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The Future of Actuarial Models
The Future of Actuarial Models A look at the near future and far future of various elements ... actuaries are adding a bit more sophistication. Dynamic policyholder actions such as selective lapsation ...- Authors: Nathan Worrell
- Date: Jul 2022
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Actuary of the Future
- Topics: Technology & Applications>Analytics and informatics; Technology & Applications>Software; Predictive Analytics>Modeling techniques; Technology & Applications>Artificial intelligence & machine learning
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Restoring the Indifference Ideal: If It’s Not Adjusting for “Risk,” It’s Not “Risk Adjustment”
Restoring the Indifference Ideal: If It’s Not Adjusting for “Risk,” It’s Not “Risk Adjustment” ACA ... of the current formula” and have regarded the dynamic less formally as a “happy accident.”[30] While ...- Authors: Greg Fann
- Date: Jun 2022
- Competency: Strategic Insight and Integration
- Publication Name: Health Watch
- Topics: Experience Studies & Data; Health & Disability>Health care
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An Adaptor Strategy for Enterprise Risk Management Part II, Investing In Resilience: Nurturing Human and Financial Resources
point of control engineering is this: Take the dynamic behavior of the system as is (be it economy, business ... diversity in the temporal scales of their respective dynamic behaviors. Consider this. Though of quite different ...- Authors: David Ingram, Michael Thompson
- Date: Jun 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management; Modeling & Statistical Methods
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Why Glide Paths Should Evolve
Calculations References Bellman, R.E. (1957), Dynamic Programming, Dover. Ibbotson, R., Milevsky, M. ... Samuelson, P., (1969). Lifetime portfolio selection by dynamic stochastic programming, The Review of Economics ...- Authors: Dimitry D Mindlin
- Date: Jun 2022
- Competency: Professional Values; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Investment policy; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Pension finance; Pensions & Retirement>Pension investments & asset liability management
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Optimizing QDIAs for Retirement
Optimizing QDIAs for Retirement The article describes the factors that should determine ... fund components should itself be regarded as a dynamic optimization exercise. Plan sponsors without internal ...- Authors: Paul Donahue
- Date: Jun 2022
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Retirement Section News
- Topics: Pensions & Retirement>Defined contribution and 401k plans; Pensions & Retirement>Plan design; Pensions & Retirement>Post retirement risks
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The SOA Asia-Pacific Annual Symposium Presenter and Moderator Biographies
The SOA Asia-Pacific Annual Symposium Presenter and Moderator Biographies 6/3/2022 12:00:00 ... strategy. His core strength has been around building dynamic underwriting solutions linked to distribution ...- Date: Jun 2022
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2022 APAC Attendee Guide
2022 APAC Attendee Guide Attendee guide information. 6/2/2022 12:00:00 AM ... Map or Follow. ● Locate on Map will display a dynamic line that will lead you to wherever the person ...- Date: Jun 2022
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Findings and Calls to Action from the SOA Emerging Technology Study
Technologies that have reached widespread adoption today: Dynamic Collaboration Tools—e.g., Microsoft Teams, Slack ... to pilot collaborative editing elements using a Dynamic Collaboration tool instead. Further investigation ...- Authors: Arthur da Silva, Yvonne Zhang
- Date: May 2022
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuary of the Future
- Topics: Actuarial Profession
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Asking Directions: Mapping a Course to Support Family Caregivers
Asking Directions: Mapping a Course to Support Family Caregivers Family caregivers are a critical ... goods and services that meet the diverse and dynamic needs of family caregivers and care recipients ...- Authors: Eileen Tell
- Date: May 2022
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: Long-Term Care News
- Topics: Long-term Care; Long-term Care>Long-term care insurance; Long-term Care>Public financing - Long-term Care; FinTech & InsurTech; Long-term Care>Long-term care innovation
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Spring 2022 Corporate Finance And ERM — Strategic Decision Making Exam
Spring 2022 Corporate Finance And ERM — Strategic Decision Making Exam View the Spring 2022 Corporate ... following shapes are commonly used when modelling dynamic process and complex systems, such as those in ...- Authors: Society of Actuaries
- Date: May 2022
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Spring 2022 ERM Exam Case Study
Spring 2022 ERM Exam Case Study View the Spring 2022 ERM Exam Case Study. 5/20/2022 12:00:00 ... testing by the model developer are static and dynamic validation, respectively. This testing is performed ...- Authors: Society of Actuaries
- Date: May 2022
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Spring 2022 Life ALM and Modeling Exam
