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Time Series Analysis and Forecasting
Time Series Analysis and Forecasting This paper outlines a method of parametric modeling that may be used to produce forecasts and forecast intervals that will convey a measure of the reliance ...- Authors: James C Hickman, Robert B Miller, Frank Reynolds, Richard W Ziock
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Regression analysis
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DxCG Comments on A Comparative Analysis of Claims-Based Tools for Health Risk Assessment
DxCG Comments on A Comparative Analysis of Claims-Based Tools for Health Risk Assessment The comments of DxCG about their participation in the SOA study A Comparative Analysis of Claims-Based ...- Authors: Society of Actuaries
- Date: May 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency
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Introduction to Using Graphical Processing Units for Variable
Introduction to Using Graphical Processing Units for Variable This article describes how to model variable annuities using a GPU along with some of the stumbling blocks. Variable annuities;GPU; ...- 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
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2016 SOA Modeling Sessions
2016 SOA Modeling Sessions A listing of the 2016 modeling-related sessions and webcasts from the SOA. Most meeting session recordings are available for free to SOA members. Model validation; ...- Authors: Jennifer Wang, Mary Campbell
- Date: Apr 2017
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Enterprise Risk Management>Governance; Modeling & Statistical Methods>Modeling efficiency
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What is the Scope of Model Validation?
What is the Scope of Model Validation? The author delves into other important parts that should be in the scope of model validation besides the code. model validation;solvency II;aassumptions; ...- Authors: Society of Actuaries, James McClure
- Date: Aug 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Actuary Magazine
- Topics: Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Sensitivity testing; Pensions & Retirement>Assumptions and methods
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Running simulations using Excel without VBA
Running simulations using Excel without VBA An explanation of a simulation tool that’s built into Excel, is easily scalable and can be added to your existing financial models with minimal effort.- Authors: Tim Heng
- Date: Mar 2016
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation
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Some Toys Are Useful
Some Toys Are Useful Actuarial models may seem like toy-tools, yet they are not all created equal when it comes to delivering results. All models are wrong, according to George Box, yet some are ...- Authors: Frank Grossman
- Date: Apr 2016
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Modeling efficiency
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Actuarial Model for Wellness – Researcher Interviews
Actuarial Model for Wellness – Researcher Interviews In this third phase, Sibson interviewed three researchers and actuarial modelers. The objectives of the interviews were to gain perspective ...- Authors: Sibson Consulting
- Date: Jan 2015
- Competency: External Forces & Industry Knowledge
- Topics: Health & Disability>Health risks; Modeling & Statistical Methods>Modeling efficiency
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1979 Research Conference
1979 Research Conference Article 1979 Research Conference by Klugman in The Actuary, December 1979, Volume 13, Number 10 Modeling efficiency;Mortality modeling;Risk modeling;Statistical methods; ...- Authors: Stuart Klugman
- Date: Dec 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: The Actuary Magazine
- Topics: Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Modeling efficiency
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Roll Your Own Cluster Model
Roll Your Own Cluster Model This article walks through the process of building a cluster model using off-the-shelf software. Cluster analysis;Modeling efficiency 6442473153 12/1/2016 12:00:00 AM ...- 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