status Reinsurance has been available for VA Guarantees for over ... Correlation Hedge program – inherent risks Dynamic “buy high / sell low” – balance overtrading vs ...- Authors: Ari Linder
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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Behavioral Analytics and Inforce Management for Annuities
Behavioral Analytics and Inforce Management for Annuities This session will explore several ... systematically altered their operations: created dynamic hedging programs, inforce performance monitoring ...- Authors: Stephen J Gruber
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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Considerations and Challenges in Building Predictive Models
Considerations and Challenges in Building Predictive Models Advice and lessons learned from ... secret that our industry is in the early stages of dynamic change that will likely only accelerate over time ...- Date: Sep 2018
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance>Underwriting - Life Insurance
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2018-09-product-tax-seminar-boot-camp-presentations
2018-09-product-tax-seminar-boot-camp-presentations The Society of Actuaries are once ... Ongoing compliance with IRC Section 7702 and 7702A is a dynamic process • Automated procedures are a necessity ...- Authors: Society of Actuaries
- Date: Sep 2018
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Financial Reporting & Accounting; Life Insurance
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Optimal Investment Strategies and Intergenerational Risk Sha
Optimal Investment Strategies and Intergenerational Risk Sha This presentation considers a ... optimization problem Fund dynamics The pension fund dynamic can be described as{ dX (t) = pi(t)dS1(t)S1(t) ...- Authors: Barbara Sanders, Suxin Wang, Yi Lu
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management
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Pricing Bounds and Bang-bang Analysis of the Polaris Variable
Pricing Bounds and Bang-bang Analysis of the Polaris Variable This presentation establishes ... capture the following features of the Polaris: Dynamic withdrawals ⇒ stochastic optimal control framework ...- Authors: Zhiyi Shen, Chengguo Weng
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
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New Insights from 2017 SOA Research on Post-Retirement Risk
New Insights from 2017 SOA Research on Post-Retirement Risk A Post Retirement Needs and Risks ... Features • Home Equity and At-Need Annuities – A Dynamic Long-Term Care Funding Duo • International • Can ...- Authors: Society of Actuaries
- Date: Mar 2018
- Competency: Leadership
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Concurrent Session 3A:The Market Impact of Dynamic Hedging on Hedging Program Performance
Concurrent Session 3A:The Market Impact of Dynamic Hedging on Hedging Program Performance Insurance ...- Authors: Larry Zhao, Oksana Cherniavsky, Aymeric Kalife
- Date: Feb 2018
- Competency: External Forces & Industry Knowledge>External forces and business performance; Professional Values>Ethical standards; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Derivatives; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Market Trends
Market Trends This session will provide an overview of the evolution of equity-based ... intersections between talent, assets and ideas – the dynamic formula that drives business performance. Together ...- Authors: Society of Actuaries, Matthew Coleman
- Date: Nov 2017
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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Provider Risk Sharing Boot Camp for Health Actuaries
Provider Risk Sharing Boot Camp for Health Actuaries Changes introduced by various Medicare Alternative ... Risk High Cost Cohorts 9. Understanding the dynamic of x% of the patients are XX% of the costs. A ...- Authors: Society of Actuaries, James Hazelrigs, Chris Stanley
- Date: Nov 2017
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Session 166 Panel Discussion: Life Insurance M&A Update
Page 21 Society of Actuaries meeting Deeper – dynamic insights and deeper analysis Real-time collaboration ... future performance and on-demand technology enables dynamic insights through the analysis and visualisation ...- Authors: Society of Actuaries, Michael Hughes, Sean L Nossel, Esteban Paez, Jeremy Spier
- Date: Nov 2017
- Competency: External Forces & Industry Knowledge
- Topics: Financial Reporting & Accounting>Fair value accounting
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Hedging of Equity Risks: An Overview
Hedging of Equity Risks: An Overview The presentation will outline the different possibilities insurance ... hedge funds, etc.) unlike the substantially more dynamic and complicated VA risks Easily manageable ...- Authors: Sebastian Lutz
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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SOA Valuation Actuary Seminar Presentations
Overview Structure (Continued) Static and Dynamic Validations Cell Testing Assumption Monitoring ... interaction 13 1 Interest rate crediting 2 Dynamic lapses 3 Dividends 4 Disinvestment 5 Reinvestment ...- Authors: Society of Actuaries
- Date: Oct 2017
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IAIS Capital Standards Update
IAIS Capital Standards Update The International Association of Insurance Supervisors (IAIS) ... Interest Rate Risk. The basic methodology uses the Dynamic Nelson Siegel method chosen in 2017 in preference ...- Authors: John Dieck, David Sherwood, Josh Windsor
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Capital management - ERM
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Getting Assets Ready for PBR
Getting Assets Ready for PBR PBR projection analyzes the interaction of assets and ... Spreads/defaults Corporate taxes IMR/AVR Treatment Dynamic Starting Asset Data Requirements Checklist Inforce ...- Authors: Elizabeth Todaro
- Date: Aug 2017
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2017 SOA China Annual Symposium Program
2017 SOA China Annual Symposium Program View the 2017 SOA China Annual Symposium Program. 6442478043 ... on statutory reserve, China GAAP reserve and dynamic solvency test; • Alternative distribution channels; ...- Authors: Society of Actuaries
- Date: Aug 2017
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An Overview of the Society of Actuaries Research on Post-Retirement Risk
An Overview of the Society of Actuaries Research on Post-Retirement Risk The Committee on Post ... Features • Home Equity and At-Need Annuities – A Dynamic Long-Term Care Funding Duo • International • Can ...- Authors: Anna M Rappaport, Carol Bogosian
- Date: Apr 2017
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Efficient VA Hedging Instruments for Target Volatility Portfolios
equity scenarios (“equal crash protection”) Dynamic Adjustment: Compare TV put to scaled vanilla put ... Volatility Puts vs. Vanillas SPXT10UT 6m 95%; Dynamic Adjustment Average Price and Payoff by Trade ...- Authors: Society of Actuaries, Jon Spiegel
- Date: Nov 2016
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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A Study of Exotic Equity-linked Guarantees: Pricing, Projections, Hedging, and Performance
A Study of Exotic Equity-linked Guarantees: Pricing, Projections, Hedging, and Performance The ... will be presented. Pricing issues, along with dynamic hedging, as well as projections of MSC into the ...- Authors: Pawel Konieczny
- Date: Nov 2016
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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Pension Product Pricing and Longevity Risk Management
Pension Product Pricing and Longevity Risk Management Mr. Rallis will discuss trends in the market for ... • Industry tables a typical starting point • Dynamic projection anticipates future improvements ...- Authors: Andrew D Rallis
- Date: Sep 2016
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement
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Investigating the Link between Population Aging and Deflation
Vector Autoregression (VAR) methodology to capture dynamic interactions among the main macroeconomic variables ... price 15. There are likely to be complicated dynamic interactions among the six economic variables, ...- Authors: Jaideep Oberoi, Douglas Andrews, Tony Wirjanto, Mark Zhou
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge
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ORSA Process Implementation for Internal Stakeholders
ORSA Process Implementation for Internal Stakeholders The objective of this report is to provide ... undertakings are dealing with a very fast-moving, dynamic risk environment, and that anything other than ...- Authors: Ger Bradley, Padraic O'Malley, Milliman Inc
- Date: Sep 2015
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Compliance; Enterprise Risk Management>Governance; Enterprise Risk Management>Risk measurement - ERM
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Improving Pension Product Design
programming (MSP) I Stochastic optimal control (dynamic programming, DP). Agnieszka K. Konicz - Technical ... programming (MSP) I Stochastic optimal control (dynamic programming, DP). Agnieszka K. Konicz - Technical ...- Authors: Agnieszka Konicz, John Michael Mulvey
- Date: Feb 2014
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Plan design
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Session 48 (WS): Static and Dynamic Validations And Sensitivities Workshop
Session 48 (WS): Static and Dynamic Validations And Sensitivities Workshop 4294996223 3/25/2013 12:00:00 ...- Authors: Simon Walpole
- Date: Mar 2013
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Inforce Data Compression Methods for Actuarial Modeling
s i o n(3) Validating Results •Static and Dynamic Validation •Validating with Reduced Cell or Reduced ... generate too much output to store. • Aggregate or dynamic modeling features may not work correctly; ex: reinsurance ...- Authors: Matthew Wininger
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Modeling efficiency
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Regime-Switching Portfolio Replication
Generating a Volatility from the RSLN-2 Model Dynamic Unconditional Volatility σ = √ Var [Yt ] = √ ... observation. The regime will be one or the other; the dynamic volatility will generally not be equal to either ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Guaranteed Minimum Withdrawal Benefit in Variable Annuities
the same entry age. • No lapses, no deaths, no dynamic behavior. 9 Pricing a Simple GMWB 0 0.005 ... affects the cost of GMWB in the real world. • Dynamic GMWB utilization Possible influencing factors: ...- Authors: Yan Liu
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Variable annuities
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Multivariate Modeling of Asset Returns for Investment Guarantees Valuation
ion 7 of 20 Models Models –– GARCHGARCH • Dynamic Conditional Correlation (DCC) – Idea: modelin ... investment/2006/pdf/2111_v.3.pdf DCC: Engle, R.F. (2002), «Dynamic Conditional Correlation: A Simple Class of Mu ...- Authors: Christian-Marc Panneton, Mathieu Boudreault
- Date: Jan 2007
- 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
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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International Accounting Standards
International Accounting Standards Panelists in session 13PD of the 2005 Valuation Actuary ... marketplace. There's a discipline that's changing the dynamic of that. How are you going to tell the story of ...- Authors: David Sandberg, Henry Siegel, William Hines
- Date: Sep 2005
- Competency: External Forces & Industry Knowledge
- Topics: Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]
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Introduction to Embedded Value
issues like policyholder behavior and lapse and dynamic lapse assumptions. It's a little more sensitive ... Introduction to Embedded Value 19 between dynamic lapse rates and policyholder behavior. When you ...- Authors: Steeve Jean, Lori L Helge, Matthew P Clark
- Date: Sep 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Embedded value
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Medicare Modernization Act [MMA] - The Biggest Challenge to Medicare Since 1965
Medicare Modernization Act [MMA] - The Biggest Challenge to Medicare Since 1965 Panelists discuss ... I think that it will make for an interesting dynamic in terms of who buys what. Medicare Modernization ...- Authors: John Fritz, Patrick J Dunks, Corey Berger, STEVEN LIEBERMAN
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Social Insurance>Medicare
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Addressing the Financial Risks of Retirement Systems: Actuary's Role in Managing Risk, and How that Fits in Our Standards of Practice
Addressing the Financial Risks of Retirement Systems: Actuary's Role in Managing ... all of those environments, which is an important dynamic in the way the standards are currently structured ...- Authors: Edward E Burrows, Daniel G Laline, Gordon Enderle, Stephen Butterfield
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Standards of practice; Pensions & Retirement>Risk management
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Addressing the Financial Risks from Retirement Systems Seminar: How Consideration of Risk May Change Plan Sponsor Strategies
Addressing the Financial Risks from Retirement Systems Seminar: How Consideration of Risk ... have dramatically changed. Continuing, a new dynamic labor industry is churning. We talked about government's ...- Authors: Malcolm P Hamilton, Kenneth Kent, Michael Peskin, Mark Ruloff, Matthew Sloan, Sean F McShea
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Global Perspectives>Geopolitical risks; Pensions & Retirement>Risk management
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Enterprise Risk Management for Health Actuaries
action-oriented process. It is creative; it is dynamic; and it is proactive. It requires a discipline ... sources of risk. And very importantly, risk is dynamic. It’s constantly changing. So it requires a good ...- Authors: John Stark, Rajeev Dutt, Kara Clark
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Disability Reinsurance Seminar, Part 1
Disability Reinsurance Seminar, Part 1 Panelists discuss keys to successful disability reinsurance ... everyone is in sync. Training should be more dynamic than just at the beginning of a deal. Personnel ...- Authors: Andronico L Castillo, Jeffrey Schuh, Robert T Lumia, Dennis Yu
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Reinsurance>Health reinsurance
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New Trends in Supplemental Benefits: Vision and Hearing
New Trends in Supplemental Benefits: Vision and Hearing New technologies have created alternative ... somewhat more expensive, costs $100. The wide dynamic range compression (WDRC) costs about $280, and ...- Authors: Floyd Martin, Matt Wickham, Charles I Berlin
- Date: Jun 2005
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance
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Addressing the Financial Risks from Retirement Systems Seminar: Changing Our Focus: Consulting About Risk
talking about, the price would change the whole dynamic of the enterprise, so, in the examples we’ve been ... 50–100 percent. That’s just a whole different dynamic, which Addressing the Financial Risks from ...- Authors: William Gulliver, Ethan Kra, Thomas Terry, Daniel Cassidy
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Management skills; Pensions & Retirement>Risk management
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Addressing the Financial Risks from Retirement Systems Seminar: Putting Retirement System Risk into Context
Addressing the Financial Risks from Retirement Systems Seminar: Putting Retirement System Risk ... on their part or whether it's part of this new, dynamic, churning, labor-industrial environment, I'm not ...- Authors: Phyllis C Borzi, James C Hickman, Anna M Rappaport
- Date: Jun 2005
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Retirement risks
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What's New with Retiree Medical?
understanding of the imminent changes in this dynamic segment of the health insurance market. MR ... the worst shape to fund it. This is the sort of dynamic. When they see an opportunity to book out of there ...- Authors: Damian Birnstihl, Corey Berger, Stephen P Wood
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Retiree medical
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Provider Contracting: Current Issues and Trends
Provider Contracting: Current Issues and Trends This presentation from Session 15 of the SOA ... better contracting arrangements with the more dynamic relationships with the providers. Both short-term ...- Authors: Application Administrator, Dennis Hulet, Catherine Murphy-Barron
- Date: Jun 2005
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability
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Capital Planning and What May Happen to Your Capital Plan
Essentially, you can make some of those assumptions dynamic instead of static. To that, you add capital expenditures ... once and then placed on the shelf, because it's dynamic and is going to change from year to year, but something ...- Authors: John Lloyd, Karl Madrecki, Donna C Novak
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM
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Medical and Rx Technologies - What's in the Pipeline?
Medical and Rx Technologies - What's in the Pipeline? This session presents information sources ... results are better looking. The Michelangelo dynamic scanner is a device with an aim to provide the ...- Authors: Lisa Tourville, Boris Garcia-Zakzuk, L SS
- Date: Jun 2005
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health care; Health & Disability>Health information technology
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Intro to Research Methods for Actuaries
Intro to Research Methods for Actuaries Lessons, tips, and suggestions for properly approaching ... actuarial profession. It can keep your work dynamic and interesting, and what’s more, you may actually ...- Authors: Kara Clark
- Date: Jun 2005
- Competency: Results-Oriented Solutions>Actionable recommendations
- Topics: Actuarial Profession>Management skills
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The Need for Speed: Achieving Maximum Run Time Performance
message board to keep track of all these things on a dynamic basis. When you calculate the tax reserves, for ... speed of computation. Let's talk about some dynamic optimization methods. Ideally, the code you run ...- Authors: Philip Gold, Francis Sabatini, Alex Korogodsky
- Date: May 2005
- Competency: Strategic Insight and Integration>Management partnership; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Management skills; Modeling & Statistical Methods>Modeling efficiency; Technology & Applications>Computer science; Technology & Applications>Software
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Payout and Income Annuities
cheap term insurance, and we've seen that market dynamic as well. What do they do with the money that you ... Oftentimes they may annuitize it. I think that's a dynamic we've seen in the last few years. I think the ...- Authors: Michael LeBoeuf, Stephen Abels
- Date: May 2005
- Competency: Strategic Insight and Integration>Strategy development
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Payout annuities
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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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Financial Economics vs. Traditional Actuarial Methods/ Back to Basics: Risk Neutral vs. Real World
account value is lower. You may be modeling dynamic policyholder behavior that's going to have a greater ... because the ending-fund value depends upon the dynamic behavior of the policyholder and upon the random ...- Authors: Graham D Ireland, Tamara Burden, Julia Lynn Wirch-Viinikka
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Financial economics; Finance & Investments>Risk measurement - Finance & Investments
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Annuity Risk-Management Seminar. NAIC C3 Phase II Implications for RBC and Reserves
static or dynamic. Static would be the same assumption across all of your scenarios. Dynamic would be ... within one year, and there’s a limited credit for dynamic hedging. The statutory reserve is pretty much the ...- Authors: John M O'Sullivan, Peter H Sun, Keith E Floman
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Enterprise Risk Management>Capital management - ERM
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Where Did All the Mergers and Acquisitions Go?