Spring 2022 Life ALM and Modeling Exam View the Spring 2022 Life ALM and Modeling Exam. 5/20/2022 12:00:00 AM ... (iv) (1 point) Compare and contrast static and dynamic model validation. ANSWER: Exam ...- Authors: Society of Actuaries
- Date: May 2022
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2022 SOA Student Research Case Study Challenge
2022 SOA Student Research Case Study Challenge View the 2022 SOA Student Research Case Study ... ranking with probability. Finally, we derive a dynamic cost/benefit analysis for the team. Game-Based ...- Date: May 2022
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Fall 2022 ERM – Enterprise Risk Management Exam Introductory Study Note
Management ERM-321-14 LDI Evolution: Implementing Dynamic Asset Allocation Strategies that Respond to changes ... Sections 4 & 5 of Managing Investment Portfolios: A Dynamic Process, Third Edition ERM-615-19 The Devil is ...- Authors: Society of Actuaries
- Date: May 2022
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Fall 2022 Life ALM and Modeling Introductory Syllabi
Fall 2022 Life ALM and Modeling Introductory Syllabi View the Fall 2022 Life ALM and Modeling ... Option Pricing Theory (pp. 115-125) o Ch. 8: Dynamic Hedging for Separate Account Guarantees (pp. 133-143) ...- Authors: Society of Actuaries
- Date: May 2022
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Fall 2022 QFI – Portfolio Management Exam Syllabus
appendices) • Managing Investment Portfolios: A Dynamic Process, Maginn, John L. & Tuttle, David L., 3rd ... o Ch. 4: Measurement of Credit Risk o Ch. 5: Dynamic Credit Exposure o Ch. 13: Credit Portfolio Management ...- Authors: Society of Actuaries
- Date: May 2022
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Fall 2022 ERM – Enterprise Risk Management Exam
may be used to reduce risk within a static or dynamic hedging program e) Determine an appropriate choice ... • ERM-321-14: LDI Evolution: Implementing Dynamic Asset Allocation Strategies that Respond to Changes ...- Authors: Society of Actuaries
- Date: May 2022
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Fall 2022 Quantitative Finance And Investment—Investment Risk Management Introductory Study Note
Fall 2022 Quantitative Finance And Investment—Investment Risk Management Introductory Study Note ... Section 6 of Managing Investment Portfolios: A Dynamic Process, 3rd Edition QFII-123-21 Stress Testing ...- Authors: Society of Actuaries
- Date: May 2022
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Fall 2022 Quantitative Finance And Investment—Quantitative Finance
the different approaches to hedging – static and dynamic d) Demonstrate an understanding of how to delta ... basis risk c) Demonstrate an understanding of dynamic and static hedging for embedded guarantees, including: ...- Authors: Society of Actuaries
- Date: May 2022
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CFE - Strategic Decision Making Exam - Spring/Fall 2022
candidate will understand how to analyze and model dynamic systems and evaluate the risks and sustainability ... Candidate will be able to: a) Identify and model the dynamic processes within a complex system: i. Develop ...- Authors: Society of Actuaries
- Date: May 2022
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Deferred Life Risks Are on the Menu of a Hungry Pension Risk Transfer Market
Deferred Life Risks Are on the Menu of a Hungry Pension Risk Transfer Market Discusses insurance ... commitments on pricing, where insurers need pricing dynamic enough to deal with deferred life changes from ...- Date: May 2022
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Product Matters!
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Pension risk transfer
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Deep Learning in Segregated Fund Valuation: Part I
Segregated Fund is a special investment fund to provide capital appreciation with embedded ... calculation of capital requirements, reserving and dynamic hedging for seg fund products by insurers who are ...- Date: Apr 2022
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Optimal Consumption and Annuity Equivalent Wealth with Mortality Model Uncertainty
MODEL UNCERTAINTY In this section, we apply the dynamic programming principle to solve the max-mix problem ... the optimal consumption derived above, then the dynamic of the optimal consumption 𝑐∗ evolves as ...- Authors: Zhengming Li, Yang Shen , Jian xi Su
- Date: Apr 2022
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement
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Late-in-Life Decisions Guide
Late-in-Life Decisions Guide The Aging and Retirement Strategic Research Program is pleased ... a local support network. Aging encompasses a dynamic spectrum of issues. Therefore, one cannot successfully ...- Authors: Society of Actuaries
- Date: Apr 2022
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement
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Spring 2022 FSA Exam Book List
Management Science, Bertsimas, D., Freund, R., 2004, Dynamic Ideas 0-9759146-0-X The Pyramid Principle: Logic ... 978-0-07176-846-7 Managing Investment Portfolios: A Dynamic Process, Maginn, J.L., Tuttle, D.L., Third Edition ...- Authors: Society of Actuaries
- Date: Apr 2022
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What’s It Like to Work at the Society of Actuaries?
What’s It Like to Work at the Society of Actuaries? This is a conversation with two critical staff ... actuarial profession is changing. The work is dynamic. The tools and data are so different now, that ...- Authors: Wendy Chiwen Liang
- Date: Apr 2022
- Competency: Communication; Leadership; Relationship Management
- Publication Name: The Stepping Stone
- Topics: Actuarial Profession; Actuarial Profession>Alternative careers
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Potential Modeling Challenges in a Negative Interest Rate Environment
discount cash flows, as well as in annuity factor and dynamic lapse calculations. The models used by actuaries ... annuities or universal life, most models employ a dynamic lapse adjustment that is a function of the difference ...- Authors: Zohair Motiwalla
- Date: Mar 2022
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
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A Fresh Look at IRC Section 7702: From a Technology Perspective
applications is relatively marginal, as a result of dynamic nature and scalability of these tools. There are ... available computing power, are much more scalable and dynamic in managing data and working with databases, offer ...- Authors: Sheryl Flum, Alexander Zaidlin, Drew Caulk
- Date: Feb 2022
- Competency: Results-Oriented Solutions
- Topics: Life Insurance; Life Insurance>Policyholder behavior - Life Insurance; Life Insurance>Pricing - Life Insurance; Life Insurance>Product development - Life Insurance
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CFE - Strategic Decision Making Exam - Spring/Fall 2022
candidate will understand how to analyze and model dynamic systems and evaluate the risks and sustainability ... Candidate will be able to: a) Identify and model the dynamic processes within a complex system: i. Develop ...- Authors: Society of Actuaries
- Date: Feb 2022
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Deep Learning for Liability-Driven Investment
optimization of a dynamic asset allocation strategy is difficult to achieve with dynamic programming, whose ... construct a framework for learning the optimal dynamic strategic asset allocation plan for LDI, one can ...- Authors: Kailan Shang
- Date: Feb 2022
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Predictive Analytics
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ERM Case Study Spring 2022
ERM Case Study Spring 2022 View the ERM Case Study Spring 2022 2/10/2022 12:00:00 AM ... testing by the model developer are static and dynamic validation, respectively. This testing is performed ...- Authors: Society of Actuaries
- Date: Feb 2022
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Zen Actuary 19: Cultivating Gratitude
Zen Actuary 19: Cultivating Gratitude The latest in a series of articles connecting the ... professional volunteers that keep actuarial science dynamic and innovative, and thus preserve and enhance the ...- Authors: Richard J Lauria
- Date: Feb 2022
- Competency: Relationship Management
- Publication Name: The Stepping Stone
- Topics: Actuarial Profession; Actuarial Profession>Ethics; Actuarial Profession>Management skills
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Market Consistent Valuation of Fixed Indexed Annuity
Market Consistent Valuation of Fixed Indexed Annuity it discusses the framework and modeling of ... covering all possible risk variables, for SII. Dynamic policyholder behaviors are very relevant to FIA ...- Authors: Jing Fritz
- Date: Feb 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Finance & Investments; Finance & Investments>Economic value
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Fixed Indexed Annuity Fair Value Quantification and Valuation
different levels of required pricing spreads. Dynamic lapse is also important risk to reflect in FIA ... will have a higher incentive to lapse the policy. Dynamic lapse rate varies across different simulated interest ...- Authors: Tao Wang ASA,MAAA , Peter M Phillips
- Date: Feb 2022
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting
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Fall 2021 ERM – Enterprise Risk Management ILA Exam
However, the recently issued variable annuities have dynamic policyholder behaviors and the exposures to many ... The calculation could be improved by including dynamic lapses reflecting whether the GMDB is in or out ...- Authors: Society of Actuaries
- Date: Feb 2022
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QFI PM Model Solutions - Fall 2021
