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  • Chairperson's Corner
    Chairperson's Corner A description of current council member areas of responsibility, ... Henry is Mostly Rightabout IFRS for Insurance Dynamic Assumption-Setting for Variable andNon- Variable ...

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    • Authors: James S Hawke
    • Date: Mar 2017
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting
  • Company Profitability and Risk Dashboards— A Tool in the Understanding and Management of Risk, Part 2
    historical results for key risks • Developing dynamic functions for key risks • Quantifying and ranking ... the Limited Fluctuation method. Developing Dynamic Functions for Key Risks Having set the central ...

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    • Authors: Marianne C Purushotham, Mark Birdsall
    • Date: Mar 2017
    • Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: In The Public Interest
    • Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk measurement - ERM; Predictive Analytics
  • Small Talk, March 2017, Issue 47
    historical results for key risks • Developing dynamic functions for key risks • Quantifying and ranking ... the Limited Fluctuation method. Developing Dynamic Functions for Key Risks Having set the central ...

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    • Authors: Society of Actuaries
    • Date: Mar 2017
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Small Talk
    • Topics: Technology & Applications>Analytics and informatics
  • The Social Impact of the Actuarial Profession
    The Social Impact of the Actuarial Profession The financial sector should provide financial ... are forced sellers, which is often inherent in dynamic hedging. They can also create internal algorithms ...

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    • Authors: Anthony Asher
    • Date: Mar 2017
    • Competency: Professional Values; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Reinsurance News
    • Topics: Actuarial Profession>Ethics; Actuarial Profession>Professional development; Enterprise Risk Management>Governance; Life Insurance>Product development - Life Insurance
  • Data Visualization for Model Controls
    Data Visualization for Model Controls A discussion on how to use data visualization for model ... Henry is Mostly Rightabout IFRS for Insurance Dynamic Assumption-Setting for Variable andNon- Variable ...

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    • Authors: Robert Crompton
    • Date: Mar 2017
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: The Financial Reporter
    • Topics: Pensions & Retirement>Risk management
  • PBA Corner
    PBA Corner Summary of the NAIC and SOA's PBR Survey. Life insurance valuation;Mortality ... Henry is Mostly Rightabout IFRS for Insurance Dynamic Assumption-Setting for Variable andNon- Variable ...

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    • Authors: Karen Rudolph
    • Date: Mar 2017
    • Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: The Financial Reporter
    • Topics: Experience Studies & Data>Mortality; Financial Reporting & Accounting>Statutory accounting
  • No-See-Ums (Part 2)
    No-See-Ums (Part 2) Update on IASB Activities during the last quarter of 2016. International Accounting ... Henry is Mostly Rightabout IFRS for Insurance Dynamic Assumption-Setting for Variable andNon- Variable ...

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    • Authors: Henry Siegel
    • Date: Mar 2017
    • Competency: Professional Values>Practice expertise; Professional Values>Public interest representation; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting>International Accounting Standards Board [IASB]; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]
  • The Stepping Stone, March 2017, Issue 65
    theoretical. We work on societal issues. Our work is dynamic and never boring. We find it does give us the opportu- ... 0— 21 , 2 01 7 The ERM Symposium provides a dynamic environment for thought leadership, best practices ...

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    • Authors: Society of Actuaries
    • Date: Mar 2017
    • Publication Name: The Stepping Stone
  • Dynamic Assumption-Setting for Variable and Non- Variable Annuities—Part 2
    Dynamic Assumption-Setting for Variable and Non- Variable Annuities—Part 2 Proposes an approach to develop ... develop dynamic assumptions for living benefits using a combination of available experience data and ...

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    • Authors: Marianne C Purushotham, Mark Birdsall
    • Date: Mar 2017
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: The Financial Reporter
    • Topics: Annuities>Capital - Annuities; Annuities>Equity-indexed annuities; Annuities>Expenses - Annuities; Annuities>Fixed annuities; Annuities>Group plans - Annuities
  • Letter to the Editor: Question from a Reader
    Letter to the Editor: Question from a Reader A question from a reading regarding the accuracy ... Henry is Mostly Rightabout IFRS for Insurance Dynamic Assumption-Setting for Variable andNon- Variable ...

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    • Authors: Robert Crompton
    • Date: Mar 2017
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting
  • Exposure Draft of Targeted Improvements to Accounting for Long- Duration Insurance Contracts
    Exposure Draft of Targeted Improvements to Accounting for Long- Duration Insurance Contracts A ... Henry is Mostly Rightabout IFRS for Insurance Dynamic Assumption-Setting for Variable andNon- Variable ...

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    • Date: Mar 2017
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
  • What Can the United States Learn from the United Kingdom’s new flood reinsurance pool.
    What Can the United States Learn from the United Kingdom’s new flood reinsurance pool. This ... automobiles) (Herrington & Carmichael 2009). This dynamic may raise serious questions of justice. Ultimately ...

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    • Date: Feb 2017
  • The Terrorism Risk Insurance Act (TRIA)
    for the private insurance industry to cover: dynamic uncertainty about the risk, and the possibility ... operandi, and possible targets change over time. The dynamic uncertainty associated with the ever-changing nature ...

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    • Date: Feb 2017
  • Florida’s Public Wind Pools: Two Not-So-Residual Markets
    Florida’s Public Wind Pools: Two Not-So-Residual Markets This policy brief examines the state of ...  Model catastrophe losses on a system-wide, dynamic basis to determine the effects so that potential ...

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    • Date: Feb 2017
  • A Successful (Yet Somewhat Untested) Case of Disaster Finance
    in 2001, and yet very different from ISIS. The dynamic uncertainty associated with the ever changing ... other challenge with terrorism is that it is a dynamic threat: a terrorist organization can react to certain ...

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    • Date: Feb 2017
  • 31st International Congress of Actuaries Call for Papers
    change • Autonomous driving Claims Reserving • Dynamic run-off uncertainty • Granular data and individual ... Development of pension solutions in a dynamic scenario/dynamic models • Flexible design of capital ...

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    • Authors: International Actuarial Association
    • Date: Feb 2017
  • Quantitative Finance and Investment Core Formula Sheet Spring 2017
    Quantitative Finance and Investment Core Formula Sheet Spring 2017 View the Quantitative Finance ... F × 360 t Managing Investment Portfolios, a dynamic process, Maginn, et al Chapter 5 (5-1) Um = E(Rm)− ...

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    • Authors: Society of Actuaries
    • Date: Feb 2017
  • Exam ERM Case Study
    the liabilities. The VA hedging program uses a dynamic approach updated for market factors monthly and ... reflecting the surrender charge period and the dynamic impacts of crediting rates. It includes the last ...

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    • Authors: Society of Actuaries
    • Date: Feb 2017
  • Reviewing Systemic Risk in the Insurance Industry
    Reviewing Systemic Risk in the Insurance Industry Paper by Max Rudolph ...  Once purchased it is  unlikely to be sold. This creates a new dynamic for the market to absorb during a crisis. Will central banks  ...

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    • Authors: Society of Actuaries
    • Date: Feb 2017
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
  • Taxing Times, Volume 13, Issue 1, February 2017
    Taxing Times, Volume 13, Issue 1, February 2017 Read the February 2017 issue of Taxing Times published ... 0— 21 , 2 01 7 The ERM Symposium provides a dynamic environment for thought leadership, best practices ...

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    • Authors: Society of Actuaries
    • Date: Feb 2017
    • Competency: External Forces & Industry Knowledge>External forces and business performance; Leadership>Change management; Professional Values>Practice expertise
    • Publication Name: Taxing Times
    • Topics: Financial Reporting & Accounting>Tax accounting; Public Policy
  • Actuarial Model Governance: A Survey of Actuarial Modeling Governance and the Industry Evolution Report
    Actuarial Model Governance: A Survey of Actuarial Modeling Governance and the Industry Evolution ... check all that apply.)  Static validation  Dynamic validation  Peer review of model inputs  Automated ...

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    • Authors: 0483 - Deloitte Consulting LLP
    • Date: Feb 2017
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods
  • 2023 Recipients of the Outstanding Volunteer Award
    FCIA Head of U.S. Partnerships, SCOR Manisha is a dynamic leader in the actuarial community, serving as the ... Actuarial Manager, KPMG Gouri is a dedicated and dynamic volunteer who has played a vital role in enhancing ...

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    • Authors: Society of Actuaries
    • Date: Jan 2017
  • 2017 Living to 100 Monograph
    2017 Living to 100 Monograph View the 2017 Living to 100 Symposium Monographs. Table of ... Care Cost, Longevity and Retirement Security: A Dynamic Upward Spiral and Challenge to Future Policy Daniel ...

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    • Authors: Society of Actuaries
    • Date: Jan 2017
  • International News, January 2017, Issue 70.
    International News, January 2017, Issue 70. Read the January 2017 issue of International ... introduce our new editorial board to you. We are a dynamic group of actuaries cov- ering a range of experiences ...

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    • Authors: Society of Actuaries
    • Date: Jan 2017
    • Competency: Communication; Leadership
    • Publication Name: International News
    • Topics: Global Perspectives
  • Editor's Note
    Editor's Note Briefing about recent activity of the International Section Council ... introduce our new editorial board to you. We are a dynamic group of actuaries cov- ering a range of experiences ...

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    • Authors: Arpita Das
    • Date: Jan 2017
    • Competency: Communication>Written communication
    • Publication Name: International News
  • Comments on the paper Presenting Market Value Liabilities for Public Employee Retirement Systems
    Comments on the paper Presenting Market Value Liabilities for Public Employee Retirement Systems ... The reality is that PERS are complicated and dynamic, and one number will rarely tell the whole story ...

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    • Authors: David Kausch
    • Date: Jan 2017
    • Competency: Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Pension Section News
    • Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systemic risk; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension legislation and regulation; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management; Public Policy
  • Nested Stochastic Modeling for Insurance Companies Report
    reserving of equity-linked insurance for which a dynamic hedging strategy is employed and the Greeks are ... to certain criteria D. Sequential allocation Dynamic allocation of resources E. Preprocessed inner ...

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    • Authors: Runhuan Feng
    • Date: Dec 2016
  • Risk Management Research Reports
    Risk Management Research Reports One of the many resources that the SOA offers for download ... new research introducing actuaries and others to dynamic stochastic general equilibrium (DSGE) models, a ...

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    • Authors: Society of Actuaries
    • Date: Dec 2016
  • Retirement Plans Research Reports
    Retirement Plans Research Reports One of the many resources that the SOA offers for download ... and reinforcement learning techniques to optimal dynamic strategic asset allocation for Liability Driven ...

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    • Authors: Society of Actuaries
    • Date: Dec 2016
  • The Halmstad Prize
    "Investing for Retirement: Optimal Capital Growth and Dynamic Asset Allocation," NAAJ, April 2000, Vol. 4, No ... 23, no. 2, 1993, pp. 185–211 and "Premiums in a Dynamic Model of a Reinsurance Market," Scandinavian Actuarial ...

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    • Authors: Society of Actuaries
    • Date: Dec 2016
  • Finance Research Reports
    and reinforcement learning techniques to optimal dynamic strategic asset allocation for Liability Driven ... Cash-Flow Risk Management in the Insurance Industry: A Dynamic Factor Modeling Approach November 2013 Interest ...

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    • Authors: Society of Actuaries
    • Date: Dec 2016
  • Life Insurance Research Reports
    Life Insurance Research Reports One of the many resources that the SOA offers for download are ... new research introducing actuaries and others to dynamic stochastic general equilibrium (DSGE) models, a ...

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    • Authors: Society of Actuaries
    • Date: Dec 2016
  • Committee on Knowledge Extension Research [CKER]
    Investing for Retirement: Optimal Capital Growth and Dynamic Asset Allocation (1999) Hans U. Gerber, ASA, Ph ... with one absorbing state to model an underlying dynamic aging process.   Analysis of Mortality Data Using ...

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    • Authors: Society of Actuaries
    • Date: Dec 2016
  • Spring 2017 Introductory Study Note
    Plans 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-702-12 IAA Note ...

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    • Authors: Society of Actuaries
    • Date: Dec 2016
  • Modeling Sessions at the 2016 Life/Annuity Symposium: Summary
    Modeling Sessions at the 2016 Life/Annuity Symposium: Summary A summary of Modeling Section-sponsored ... efficiency;Stochastic models;Deterministic models;Dynamic simulation models 6442473150 12/1/2016 12:00:00 ...

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    • Authors: Mary Campbell
    • Date: Dec 2016
    • Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: The Modeling Platform
    • Topics: Enterprise Risk Management>Governance; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
  • The Art of Asset Adequacy Testing
    FINANCIAL REPORTER Dynamic Lapse Function Q71 in the practice note addresses dynamic lapse modeling. The ... of sur- render charges, market and many others. Dynamic lapse func- tions are required for annuities by ...

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    • Authors: Society of Actuaries, Rostislav Zilber, Jeremy Johns
    • Date: Dec 2016
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting>Statutory accounting
  • Introduction to Using Graphical Processing Units for Variable
    Introduction to Using Graphical Processing Units for Variable This article describes how to ... decrements are applied such as mortality and dynamic lapse. Now that the fundamental components of model- ...

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    • Authors: Bryon Robidoux
    • Date: Dec 2016
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Predictive Analytics and Futurism Newsletter
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Modeling efficiency; Technology & Applications>Computer science; Technology & Applications>Software
  • The Optimal Timing of Risk Management
    risk management projects require dynamic trading such as in a dynamic hedging program. The transaction ... process is even more complicated and may require dynamic programming. With these adjustments, different ...

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    • Authors: Society of Actuaries, Kailan Shang
    • Date: Dec 2016
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management
  • Roll Your Own Cluster Model
    Roll Your Own Cluster Model This article walks through the process of building a cluster model ... to these items from the representative cell. Dynamic items such as initial reserve, initial fund, amount ...

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    • 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
  • December 2016 edition of The Financial Reporter
    FINANCIAL REPORTER Dynamic Lapse Function Q71 in the practice note addresses dynamic lapse modeling. The ... of sur- render charges, market and many others. Dynamic lapse func- tions are required for annuities by ...

    View Description

    • Authors: Society of Actuaries
    • Date: Dec 2016
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting
  • Risk Management, December 2016 Issue 37
    risk management projects require dynamic trading such as in a dynamic hedging program. The transaction ... process is even more complicated and may require dynamic programming. With these adjustments, different ...

    View Description

    • Authors: Society of Actuaries
    • Date: Dec 2016
    • Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management
  • The Modeling Platform, December 2016, Issue 4
    to these items from the representative cell. Dynamic items such as initial reserve, initial fund, amount ... Model fitting. This includes retrofitting and dynamic testing to assess and validate that the model ...

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    • Authors: Society of Actuaries
    • Date: Dec 2016
    • Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Modeling Platform
    • Topics: Enterprise Risk Management>Governance; Modeling & Statistical Methods
  • Long-Term Care Modeling Part 1: An Overview
    Long-Term Care Modeling Part 1: An Overview This article is the first installment of a three-part ... Model fitting. This includes retrofitting and dynamic testing to assess and validate that the model ...

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    • Authors: Lo Linda Chow, Kevin Kang, Jillian Cataloni
    • Date: Dec 2016
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Long-term Care>Long-term care insurance; Modeling & Statistical Methods>Modeling efficiency
  • Modeling General Account Assets: An Introduction
    Modeling General Account Assets: An Introduction A brief overview of modeling bonds and mortgages ... vali- date modeled prepay behavior, especially dynamic behavior, this would be a good assumption to stress ...

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    • Authors: Phillip Schechter
    • Date: Dec 2016
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Finance & Investments>Investments
  • Applied Robust Performance Analysis for Actuarial Applications
    Applied Robust Performance Analysis for Actuarial Applications This paper investigates techniques ... University Press, 2008. [15] G. N. Iyengar. Robust dynamic programming. Mathematics of Operations Research ...

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    • Authors: Qihe Tang, Zhongyi Yuan
    • Date: Nov 2016
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
  • 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 ...

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    • 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
  • 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 ...

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    • 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
  • Data Analytics Resources
    Data Analytics Resources List of data analytics resources. Data Analytics Resources The ... insurance industry is becoming more competitive and dynamic; our products are becoming more sophisticated.

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    • Authors: Society of Actuaries
    • Date: Nov 2016
  • 2016 Economic Capital for Life Insurance Companies – Complete Report
    lead to a reduction in required capital (e.g. dynamic hedging strategies on VA business), these should ... again as they rise, thus resulting in losses. Dynamic hedging is a prime example of this, but taking ...
    • Authors: Society of Actuaries
    • Date: Nov 2016
  • Spring 2017 Quantitative Finance and Investment – Core Exam Syllabi
    31, 32  Managing Investment Portfolios: A Dynamic Process, Maginn & Tuttle, 3rd Edition, 2007  ... Resources  Managing Investment Portfolios: A Dynamic Process, Maginn & Tuttle, 3rd Edition, 2007 o ...

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    • Authors: Society of Actuaries
    • Date: Nov 2016
  • Spring 2017 Foundations of Corporate Finance and ERM Intro Study Notes
    Spring 2017 Foundations of Corporate Finance and ERM Intro Study Notes View the 2017 Foundations ... Structure and Debt Maturity Choices F-128-15 A Dynamic Theory of Optimal Capital Structure and Executive ...

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    • Authors: Society of Actuaries
    • Date: Nov 2016
  • Spring 2017 Quantitative Finance Investment Advanced Exam Syllabi
    Demonstrate understanding Risk management and dynamic hedging for existing GMXB and its embedded options ... correlation and operation failures iii. Static vs. dynamic hedging d) Demonstrate understanding ...

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    • Authors: Society of Actuaries
    • Date: Nov 2016
  • View the Spring 2017 General Insurance Financial and Regulatory Environment–US Exam Syllabi.
    View the Spring 2017 General Insurance Financial and Regulatory Environment–US Exam Syllabi. ... Canadian Minimum Capital Test and the Canadian Dynamic Capital Adequacy Test e) Understand the development ...

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    • Authors: Society of Actuaries
    • Date: Nov 2016
  • Spring 2017 Individual Life and Annuity Life Risk Management Exam Syllab
    Enterprise Risk Management, Sweeting  CIA: Dynamic Capital Adequacy Testing (DCAT) Revised Education ... appropriate assumptions and scenarios ii) Model dynamic behavior of both assets and liabilities iii) Model ...

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    • Authors: Society of Actuaries
    • Date: Nov 2016
  • Spring 2017 Foundations of CFE Exam Syllabi
    Spring 2017 Foundations of CFE Exam Syllabi View the Spring 2017 Foundations of CFE Exam ... National Bureau of Economic Research • F-128-15: A Dynamic Theory of Optimal Capital Structure and Executive ...

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    • Authors: Society of Actuaries
    • Date: Nov 2016
  • Spring 2017 ERM – Enterprise Risk Management Exam Syllabi
    practicalities of market risk hedging, including dynamic hedging. g) Demonstrate the use of tools and ... OSFI  ERM-321-14: LDI Evolution: Implementing Dynamic Asset Allocation Strategies that Respond to Changes ...

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    • Authors: Society of Actuaries
    • Date: Nov 2016
  • Stress Testing
    Stress Testing Applications of Stress Testing Actual-to-expected=A/E=Actual to expected ratio;Sensitivity ... sensitivity testing can be used to produce this “dynamic” product management report, which continues to ...

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    • Authors: Matthew Creech
    • Date: Nov 2016
    • Competency: Communication>Persuasive communication; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Actuary of the Future
    • Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM
  • System Peer Review
    System Peer Review This article covers the importance of a system peer review within the systems ... actuaries face mounting challenges to keep pace. Dynamic systems that support stochas- tic modeling will ...

    View Description

    • Authors: Michael Failor
    • Date: Nov 2016
    • Competency: Professional Values>Practice expertise
    • Publication Name: Product Matters!
    • Topics: Actuarial Profession>Best practices; Technology & Applications>Software
  • Global Reinsurers Race to Remain Relevant Through Innovation
    Global Reinsurers Race to Remain Relevant Through Innovation The excess capacity that has triggered ... they arise. It also places increased emphasis on dynamic capital management in order for compa- nies to ...

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    • Authors: A M Best Company
    • Date: Nov 2016
    • Competency: External Forces & Industry Knowledge; Leadership>Thought leadership; Strategic Insight and Integration>Big picture view
    • Publication Name: Reinsurance News
    • Topics: Reinsurance
  • rsn-2016-iss86
    rsn-2016-iss86 6442472885 11/1/2016 12:00:00 AM ... they arise. It also places increased emphasis on dynamic capital management in order for compa- nies to ...
    • Date: Nov 2016
    • Publication Name: Reinsurance News
  • aof-2016-iss-39
    aof-2016-iss-39 Read the November 2016 issue of The Actuary of the Future published by the Actuary ... sensitivity testing can be used to produce this “dynamic” product management report, which continues to ...

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    • Authors: Society of Actuaries
    • Date: Nov 2016
    • Publication Name: Actuary of the Future
    • Topics: Actuarial Profession>Professional development
  • Product Matters!, (November 2016)
    Product Matters!, (November 2016) Read the November 2016 issue of Product Matters! published ... actuaries face mounting challenges to keep pace. Dynamic systems that support stochas- tic modeling will ...

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    • Authors: Society of Actuaries
    • Date: Nov 2016
    • Publication Name: Product Matters!
  • Up Front with the SOA Staff Fellow
    Up Front with the SOA Staff Fellow Joe Wurzburger, Staff Fellow at the SOA, shares his views and ... answer to the challenges we all face in today’s dynamic health care world. • Regulatory Resource. The ...

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    • Authors: Joseph Wurzburger
    • Date: Nov 2016
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Health Watch
    • Topics: Health & Disability>Health insurance
  • Health Watch, November 2016, Issue 81
    Health Watch, November 2016, Issue 81 Read the November 2016 issue of Health Watch published by ... answer to the challenges we all face in today’s dynamic health care world. • Regulatory Resource. The ...

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    • Authors: Society of Actuaries
    • Date: Nov 2016
    • Competency: External Forces & Industry Knowledge; Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Health Watch
    • Topics: Public Policy; Public Policy
  • Investment Section Asset Allocation Contest
    Investment Section Asset Allocation Contest The Investment Section is hosting a member’s ... Corporate Bond Alternatives: COMT GSCI Commodity Dynamic Roll Strategy EMIF  Emerging Markets Infrastructure ...

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    • Authors: Society of Actuaries
    • Date: Oct 2016
  • Key Behavioral Economics Resources
    Key Behavioral Economics Resources Download a listing of resources for actuaries who ... Purushotham, Michael Chan, Katie Cantor 2014 Setting Dynamic Policyholder Behavior Assumptions SOA Life & Annuity ...

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    • Authors: Society of Actuaries
    • Date: Oct 2016
  • Health Section Behavioral Finance Subgroup
    Health Section Behavioral Finance Subgroup Welcome to the resource page for the Behavior ... Symposium - Session P1 2014 Life Insurance Setting Dynamic Policyholder Behavior Assumptions Marianne C Purushotham ...

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    • Authors: Society of Actuaries
    • Date: Oct 2016
  • PBITT VA Guaranteed Benefits 2016 Survey Results
    companies varies widely (Figure 4). Dynamic Lapses  Dynamic lapse functions are used by the majority ... 12, Figure 14, Figure 16, and Figure 18).  Dynamic lapse functions are influenced by a variety of ...

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    • Authors: Jeffrey Hartman
    • Date: Oct 2016
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Policyholder behavior - Annuities
  • Hedging with Life and General Insurance Products
    portfolio of the insurance company is set, the dynamic programming principle is applied to derive a ... the dynamics of the portfolio value are set, the dynamic programming principle is applied to derive the ...

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    • Authors: Jungmin Choi
    • Date: Oct 2016
    • Competency: External Forces & Industry Knowledge
    • Topics: General Insurance (Property & Casualty); Life Insurance
  • Modeling the Unemployment Risk in Insurance Products
    encouraged to refer to Gaines’ work, which takes a more dynamic approach in which the underlying unemployment ... overall lapse rate. Being able to quantify this dynamic and changing risk and separate it from the more ...

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    • Authors: Terence R Narine
    • Date: Oct 2016
    • Competency: External Forces & Industry Knowledge
    • Topics: Pensions & Retirement>Risk management
  • PBA Implementation Guide
    PBA Implementation Guide 6442471533 10/10/2016 12:00:00 AM ... Stochastic analysis, assumption setting and dynamic formulas, and nonpremium/benefit cash flows including ...
    • Authors: Society of Actuaries
    • Date: Oct 2016
  • Living to 100 - Insight on the Challenges and Opportunities of Longevity
    rates (as used in life insurance).[B-12] 3. Dynamic reliability in estimating mortality at advanced ... mono-2002-m-li-02-1-bourbeau.pdf A-13 Using Dynamic Reliability in Estimating Mortality at Advanced ...

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    • Authors: Society of Actuaries
    • Date: Oct 2016
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Demography>Mortality - Demography; Demography>Longevity; Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality
  • PBA Implementation: Beginning Tales
    assumptions Developing margins and in particular on dynamic assumptions (e.g., premium persistency) and Model ... assumptions ■ Developing margins and in particular on dynamic assumptions (e.g., premium persistency) ■ Model ...

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    • Authors: Timothy C Cardinal
    • Date: Oct 2016
  • Value Proposition
    Value Proposition Actuaries’ work delivers value. Value to business, organizations and to ... world continues to change. Our research supports a dynamic agenda with a wide range of topics, which include ...

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    • Authors: Society of Actuaries
    • Date: Sep 2016
  • Predictive Analytics - 2016 Call for Essays
    simple equation: Lapse Rate = Base Lapse Rate × Dynamic Lapse Factor where the base lapse rate is a function ... function of the policy’s duration and the dynamic lapse factor is a function of moneyness. Moneyness ...

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    • Authors: Society of Actuaries
    • Date: Sep 2016