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New CPP Enhancements Fast Facts
New CPP Enhancements Fast Facts Fact sheet describing the report, "New CPP Enhancements: ... outcomes, using Statistics Canada’s LifePaths dynamic microsimulation model of the Canadian population ...- Date: Apr 2019
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Plan design
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VM-20 PBR for Life Insurance--Survey Highlights
behavior, VM-20 generally requires the use of dynamic modeling or other sce- nario-dependent formulation ... formulation. The majority of respondents will apply dynamic adjustments to the lapse assumption, which is ...- Authors: Emily Cassidy, Hans Harris
- Date: Apr 2019
- Competency: External Forces & Industry Knowledge
- Publication Name: The Financial Reporter
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The Financial Reporter - Issue 116, March
behavior, VM-20 generally requires the use of dynamic modeling or other sce- nario-dependent formulation ... formulation. The majority of respondents will apply dynamic adjustments to the lapse assumption, which is ...- Authors: Society of Actuaries
- Date: Apr 2019
- Publication Name: The Financial Reporter
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Actuarial Utility and Preference Functions
in actuarial science is in the development of dynamic lapse rates. If a company’s competitors are offering ... policies with the higher crediting rate. This dynamic lapse rate being dependent on what the policyholders ...- Date: Apr 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Managing Investment and Liquidity Risks Within Nonfundamental Market Sell-off and Volatility Feedback Loops: A Market Impact Perspective
the course of several days [0,T] by means of a dynamic order execution strategy that ought to adapt to ... function can be approximated as: We then set up the dynamic programming problem where we parameterize as before ...- Authors: Aymeric Kalife
- Date: Mar 2019
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Life Insurance
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Risks and Rewards, March 2019
the course of several days [0,T] by means of a dynamic order execution strategy that ought to adapt to ... function can be approximated as: We then set up the dynamic programming problem where we parameterize as before ...- Date: Mar 2019
- Publication Name: Risks & Rewards
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Highlights on SOA Report “Reinvestment Strategies for Life Insurance Products in a Changing Economic Environment”
a changing economic environment. We propose a dynamic approach where year by year the reinvestment strategy ... reinvestment strategy. In particular, we design a dynamic strategy where, at the beginning of each year ...- Date: Mar 2019
- Publication Name: Risks & Rewards
- Topics: Finance & Investments
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tsa79v319.pdf
policy loan demand equation by adapting a simple dynamic model that economists have used to estimate the ...- Date: Mar 2019
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Forecasting & Futurism’s Article Anthology
Forecasting & Futurism’s Article Anthology ... Behavior Assumptions judgmental forecasting and dynamic lapse assumptions 16 Frank Grossman Y An Alternate ...- Authors: David Snell
- Date: Mar 2019
- Publication Name: Predictive Analytics and Futurism Newsletter
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The Evolution of the Individual Market (Part II)
The Evolution of the Individual Market (Part II) Part II of a two-part series discussing individual ... regulations in 2017 and 2018 that has brought dynamic changes to the market. As these changes are being ...- Authors: Gregory Fann
- Date: Mar 2019
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Big picture view
- Publication Name: Health Watch
- Topics: Health & Disability>Health insurance; Public Policy; Public Policy
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Navigating Cost-Sharing Reduction Subsidy Defunding
Navigating Cost-Sharing Reduction Subsidy Defunding This paper will examine why CSR defunding ... due to CSR defunding exacerbates the underlying dynamic of the individual market. In theory, risk adjustment ...- Authors: Michael Cohen, Peter van Laarhoven
- Date: Mar 2019
- Competency: Professional Values>Practice expertise; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Big picture view
- Publication Name: Health Watch
- Topics: Health & Disability>Health insurance; Public Policy
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Mortality and Morbidity Data Sources
Old (AHEAD) study was designed to examine the dynamic interactions between health, family, and economic ... active worker into retirement, and they examine the dynamic interactions between health, family, and economic ...- Authors: R Holman
- Date: Mar 2019
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality
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Actuarial Innovation & Technology Resources
ransomware attacks in history. How Can We Manage the Dynamic Nature of Cyber-risk? Adeola Adele, Patrick Kulesa ... Underwood Emphasis. August 2016. PDF. 6 pgs. Given the dynamic nature of cyber-risk, taking a multidimensional ...- Authors: Society of Actuaries
- Date: Mar 2019
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2019.1 Actuarial Research Conference Program
A Further Investigation of Longevity Greeks: Dynamic Delta, Leverage Effect and Security Structures ... Anne MacKay UCC 41 3:15 - 3:45 p.m. Hedging of Dynamic Withdrawal Guarantees of Variable Annuities in ...- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
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Fixed Income Securities: Valuation, Risk, and Risk Management
Fixed Income Securities: Valuation, Risk, and Risk Management Typo List of first print ... adjustable” • On p. 27, line 11, change “dinamic” to “dynamic” • On p. 37, section 2.2.1.3. Example 2.5, line ...- Authors: Society of Actuaries
- Date: Mar 2019
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Product Development Section: 2019 Call for Essays Contest Rules
announce their 2019 Call for Essays on The Future of Dynamic Pricing in Life Insurance. It’s up to you to ... be used to spur your imagination: What should dynamic pricing mean for life insurance and what should ...- Authors: Society of Actuaries
- Date: Mar 2019
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Yield Curve Extrapolation Methods
Yield Curve Extrapolation Methods This research report summarizes methodologies used for yield ... hedgeability; however, they are working toward a dynamic programming approach to hedge design. This will ...- Authors: Jack T Kerbeshian, Patricia Matson
- Date: Feb 2019
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Finance & Investments
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ERM Case Study
economic basis. 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 ...- Authors: Society of Actuaries
- Date: Feb 2019
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Long-Term Care Medical Symposium Report
Long-Term Care Medical Symposium Report This report is the result of the Long-Term Care ... cognitive reserve. The process of aging is quite dynamic, and researchers find themselves in a totally different ...- Authors: Michaela Fossberg, Robert T Eaton, Shawna Meyer
- Date: Jan 2019
- Competency: External Forces & Industry Knowledge
- Topics: Long-term Care
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2010-ny-annual-howes-131.pdf
components for each of • Liability projection (with dynamic behaviour?) • Asset projections (investments & ...- Date: Jan 2019
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2010-ny-annual-klanderman-81.pdf
calculations to reflect futurefuture dynamic hedging?dynamic hedging? 1)1) Yes Yes –– If it will increase ... BehaviorPolicyholder Behavior Use of Dynamic AssumptionsUse of Dynamic Assumptions Fund TransfersFund TransfersFund ...- Date: Jan 2019
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2010-ny-annual-hadley-34.pdf
• Update mapping between holdings reports with dynamic regression, which is better able to track the ... solutions: • AlphaSectorTM: Strategies utilize “Dynamic Allocation” to capture upside beta while hedging ...- Date: Jan 2019
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2010-ny-annual-bogosian-24.pdf
that used projections from the Urban Institute’s Dynamic Simulation of Income Model (DYNASIM3) to examine ...- Date: Jan 2019
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2010-ny-dicke.pdf
he Prudent Estimate assumption (which may be dynamic—i.e., a function of the Scenario variables) • ...- Date: Jan 2019
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2010-ny-bhagwan.pdf
Asset Allocation than Small Deficit Should be Dynamic (Tactical) 7 No Alpha in Bonds _______________ ... Shalin Bhagwan – Global Head of Pension Solutions Dynamic strategies for navigating turbulent markets Agenda ...- Date: Jan 2019
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2010-ny-goodman.pdf
Society for Financial Econometrics Conference Dynamic Econometric Loss Model New York New York University/Journal ...- Date: Jan 2019
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2010-ny-andre.pdf
Value-at-risk, Scenario analysis Risk Management: active dynamic analysis, Hedging, Portfolio optimization 16 ... capital allocation When “neutralized”: 17 Dynamic balance sheet modeling alignment of assets and ...- Date: Jan 2019
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2010-ny-dorsel.pdf
candidate assets 2. Policyholder behaviour and dynamic management actions 3. Non-market risk 4. Selecting ... reversionary bonus ©2010. Private and confidential. Dynamic Policyholder behaviour Option take-up rates depend ...- Date: Jan 2019
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2010-ny-derman.pdf
Assume the bare minimum: static replication, dynamic replication, risk replication, utility Avoid ...- Date: Jan 2019
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2010-ny-chen.pdf
¾Aggregate lapse experience ¾ Evidence of dynamic lapse¾ Evidence of dynamic lapse ¾W/d behavior ¾Assumption ...- Date: Jan 2019
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2010-ny-balevich.pdf
provide: z An overview of dynamic asset allocation discussing:z An overview of dynamic asset allocation, discussing: ... strategy — Defining trigger points — Defining the dynamic path z A discussion of implementation approaches ...- Date: Jan 2019
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2010-ny-bowen.pdf
P&L 3 Greek Dynamic Hedging Description Benefits Limitations Limitations 3- Greek Dynamic Hedging ... analyst and ratings community Model Risk Advanced Dynamic Hedging Use of additional derivatives instruments ...- Date: Jan 2019
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2010-chicago-val-billingsley-34.pdf
•Interest Rates by Issue Year •SAP uses NAIC Dynamic Interest Rates • based on corporate bond yields ...- Date: Jan 2019
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2009-la-prod-campbell-4a.pdf
deterministic models Allowance should be made for dynamic management actions and policyholder behavior ... Non-linearities/correlations with market risk (e.g., dynamic policyholder behavior) Non hedgeable financial ...- Date: Jan 2019
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2009-la-prod-campbell-6c.pdf
deterministic models Allowance should be made for dynamic management actions and policyholder behavior ... Non-linearities/correlations with market risk (e.g., dynamic policyholder behavior) Non hedgeable financial ...- Date: Jan 2019
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2010-chicago-val-bell-21.pdf
liabilities) Dynamic risk adjustment averaging to about 7% of unpaid claim liability Dynamic risk adjustment ... complete after 10 months): ► Risk adjustment (dynamic) on unpaid claims by duration: Product Year 1 ...- Date: Jan 2019
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crc-wong-presentation.pdf
assumption reasonably reproduce cash flow? Dynamic fit is a back casting technique Prove that in ... above What about Options and Guarantees Dynamic lapse Universal Life with minimum crediting rate ...- Date: Jan 2019
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crc-wagner-presentation.pdf
each •Aggregate results across all scenarios •Dynamic policy-holder behavior assumptions Current assumptions ...- Date: Jan 2019
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2010-ny-annual-program.pdf
MD, FCCP, MMM Medicare Advantage (MA) is a dynamic topic. Complicating matters further, future payment ... did it have? Are companies taking credit for dynamic hedging? What challenges were faced? What lessons ...- Date: Jan 2019
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2010-ny-gaap-ifrs-4b.pdf
Non-economic - mortality, persistency (including dynamic lapse), benefit utilization (varies depending ... charge or credit to benefit expense – a type of dynamic unlocking 40 • EGPs should be adjusted to include ...- Date: Jan 2019
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2010-ny-gaap-ifrs-2a.pdf
0 PV 1,000 4,000 (k = 25%) 21 12 Dynamic Worksheet Method – Example Actual Premium In Force ...- Date: Jan 2019
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2009-anaheim-mueller-5.pdf
frequency of experience studies to develop better dynamic assumptions Increased use of stochastic pricing ... 11<copyright>© 2009 Towers Perrin Implications on dynamic behavior Surrenders now important to statutory ...- Date: Jan 2019
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2009-anaheim-turnbull-4.pdf
scenario sets will not be appropriate where a dynamic hedging strategy is in place + The AAA real-world ... important for analysing the risks left behind by dynamic hedging programs 0% 5% 10% 15% 20% 25% ...- Date: Jan 2019
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2009-anaheim-armstrong-2.pdf
= 1% * (experience CR % - valuation CR %)^2 Dynamic lapse ►Static reinvestment in following maturities: ...- Date: Jan 2019
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2010-hk-ifrs-gaap-22.pdf
BUT: dynamic lapses? Would a policyholder lapse (to buy a new policy)? When? Dynamic lapses => ... too? (eg if dividends depend on book returns) Dynamic lapses… Market Price t = 1 Projecting Fair ...- Date: Jan 2019
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2010-hk-ifrs-gaap-15.pdf
or cost varies predictably) Should allow “dynamic” assumption changes & interplay of various guarantees ... assumptions except fund growth and volatility Dynamic assumptions, depending on “in-the-money-ness”: ...- Date: Jan 2019
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2018 Variable Annuity Guaranteed Benefits Survey
......................................... 8 Dynamic Lapses ....................................... ... companies varies widely (Figure 4). Dynamic Lapses • Dynamic lapse functions are used by most companies ...- Authors: Jeffrey Hartman
- Date: Jan 2019
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Policyholder behavior - Annuities