Sources: Managing Investment Portfolios: A Dynamic Process, Maginn & Tuttle, 3rd Edition, 2007, Ch ... Maginn & Tuttle, Managing Investment Portfolios: A Dynamic Process 3rd Edition, Ch 6 Commentary on Question: ...- Authors: Society of Actuaries
- Date: Feb 2022
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ILA LFMU Model Solutions Fall 2021
ILA LFMU Model Solutions Fall 2021 View the ILA LFMU Model Solutions Fall 2021. 2/4/2022 12:00:00 ... ratio-based whereas the European systems are dynamic and model-based • US RBC takes a “one-size fits ...- Authors: Society of Actuaries
- Date: Feb 2022
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ERM-INV Model Solutions - Fall 2021
ERM-INV Model Solutions - Fall 2021 View the ERM-INV Model Solutions - Fall 2021. 2/4/2022 ... However, the recently issued variable annuities have dynamic policyholder behaviors and the exposures to many ...- Authors: Society of Actuaries
- Date: Feb 2022
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QFI QF Model Solutions - Fall 2021
different approaches to hedging – static and dynamic. (4e) Analyze the Greeks of common option strategies ... about static hedging strategy with option vs. dynamic hedging with underlying assets, or failed to use ...- Authors: Society of Actuaries
- Date: Feb 2022
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ILA LPM Model Solutions - Fall 2021
210. (ii) Recommend two ways to incorporate dynamic assumptions into a pricing model to more accurately ... part i). Most candidates were able to recommend dynamic lapse assumptions in part ii) but some struggled ...- Authors: Society of Actuaries
- Date: Feb 2022
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ERM-GH Model Solutions - Fall 2021
ERM-GH Model Solutions - Fall 2021 View the ERM-GH Model Solutions - Fall 2021. 2/4/2022 ... However, the recently issued variable annuities have dynamic policyholder behaviors and the exposures to many ...- Authors: Society of Actuaries
- Date: Feb 2022
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Fall 2021 ERM – Enterprise Risk Management RET Exam
Fall 2021 ERM – Enterprise Risk Management RET Exam View the Fall 2021 ERM – Enterprise ... However, the recently issued variable annuities have dynamic policyholder behaviors and the exposures to many ...- Authors: Society of Actuaries
- Date: Feb 2022
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ERM-GC Model Solutions - Fall 2021
ERM-GC Model Solutions - Fall 2021 View the ERM-GC Model Solutions - Fall 2021. 2/4/2022 ... However, the recently issued variable annuities have dynamic policyholder behaviors and the exposures to many ...- Authors: Society of Actuaries
- Date: Feb 2022
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GH DPA Model Solutions - Fall 2021
GH DPA Model Solutions - Fall 2021 View the GH DPA Model Solutions - Fall 2021. 2/4/2022 12:00:00 ... Question: Candidates needed to describe each dynamic to earn full credit. Candidates did very well ...- Authors: Society of Actuaries
- Date: Feb 2022
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CFE SDM Model Solutions - Fall 2021
The candidate will be able to analyze and model dynamic systems and evaluate the risks and sustainability ... Learning Outcomes: (4a) Identify and model the dynamic processes within a complex system: • Develop ...- Authors: Society of Actuaries
- Date: Feb 2022
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A Report on an Online Survey of 602 Adult Children of Recently Deceased Parents
A Report on an Online Survey of 602 Adult Children of Recently Deceased Parents View the A Report ... an “A” or a “B”. Respondents gave the family dynamic the highest grade on agreement on medical decisions ...- Authors: Society of Actuaries
- Date: Jan 2022
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Municipalities and Climate Change
Municipalities and Climate Change Climate change affects everyone. Proactive responses that look ... building damsite lakes on feeder creeks and dynamic flood mitigation systems throughout the area using ...- Authors: Max Rudolph
- Date: Jan 2022
- Competency: External Forces & Industry Knowledge
- Topics: Environment
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Appendix 1: Actuarial Administration
Appendix 1: Actuarial Administration Appendix to report, Variable Uninsured (Value) Life ... annuity and other actuarial factors to enable the dynamic actuarial factors that depend on wealth or income ...- Authors: William Price, R Inglis
- Date: Jan 2022
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement