Description: Feature article describing the latest developments with the International Accounting Standards Board and the Financial Accounting Standards Board.

Description: This presentation from the 2011 46th Actuarial Research Conference is about the Haezendonck-Goovaerts risk measure for extreme risks.

Description: This abstract describes a paper that explores the answers to the questions of: 1. How is each view of FRVs conceptualized? 2. What are the differences and similarities between the metrics for each of these views? 3. How are the metrics for these three views implemented?

Description: In it’s insurance capital model, Standard & Poor’s Ratings Services has established criteria to adopt the NAIC’s stochastic approach to variable annuity risk. This approach, which replaces existing static charges, better reflects the products’ risk.

Description: Presented at Living to 100 Symposium, January 2011. This study adapts the idea of regular discount sequence in the bandit problem, and uses it to interpret life expectancy, as well as to develop a model for survival probabilities. Data came from multiple countries.

Description: Come discuss modeling costs and its governance, as well as introduce some platforms for more granular asset modeling.

Description: Learn about the industrial practice for constructing the mortality table from 0 to 1 through journeys in Hong Kong and Singapore, including key takeaways. Hear speakers share their biggest challenges during their process, how they resolved them, and discover the most common technical issues faced in conducting the mortality tables.

Description: Best practices for a successful model conversion or transformation. It details the key stakeholders involved and the processes and tasks across various stages of the model conversion.