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  • Financial Reporter
    Financial Reporter The September 2012 issue of the Financial Reporting Section’s newsletter, The ... significantly impact capital. They need to have dynamic risk monitoring procedures that include robust ...

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    • Authors: Society of Actuaries
    • Date: Sep 2012
    • Publication Name: The Financial Reporter
  • An ORSA Summary Report and ORSA Model Act Update
    An ORSA Summary Report and ORSA Model Act Update Feature article discussing guidelines for adopting ... significantly impact capital. They need to have dynamic risk monitoring procedures that include robust ...

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    • Authors: Seong-Min Eom, David Sherwood
    • Date: Sep 2012
    • Competency: External Forces & Industry Knowledge>External forces and business performance
    • Publication Name: The Financial Reporter
    • Topics: Finance & Investments>Risk measurement - Finance & Investments
  • Acronyms for Actuaries
    common measure risk for insurance companies. DCAT Dynamic Capital Adequacy Testing DCAT must be completed ... SEC authority for discretionary rulemaking. DFA Dynamic Financial Analysis DFA is a simulation approach ...

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    • Date: Mar 2012
    • Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Actuarial Profession; Technology & Applications
  • frn-2012-iss88-herget
    common measure risk for insurance companies. DCAT Dynamic Capital Adequacy Testing DCAT must be completed ... SEC authority for discretionary rulemaking. DFA Dynamic Financial Analysis DFA is a simulation approach ...
    • Date: Feb 2012
    • Publication Name: The Financial Reporter
  • frn-2009-iss79
    relied on for disability and recovery rates. Dynamic policyholder behavior is clearly an area lacking ... 80% 90% Lapse Mortality Disability Morbidity Dynamic Behavior Company Experience Industry Experience ...
    • Date: Jan 2012
    • Publication Name: The Financial Reporter
  • U.S. ORSA Developments
    formula-based approaches. ORSA is a flexible and dynamic enterprise risk management tool, reflecting the ... capital is assessed taking into account multiple dynamic risks; this is different than the regulatory capital ...

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    • Authors: Seong-Min Eom
    • Date: Dec 2011
    • Competency: External Forces & Industry Knowledge
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management; Public Policy
  • Tax Considerations in Actuarial Projections
    Tax Considerations in Actuarial Projections This article discusses the importance of refining ... considerations is recommended when companies perform dynamic capital adequacy and stress testing. manaGemenT ...

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    • Authors: Edward Robbins, Stephen Baker
    • Date: Dec 2011
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting>Tax accounting
  • The Financial Reporter, ISSUE 87, DECEMBER 2011
    formula-based approaches. ORSA is a flexible and dynamic enterprise risk management tool, reflecting the ... capital is assessed taking into account multiple dynamic risks; this is different than the regulatory capital ...

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    • Authors: Society of Actuaries
    • Date: Dec 2011
    • Publication Name: The Financial Reporter
  • Model Compression and Stochastic Modeling
    Model Compression and Stochastic Modeling Discusses methods to efficiently run stochastic models ... 000 or more scenarios. For companies modeling dynamic hedging, each policy might need to be projected ...

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    • Authors: Craig Reynolds
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Modeling & Statistical Methods>Stochastic models
  • Financial Reporter – Issue No. 81 – June 2010
    000 or more scenarios. For companies modeling dynamic hedging, each policy might need to be projected ... policy holder behavior assumptions such as dynamic lapses and withdrawal delays for with- drawal benefits ...

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    • Authors: Society of Actuaries
    • Date: Jun 2010
    • Publication Name: The Financial Reporter
  • The Financial Reporter – Issue No. 78 – September 2009
    The Financial Reporter – Issue No. 78 – September 2009 September 2009 issue of the Financial Reporting ... has an implementation date of 2012. This is a dynamic approach that creates a common frame- work for ...

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    • Authors: Society of Actuaries
    • Date: Sep 2009
    • Publication Name: The Financial Reporter
  • The Financial Reporter - Issue No. 77 - June 2009
    The Financial Reporter - Issue No. 77 - June 2009 June 2009 issue of the Financial Reporting ... these are determined “assuming the company has no dynamic hedging strategy,” but for C-3 PII their determination ...

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    • Authors: Society of Actuaries
    • Date: Jun 2009
    • Publication Name: The Financial Reporter
  • The Financial Reporter – Issue No. 51 – September 2008
    the risks underlying the VA and EIA products. Dynamic Hedging Master Class October 29, 2008 Westin Boston ... exercises and covers the key elements of executing a dynamic hedging program for equity-based guarantees.

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    • Authors: Society of Actuaries
    • Date: Sep 2008
    • Publication Name: The Financial Reporter
  • Principle-Based Reserves Update
    Principle-Based Reserves Update Update on the Standard Valuation Law amendments and the ... streams if not guaranteed. Credit for a company’s dynamic hedging risk 7. mitigation techniques are currently ...

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    • Authors: Karen Rudolph
    • Date: Sep 2008
    • Competency: External Forces & Industry Knowledge
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting>Statutory accounting
  • A Change In Own Credit Risk
    the risks underlying the VA and EIA products. Dynamic Hedging Master Class October 29, 2008 Westin Boston ... exercises and covers the key elements of executing a dynamic hedging program for equity-based guarantees.

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    • Authors: Steven Malerich
    • Date: Sep 2008
    • Competency: External Forces & Industry Knowledge>External forces and business performance
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting>Fair value accounting
  • The Financial Reporter
    are higher than the present credited rate, so a dynamic assumption that increases lapse rates proportionally ... final aside. This same framework can be used for dynamic lapse assumptions. The value of surrendering is ...

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    • Authors: Richard H Browne, Robert Frasca, Norman E Hill, Christopher Perrin, Henry Siegel, Vincent Y Y Tsang, James Thompson
    • Date: Mar 2007
    • Publication Name: The Financial Reporter
  • The Financial Reporter
    transparency. The mod- eling platform will require dynamic and static assumptions, risk distributions and ... volumes of GMDB rollups/ratchets, • No allowance for dynamic hedging made in the Standard Scenario. It was ...

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    • Authors: Darin Zimmerman, Patricia Matson, Alfonso Gonzales, Andy Ferris, Don Wilson, Matthew Dale Clark
    • Date: Sep 2006
    • Publication Name: The Financial Reporter
  • The Financial Reporter
    The Financial Reporter Full version of The Financial Reporter, Issue No. 65, June 2006. 25620 ... had taught me how to convert my nervousness into dynamic speaking. Also, explaining valuation results, e ...

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    • Authors: Robert Crompton, Arnold Dicke, Luke Girard, David Hippen, Kenneth LaSorella, Stephen Strommen, Darin Zimmerman
    • Date: Jun 2006
    • Publication Name: The Financial Reporter
  • Toastmasters—or, How I Learned to Stop Staring at My Shoes
    Toastmasters—or, How I Learned to Stop Staring at My Shoes Discussion of Toastmasters International ... had taught me how to convert my nervousness into dynamic speaking. Also, explaining valuation results, e ...

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    • Authors: David Hippen
    • Date: Jun 2006
    • Competency: Communication>Oral communication
    • Publication Name: The Financial Reporter
    • Topics: Actuarial Profession>Competencies; Actuarial Profession>Professional development
  • The Fair Valuation of Insurance Liabilities: The Information Set Perspective
    The Fair Valuation of Insurance Liabilities: The Information Set Perspective ongoing discussion ... product lines, they will jointly determine a new dynamic boundary on the regulator’s call on corpo- rate ...

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    • Authors: Michael F Davlin
    • Date: Mar 2006
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Economics>Financial economics; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Capital management - Finance & Investments; Financial Reporting & Accounting>Fair value accounting
  • The Financial Reporter
    The Financial Reporter Full version of The Financial Reporter, Issue No. 64, March 2006. 25622 ... product lines, they will jointly determine a new dynamic boundary on the regulator’s call on corpo- rate ...

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    • Authors: Richard H Browne, Michael F Davlin, John Morris, Raymond Ted Schlude, Donald W Wilson, Donald Solow, Darin Zimmerman, Patricia Matson
    • Date: Mar 2006
    • Publication Name: The Financial Reporter
  • The Financial Reporter
    The Financial Reporter Full version of The Financial Reporter, Issue No. 61, June 2005. 25612 6/1/2005 ... Report of the appointed actuary Ø Dynamic capital adequacy testing—a future financial performance ...

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    • Authors: Jerry Enoch, Mark Freedman, Thomas Nace, Shirley Hwei-Chung Shao, Henry Siegel, David Prickitt, Steven Lash, Darin Zimmerman, Rebecca Wang, Maria Mercedes Torres-Jorda
    • Date: Jun 2005
    • Publication Name: The Financial Reporter
  • The Financial Reporter
    The Financial Reporter Full version of The Financial Reporter, Issue No. 60, March 2005. 25614 ... concept of prudent best estimate to static and dynamic contrac- tholder behavior assumptions. 2005 RBC ...

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    • Authors: Jerry Enoch, Carol A Marler, Thomas Nace, Raymond Ted Schlude, Jeyaraj Vadiveloo
    • Date: Mar 2005
    • Publication Name: The Financial Reporter
  • Financial Reporter Newsletter, Issue 47, May 2004
    Financial Reporter Newsletter, Issue 47, May 2004 Full version of THE FINANCIAL REPORTER, May 2004, Issue No. 57 ... For insurance enterprises that have been using a dynamic hedging strategy against th ...

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    • Authors: Jerry Enoch, David C Heavilin, James W Lamson, Carol A Marler, Edward Robbins, Max Rudolph, Raymond Ted Schlude, Bradley M Smith, Vincent Y Y Tsang, Steven Lash, Rebecca Wang, Tara J P Hansen, Valentina A Isakina
    • Date: May 2004
    • Publication Name: The Financial Reporter
  • The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic Simulation
    The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic ... techniques and usages Conditional Tail Expectation=CTE;Dynamic simulation models;Financial reporting;Guaranteed ...

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    • Authors: Ronald Harasym
    • Date: Sep 2003
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management>Financial management; Financial Reporting & Accounting; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
  • Principles of Capital Market Modeling
    Principles of Capital Market Modeling Discussion of Capital Market Modeling techniques ... market;Deterministic models;Discount rates=Interest rates;Dynamic simulation models;Market value of assets;Monte ...

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    • Authors: Andres Vilms
    • Date: Sep 2003
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Portfolio management - ERM; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
  • The Financial Reporter
    The Financial Reporter The full version of The Financial Reporter, Issue No. 54, September 2003. ... developing factors for MGDB products including dynamic lapses and (iii) how to include product features ...

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    • Authors: James W Lamson, Max Rudolph, Raymond Ted Schlude, John F Bevacqua, Ronald Harasym, Andres Vilms, Rebecca Wang, Michelle Smith, Tara J P Hansen, SARA L SKOKAN
    • Date: Sep 2003
    • Publication Name: The Financial Reporter
  • The Financial Reporter
    disability did not occur. • The model can incorporate dynamic relation- ships between the risk factors. For example ... 1980 CSO Mortality Table introduced the idea of dynamic maximum valuation and nonforfeiture inter- est ...

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    • Authors: Application Administrator, Jerry Enoch, Larry M Gorski, Jeyaraj Vadiveloo, Laura J Hay, John F Bevacqua, Scott E Wright, Keith Terry
    • Date: Mar 2003
    • Publication Name: The Financial Reporter
  • Pricing for the Volatility Risk of Traditional Actuarial Risks
    Pricing for the Volatility Risk of Traditional Actuarial Risks Measurement of ... reserving Deterministic models;Disability insurance;Dynamic simulation models;Risk measurement;Risk modeling;Stochastic ...

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    • Authors: Jeyaraj Vadiveloo, Charles I Vinsonhaler
    • Date: Mar 2003
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments
  • Reflections of a Regulatory Actuary
    Reflections of a Regulatory Actuary Reflections of a Regulatory Actuary by Larry Gorski Annuity ... 1980 CSO Mortality Table introduced the idea of dynamic maximum valuation and nonforfeiture inter- est ...

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    • Authors: Larry M Gorski
    • Date: Mar 2003
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Professional Values>Practice expertise; Professional Values>Public interest representation
    • Publication Name: The Financial Reporter
    • Topics: Actuarial Profession; Annuities>Reserves - Annuities; Financial Reporting & Accounting>Statutory accounting; Life Insurance>Reserves - Life Insurance; Public Policy
  • The Financial Reporter
    The Financial Reporter Full version of The Financial Reporter, Issue No. 50, September 2002. ... financial condition reports such as set forth in our dynamic rinancial condition analysis hand- book and at ...

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    • Authors: Jerry Enoch, Thomas Nace, Walter Rugland, Barry L Shemin, Wayne Stuenkel, Larry Warren, Mary J Bahna-Nolan, William Hines, John Riley
    • Date: Sep 2002
    • Publication Name: The Financial Reporter
  • Lessons from the U.K.
    Lessons from the U.K. Discussion of the investigation of the Faculty and Institute of Actuaries ... financial condition reports such as set forth in our dynamic rinancial condition analysis hand- book and at ...

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    • Authors: Walter Rugland
    • Date: Sep 2002
    • Competency: Strategic Insight and Integration
    • Publication Name: The Financial Reporter
    • Topics: Actuarial Profession>Best practices; Enterprise Risk Management>Systematic risk; Public Policy
  • Why More U.S.A. Life Insurance CompaniesAre Considering Economic Value as anAdditional Internal Accounting System
    Why More U.S.A. Life Insurance CompaniesAre Considering Economic Value as anAdditional Internal ... earnings of the company, which will be useful in the dynamic management of the company’s statutory surplus.

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    • Authors: Armand de Palo
    • Date: Dec 2001
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting
  • A New Perspective on Risk Management:Creating Value by Managing Risk
    financial services industry presently is a very dynamic industry, as it continues to go through a period ... ness of the process, all the while considering dynamic changes in market conditions. Changes must be made ...

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    • Authors: Francis Sabatini, Joseph Weiss
    • Date: Dec 2001
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management
  • The Financial Reporter
    earnings of the company, which will be useful in the dynamic management of the company’s statutory surplus. ... financial services industry presently is a very dynamic industry, as it continues to go through a period ...

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    • Authors: Armand de Palo, David C Heavilin, Paul Margus, Thomas Nace, Francis Sabatini, Barry L Shemin, Joseph Weiss
    • Date: Dec 2001
    • Publication Name: The Financial Reporter
  • The Financial Reporter, December 2001
    earnings of the company, which will be useful in the dynamic management of the company’s statutory surplus. ... financial services industry presently is a very dynamic industry, as it continues to go through a period ...

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    • Authors: Society of Actuaries
    • Date: Dec 2001
    • Publication Name: The Financial Reporter
  • The Financial Reporter
    The Financial Reporter Full version of The Financial Reporter, Issue 45, March 2001. ... It may also be appropriate to incorpo- rate dynamic lapse assumptions in the model (i.e. higher lapses/transfers ...

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    • Authors: Michael Eckman, Kenneth W Faig, David Hippen, Alastair G Longley-Cook, Thomas Nace, David Sandberg, Raymond Ted Schlude, Richard E Shaw, Jeyaraj Vadiveloo, Michael Sherrill
    • Date: Mar 2001
    • Publication Name: The Financial Reporter
  • Stochastic DAC Unlocking for VariableAnnuity Products
    Stochastic DAC Unlocking for VariableAnnuity Products Stochastic DAC Unlocking for Variable ... It may also be appropriate to incorpo- rate dynamic lapse assumptions in the model (i.e. higher lapses/transfers ...

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    • Authors: Alastair G Longley-Cook, Richard E Shaw, Jeyaraj Vadiveloo, Michael Sherrill
    • Date: Mar 2001
    • Competency: External Forces & Industry Knowledge>External forces and business performance
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
  • The Financial Reporter
    Nace .......................................18 Dynamic Capital Adequacy Testing: Lessons from the Canadian ... topics represented in this newsletter deal with dynamic capital adequacy testing (DCAT) and the effect ...

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    • Authors: Richard H Browne, Stanton L Cole, Larry M Gorski, Mike Lombardi, Thomas Nace, Kevin E Palmer, Shirley Hwei-Chung Shao, Barry L Shemin, S Michael McLaughlin
    • Date: Sep 2000
    • Publication Name: The Financial Reporter
  • Blazing the Path for a Unified Valuation System
    capital assessment on developing additional dynamic financial analysis tools and methodologies. In ... based, in part, on a platform built for a P&C dynamic financial analysis model. • A viability subcommittee ...

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    • Authors: David Sandberg
    • Date: Jun 2000
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting
  • The Financial Reporter
    reporting purposes. Canadian reporting rules rely on dynamic analysis. What are we Financial Reporting Section ... capital assessment on developing additional dynamic financial analysis tools and methodologies. In ...

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    • Authors: Anson Glacy, Larry M Gorski, Norman E Hill, James W Lamson, Donald Maves, Bruce Moore, Thomas Nace, David Sandberg, Shirley Hwei-Chung Shao, S Michael McLaughlin
    • Date: Jun 2000
    • Publication Name: The Financial Reporter
  • Challenges and Shifting Roles, Part II
    Challenges and Shifting Roles, Part II by Mike McLaughlin Chair’s Corner from The Financial ... reporting purposes. Canadian reporting rules rely on dynamic analysis. What are we Financial Reporting Section ...

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    • Authors: S Michael McLaughlin
    • Date: Jun 2000
    • Publication Name: The Financial Reporter
  • The Financial Reporter
    The Financial Reporter Full version of The Financial Reporter, Number 41, February 2000. 25553 2/1/2000 ... THE FINANCIAL REPORTERPAGE 20 FEBRUARY 2000 dynamic, Greek-based (derivatives of value with respect ...

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    • Authors: Robert A Brown, Anson Glacy, Larry M Gorski, R Thomas Herget, G Mitchell, Thomas Nace, Edward Robbins, Raymond Ted Schlude, Darryl Wagner, Michelle Chong Tai-Bell, Patricia Matson
    • Date: Feb 2000
    • Publication Name: The Financial Reporter
  • Caribbean Seminar Co-Sponsored by Financial Reporting Section
    tinuing Capital and Surplus Requirements (MCCSR) and Dynamic Capital Adeq- uacy Testing. Bob Wilcox reviewed ... valuation of assets • Cash flow testing of reserves • Dynamic solvency testing He echoed the thinking of the ...

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    • Authors: Michelle Chong Tai-Bell
    • Date: Feb 2000
    • Publication Name: The Financial Reporter
  • Segregated Funds Seminar Illuminates Equity Guarantees Risks
    Segregated Funds Seminar Illuminates Equity Guarantees Risks Segregated Funds Seminar Illuminates ... THE FINANCIAL REPORTERPAGE 20 FEBRUARY 2000 dynamic, Greek-based (derivatives of value with respect ...

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    • Authors: G Mitchell
    • Date: Feb 2000
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Annuities>Variable annuities; Enterprise Risk Management
  • Editor’s Notes
    Reiskytl brings us up-to-date on develop- ments in Dynamic Financial Condition Analysis in the U.S. and Canada ... Everything Was “Peachy” in Atlanta! ..........13 Dynamic Financial Condition Analysis Update by James ...

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    • Authors: G Mitchell
    • Date: Oct 1999
    • Publication Name: The Financial Reporter
  • Canterbury Tales of Fair Value Fair Value ofLife Insurance Seminar—March 1999
    Reiskytl brings us up-to-date on develop- ments in Dynamic Financial Condition Analysis in the U.S. and Canada ... Everything Was “Peachy” in Atlanta! ..........13 Dynamic Financial Condition Analysis Update by James ...

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    • Authors: Joan Lamm-Tennant, S Michael McLaughlin
    • Date: Oct 1999
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting>Fair value accounting
  • Dynamic Financial Condition Analysis Update
    Dynamic Financial Condition Analysis Update Dynamic Financial Condition Analysis Update by James F.

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    • Authors: James Reiskytl
    • Date: Oct 1999
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting
  • Setting the X FactorPercentile— Commentary
    works” to be released soon. Handbook Copies of the Dynamic Financial Condition Analysis Handbook published ... chair of the Society of Actuaries Task Force on Dynamic Financial Condition Analysis. He can be reached ...

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    • Authors: G Mitchell
    • Date: Oct 1999
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Life Insurance>Reserves - Life Insurance
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