today's market and the need to have sophisticated, dynamic hedging programs, whether it's term insurance or ... Life situation was a more extreme example of a dynamic that allowed for a purchase price that gave the ...- Authors: John Nigh, Laird D Zacheis, Stephen Fromm
- Date: May 2005
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Asset-Liability Modeling Issues: An Open Forum
Open Forum 5 that was either stochastic or dynamic. So if the actuary were doing a model and let’s ... earned rate, no matter what, but if they had dynamic lapse in there, there would still be a range.- Authors: Tracey Polsgrove, ELLEN COOPER
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Stochastic Embedded Value and Its Use in Risk Measurement and Financial Management: Part 2
Stochastic Embedded Value and Its Use in Risk Measurement and Financial Management: Part 2 Presented ... policyholder behavior. If we were reflecting dynamic behavior, such as reducing the lapse rate when ...- Authors: Hubert B Mueller, Michael Hughes, Maria Mercedes Torres-Jorda, Penny Coulthard
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Embedded value; Modeling & Statistical Methods>Stochastic models
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Annuity Risk Management Seminar: Annuity Risk Management - Overview
Annuity Risk Management Seminar: Annuity Risk Management - Overview Presented at May 2005 Spring ... for annuity risk management in a changing and dynamic economic environment also are presented. Each ...- Authors: Francis Sabatini, Narayan S Shankar
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Enterprise Risk Management>Financial management
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Setting Long-Term Investment Assumptions for Actuarial Models
Setting Long-Term Investment Assumptions for Actuarial Models Presented at May 2005 Spring ... course, on the casualty side, you might consider dynamic financial analysis, which is just cash-flow testing ...- Authors: Phillip Schechter, Kevin Ahlgrim
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling
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Mergers and Acquisitions in Emerging Markets
his or her strategic direction or his or her dynamic thinking. What we do is come up with a reference ... that bulletproof security is perform a lot of dynamic and static validation of the models. If we do ...- Authors: Elisa M Wever, William R Horbatt, Camilo Salazar, David A. Chalfin, Samuel R Coleman, Gary P Timin, Richard de Haan
- Date: May 2005
- Competency: Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Management partnership
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Global Perspectives>Multinational companies
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Annuity Risk-Management Seminar: Variable Annuity Guarantees Modeling: Incorporating Derivative-Based Hedging
program. Emphasis is placed on static versus dynamic hedges. MR. MICHAEL J. O’CONNOR: Welcome to ... assumptions in terms of lapse rates, both static and dynamic. Your scenario generator is key to this as well ...- Authors: Michael J O'Connor, Michelle Smith
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Investment strategy - Annuities
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U.S. GAAP Update
generator does have an impact on reserves. Dynamic policyholder behavior is often ignored. I didn't ... manual controls. Tomorrow they've got to be more dynamic controls. Instead of being owned by what we call ...- Authors: Richard Farrell, Steven H Mahan, David White
- Date: May 2005
- Competency: External Forces & Industry Knowledge; Professional Values>Practice expertise
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Stochastic Embedded Value 'EV' and Its Use in Risk Measurement and Financial Management, Part 1
Stochastic Embedded Value 'EV' and Its Use in Risk Measurement and Financial ... secondary guarantees, as well as bringing in whatever dynamic policyholder behavior that might occur. Step ...- Authors: Hubert B Mueller, Michael Spurbeck
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Embedded value
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Hot Topics in Fixed Annuities
what you should use for mortality assumption. Dynamic or excess lapse is very difficult because it is ... distribution systems and you are using only one dynamic lapse assumption, you might want to take a second ...- Authors: Brent Mardis, Douglas Robbins, David Weinsier
- Date: May 2005
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities
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Appointed Actuary Forum
Appointed Actuary Forum A panel of appointed actuaries, along with substantial audience ... results. That's how I want to see, for instance, the dynamic validations of my cash- flow-testing models. It's ...- Authors: Steve Bader, J Gaule, James Merwald, Randal Freitag
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession>Competencies
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Liability Modeling Concepts
Liability Modeling Concepts Panelists discuss the basics of modeling including: model ... selection, appropriate model granularity, static and dynamic model validation, efficient model refresh processes ...- Authors: Robert Welander, Jeffery Fitch, Uri Sobel
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods