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Session 159: Implementation of In-Force Management Programs
Session 159: Implementation of In-Force Management Programs Over the last few years, many direct ... valuations present an opportunity to institute more dynamic ALM/In-Force Management Integration 1 2 3 ...- Authors: Dustin Baran-Plotkin, Joshua Dobiac, Nathan Hardiman
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession; Actuarial Profession>Best practices; Life Insurance; Life Insurance>Policyholder behavior - Life Insurance
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Session 163: Actuaries, Are you Paying Attention? Technology Megatrends & Digitalization in Life Insurance
Session 163: Actuaries, Are you Paying Attention? Technology Megatrends & Digitalization ... nimble data analysis, sparking demand for a more dynamic life insurance business model • Based on real-time ...- Authors: David Alison FSA (David), Carlos Arocha, Geoffrey Keast (Geoff)
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Global Perspectives; Global Perspectives>Global markets; Technology & Applications; Technology & Applications>Analytics and informatics
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Plug and Play Start-Up Accelerator and the Society of Actuaries Working Together to Inspire Innovative and Financially-Sound Technologies in Insurance
Plug and Play Start-Up Accelerator and the Society of Actuaries Working Together to Inspire ... SOA’s commitment to providing its members with dynamic learning experiences, rewarding volunteer opportunities ...- Authors: Society of Actuaries
- Date: Feb 2020
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Session 134: How to Get Real Results in Policyholder Behavior Modeling
channels, option values, rationality, static vs dynamic Required sensitivity testing, with margins inversely ... Excess WDs Less than or full WDs 53 53 …and dynamic lapse sensitivity varies 0% 35% 3Q 09 3Q 10 ...- Authors: Rosmery Cruz, Timothy S Paris
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Annuities>Policyholder behavior - Annuities; Experience Studies & Data>Policyholder or participant behavior - Experience
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ERM Case Study
ERM Case Study View the ERM Case Study. 2/12/2020 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 2020
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The Powerful Combination of Actuarial Expertise and InsurTech Knowledge
The Powerful Combination of Actuarial Expertise and InsurTech Knowledge Get Plugged ... Actuaries (SOA) strives to provide its members with dynamic learning experiences, rewarding volunteer opportunities ...- Authors: Society of Actuaries
- Date: Feb 2020
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Session 137: Pension Plan Hibernation: Don't Poke the Sleeping Bea
Session 137: Pension Plan Hibernation: Don't Poke the Sleeping Bea Near the end of a pension ... factors to its proprietary models. Due to the dynamic nature of factors affecting markets, there is no ...- Authors: Brett Dutton, Rene Martel, Hilja Viidemann
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>Statutory accounting; Life Insurance; Life Insurance>Product development - Life Insurance; Pensions & Retirement; Pensions & Retirement>Defined contribution and 401k plans
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Session 141: Outlook for Insurance Demand in Emerging Markets
products to become more targeted, customized, and dynamic ECOSYSTEM-ORIENTED INNOVATION • Leveraging data ... reaches the buyer’s account within 72 hours DYNAMIC PRICING1 • Insurance premium varies based on the ...- Authors: Carlos Arocha, Dayuan Mao, Michael Smith
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Global Perspectives; Global Perspectives>Global markets
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Electronic Health Records (EHRs): A White Paper Summary
Electronic Health Records (EHRs): A White Paper Summary Electronic Health Records, or EHRs, ... pricing. (3) Providing for more exact and more dynamic actuarial models, which take personal medical history ...- Authors: James Timmins
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Health & Disability; Technology & Applications
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International Section, Issue January 2020
International Section, Issue January 2020 Read the January 2020 issue of International News published ... allow for: • Improvements in mortality • The dynamic between the demographic variables and their impact ...- Authors: Society of Actuaries
- Date: Feb 2020
- Competency: Communication; External Forces & Industry Knowledge; Leadership; Professional Values; Relationship Management; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: International News
- Topics: Actuarial Profession; Global Perspectives
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Session 113: Mortality Gaps by Socioeconomic Status
Session 113: Mortality Gaps by Socioeconomic Status The presenters will highlight differences in mortality ... tools and user interface 17© Oliver Wyman Dynamic validation vs MP-2018 Data follows general trend ...- Authors: Steven Baxter, Mark Spong, Donald Sampson
- Date: Feb 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data; Experience Studies & Data>Mortality; Experience Studies & Data>Table construction
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Session 106: Embracing Tools and Technologies to Improve Management Reporting
Session 106: Embracing Tools and Technologies to Improve Management Reporting The actuarial ... them, and proposed steps toward entrenching this dynamic and insightful approach to management reporting ...- Authors: David Alison FSA (David), Kaushal Narayan Balanadu FSA,CERA (Kaushal), Ramandeep Nagi, Margaret Brandl
- Date: Feb 2020
- Competency: Results-Oriented Solutions
- Topics: Technology & Applications; Technology & Applications>Visualization
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Session 114: Integrated FP&A Projections and “What-if” Analysis
CFO and finance leaders: • playing a much more dynamic and facilitative role; • moving from static and ... Rules Engine (FAH) Reporting & Analytics (OBIEE) Dynamic Data Visualization (Tableau, Oracle) Advanced Analytics ...- Authors: Alexandre Lemieux, Youyou Tao, Jordan Edwards
- Date: Feb 2020
- Competency: Strategic Insight and Integration
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk appetite; Financial Reporting & Accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Demographic Change in Mexico - An Opportunity and Challenge for the Insurance Industry
Demographic Change in Mexico - An Opportunity and Challenge for the Insurance Industry Read about ... allow for: • Improvements in mortality • The dynamic between the demographic variables and their impact ...- Authors: Juan Antonio Monroy Kuhn
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Publication Name: International News
- Topics: Demography
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Risks & Rewards, February 2020, Issue 75
Risks & Rewards, February 2020, Issue 75 Read the February 2020 issue of Risks & Rewards ... until after the commodity price has risen. This dynamic not only leads to cycles in the various min- ing ...- Authors: Society of Actuaries
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments
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Session 099: Managing Cyber Risk
Session 099: Managing Cyber Risk There is widespread acknowledgement in the insurance ... changing its operations without losing function? How dynamic are my core activities? Are there parallel components ...- Authors: Anthony Dardis, Calvin Weeks, Matt Solomon, Chris Beck
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Enterprise Risk Management>Operational risks; Modeling & Statistical Methods
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A Golden Opportunity for Investment Portfolios
A Golden Opportunity for Investment Portfolios A feature article discussing the financial opportunities ... until after the commodity price has risen. This dynamic not only leads to cycles in the various min- ing ...- Authors: Steven Scoles
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments
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Session 061: What Industry Data Tells Us About Policyholder Behavior
Session 061: What Industry Data Tells Us About Policyholder Behavior This session meets the ... Life vs. Universal Life The Preferred Experience Dynamic – Observations from ILEC 2009-2013 6 Data Sources ...- Authors: Aisling Bradfield, Lisa Seeman, Colin Sproat
- Date: Jan 2020
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data; Experience Studies & Data>Policyholder or participant behavior - Experience ; Life Insurance; Life Insurance>Product development - Life Insurance
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Session 074: Predictive Analytics & Futurism and Retirement Joint Section Breakfast
Session 074: Predictive Analytics & Futurism and Retirement Joint Section Breakfast Predictive ... resolution Optimizing user experience through dynamic engagement Retirement Predict participant loans ...- Authors: Michael Niemerg, Nathan Dennis Pohle, John Turner, Bethany Bloxsom
- Date: Jan 2020
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Session 071: In Search of...Opportunities for Actuaries: Ideas to Expand Your Reach and Impact
AS A / F SA P at hw ay Maintaining Dynamic and Relevant Updates to Education through Professional ... valuable asset • However, in an ever evolving and dynamic world, you must continue to to stay leading-edge ...- Authors: Society of Actuaries, Christine Hofbeck, Eileen Luxton
- Date: Jan 2020
- Competency: Professional Values
- Topics: Actuarial Profession; Actuarial Profession>Alternative careers
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Session 044: Incorporating Predictive Analytics in the Insurance Value Chain
Static: demographic, policy features, etc. Dynamic: disbursements, account transfers, service interactions ... Metamodeling for Variable Annuities Dynamic hedging Dynamic hedging is a popular approach to mitigate ...- Authors: Adnan Haque, Emiliano Valdez
- Date: Jan 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Technology & Applications; Technology & Applications>Analytics and informatics
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Session 068: Munich Re Session Series Part 3: Voluntary Insurance and the Changing Workplace: Practical Approaches to Identifying New Opportunities
Session 068: Munich Re Session Series Part 3: Voluntary Insurance and the Changing Workplace: ... challenged to change to keep up with the new workplace dynamic. The presenters share strategies for developing ...- Authors: William Bade, Dawn McMaster, Bill Rowell
- Date: Jan 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Technology & Applications; Technology & Applications>Gig economy
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Session 054: Implications of GAAP Targeted Improvements on Data, Reporting, Resourcing and Governance
Session 054: Implications of GAAP Targeted Improvements on Data, Reporting, Resourcing and Governance ... customized rollforwards Detective • Static and dynamic validations • Mistakes flow through financials ...- Authors: Kevin Desmond, Maria Rose Itteilag, Ramandeep Nagi
- Date: Jan 2020
- Competency: External Forces & Industry Knowledge
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Technology & Applications; Technology & Applications>Data warehousing
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Session 041: Why Health and Wellness Initiatives Matter for Actuaries
data about our policyholders post-issue enables dynamic premiums based on Vitality status earned each ... and young Reward, gamification, community Dynamic UW Post-issue ongoing UW Liver cancer protection ...- Authors: Lauren Cross, Richard Pretty, Dustin Yoder, Mandy Luo
- Date: Jan 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data; Experience Studies & Data>Mortality; Technology & Applications>Wearables & implants
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Session 027: Managing Risk for Underfunded Pension Plan
Session 027: Managing Risk for Underfunded Pension Plan Legislative changes and the economic ... understand and manage pension risk and volatility. Dynamic asset allocation glidepaths reduce risk as plans ...- Authors: Kathleen Brolly, Christopher Wittemann, Chad Keuneke
- Date: Jan 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Risk management
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Session 022: InsurTech Trends, Challenges and Application Case Studies
Session 022: InsurTech Trends, Challenges and Application Case Studies Hear an overview of InsurTech ... financial performance and their policy-holders. Dynamic analytical capabilities with better tools to ...- Authors: Xueyun Huang, Chris A Murumets, Sunil Rawat, Yanjie Feng
- Date: Jan 2020
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance; Life Insurance>Marketing and distribution - Life Insurance
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1A: Management of Longevity Risk
specifically designed for China. ● Goal 2: To develop a dynamic longevity hedging strategy that is compatible ... longevity risk faced by insurers in China. 2. A dynamic hedging strategy that can remove a meaningful portion ...- Authors: W Ward Kingkade, Joseph Lu, Jonathan Ziveyi
- Date: Jan 2020
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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Actuarial Superjobs: Evolving Roles Demand an Integrated Skillset
Actuarial Superjobs: Evolving Roles Demand an Integrated Skillset ... time the actuarial profession has adapted to a dynamic workplace and disruptive technologies. Writing ...- Date: Jan 2020
- Competency: External Forces & Industry Knowledge; Professional Values; Results-Oriented Solutions; Strategic Insight and Integration
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Actuarial Profession
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December 2019 issue of Predictive Analytics and Futurism
December 2019 issue of Predictive Analytics and Futurism Read the December 2019 issue of Predictive ... time the actuarial profession has adapted to a dynamic workplace and disruptive technologies. Writing ...- Authors: Society of Actuaries
- Date: Jan 2020
- Competency: External Forces & Industry Knowledge
- Publication Name: Predictive Analytics and Futurism Newsletter
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View the Exam LFM Intro Study Note.
View the Exam LFM Intro Study Note. View the Exam LFM Intro Study Note. 1/2/2020 12:00:00 AM ... life insurance, the NAIC had moved toward a more dynamic, economically responsive framework that better ...- Authors: Society of Actuaries
- Date: Jan 2020
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6A: Aging Measurement and Mortality Modeling
6A: Aging Measurement and Mortality Modeling Papers: Rotation of the Age Pattern of ... probabilistic population projections. In: Schoen R (ed.) Dynamic demographic analysis, vol 39. The Springer Series ...- Authors: Thomas Edwalds, Viktoriya Glushko, Peter Vekas
- Date: Jan 2020
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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FAP Modules Objectives
FAP Modules Objectives View the FAP Modules Objectives. 1/1/2020 12:00:00 AM ... Description: Actuarial solutions are complex and dynamic. Given a clearly defined problem and the associated ...- Authors: Society of Actuaries
- Date: Jan 2020
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5A: Multi Population Mortality Modeling
0987e-04 2.8939e-03 [33, 70] 1.8872e-15 6 15/35 Dynamic Population Structure 1 2 n λ1 λ2 λn−1 q1 q2 qn ... where α˜x+t = αx e Λt αxeΛte . 15/35 Dynamic Population Structure 1 2 n λ1 λ2 λn−1 q1 q2 qn ...- Authors: Leonid Gavrilov, Xiaoming Liu, Nadine Ouellette, Johannes Schupp
- Date: Jan 2020
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6B: Disease and Longevity
6B: Disease and Longevity Papers: Chronic Diseases and Longevity Risk: An Application to ... Interrelationships among conditions is related to the dynamic mortality and morbidity processes, especially ...- Authors: Jean-Marc Fix, HSIN-CHUNG WANG, Sam Gutterman, DALE ALLEN HALL
- Date: Jan 2020
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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5C: Teaching Session: Long Term Care Modeling
Supposing that total mortality is conserved requires a dynamic link between mortality the incidence of morbidity ... This requires large/credible data to model the dynamic interactions realistically ***Based on the portfolio ...- Authors: Jonathan Crawford, Kai Kaufhold, Benoit G Miclette
- Date: Jan 2020
- Competency: External Forces & Industry Knowledge
- Topics: Long-term Care
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6C: Teaching Session: Mortality Modeling and Projection Using Free Software R
6C: Teaching Session: Mortality Modeling and Projection Using Free Software R In this session, attendees ... Pitacco, Ermanno. 2004. “Survival models in a dynamic context: a survey.” Insurance: Mathematics and ...- Authors: Joseph Lu, Andres Mauricio Villegas Ramirez
- Date: Jan 2020
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data
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2020 Living to 100 Abstracts by Session PDF
2020 Living to 100 Abstracts by Session PDF View the 2020 Living to 100 Abstracts by Session PDF. ... mortality evolution is adopted, along with a dynamic Nelson-Siegel model for the dynamics of interest ...- Authors: Society of Actuaries
- Date: Dec 2019
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Results From VA Assumptions Survey
Results From VA Assumptions Survey The article shared results from a survey conducted in May of best-estimate ... the behavior expected from policyholders in a dynamic and volatile economic environment. 12/20/2019 ...- Authors: Zhuoyu Hu, Michael Beck, David W McLeroy
- Date: Dec 2019
- Competency: External Forces & Industry Knowledge
- Publication Name: The Financial Reporter
- Topics: Annuities
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The Financial Reporter, December 2019, Issue 119
factors considered when setting the base and dynamic lapse assumption for each GMxB bene t type. ... When Setting Lapse Assumption Table 1 Base and Dynamic Lapse Rates Duration 0 1 2 3 4 5 6 7 8 9 10 Ultimate ...- Authors: Society of Actuaries
- Date: Dec 2019
- Competency: External Forces & Industry Knowledge
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting
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2019 Universal Life with Secondary Guarantees Survey
The percentage of companies that reported using dynamic lapse assumptions was slightly lower this year ... year than in the past two years (2018 & 2017). Dynamic lapses were used by 60% this year (Figure 19).- Authors: Dale Hagstrom, Mienaloshyani Viruthasalam (Mienaloshyani)
- Date: Dec 2019
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Exam ERM Intro Study Note
Edition 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: Dec 2019
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Literature Review: Artificial Intelligence and Its Use in Actuarial Work
SECTION 1: EXECUTIVE SUMMARY The rapid and dynamic pace of the development of Artificial Intelligence ... elements, which process information by their dynamic state response to external inputs. 16 ...- Authors: Nicholas Yeo, Min Jyeh Ooi , Jie Yin Liew
- Date: Dec 2019
- Competency: External Forces & Industry Knowledge
- Topics: Technology & Applications; Technology & Applications>Artificial intelligence & machine learning
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Subgroup Survey Results
deviations from these standard practices (e.g. dynamic assumptions)? 24 Total 92% 12 8% 1 13 Yes ... deviations from these standard practices (e.g. dynamic assumptions)? 13. Do you store the rationale or ...- Authors: Society of Actuaries
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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pd-2019-10-annual-session-183.pdf
App Features: • Health Risk Assessment (HRA) • Dynamic gamified health grade • Financial Wellness Assessment ...- Date: Nov 2019
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Loss Modeling of Rollover for Autonomous Vehicles
heavy-duty trucks and articulated trucks, the complex dynamic characteristics of the suspension system or articulated ... calculating a car’s performance characteristics. The Dynamic Systems and Control Laboratory (DSCL) at ASU purchased ...- Authors: Petar Jevtic , Yan Chen
- Date: Nov 2019
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Industry Best Practices for Data Protection
Industry Best Practices for Data Protection This session will discuss strategy and tactics for ... de-identified datasets via common pseudonyms Dynamic ability to merge new sources to existing sources ...- Authors: Jordan Durlester, Bradley Joseph Lipic
- Date: Nov 2019
- Competency: Results-Oriented Solutions
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Using Natural Language Processing to Monitor and Detect Emerging Risks
Using Natural Language Processing to Monitor and Detect Emerging Risks Business success in ... assumptions we make today. However, we operate in a dynamic environment and cannot know with certainty what ...- Authors: Stephen Abrokwah, Mustafa Dinani
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge
- Topics: Technology & Applications
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Python Libraries for Mortality Modeling
Python Libraries for Mortality Modeling Python is the leading programming language for data ... probability of censoring weights and cumulative/dynamic Area Under Curve for right-censored time-to-event ...- Authors: Carlos Brioso
- Date: Nov 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuary of the Future
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Data mining; Modeling & Statistical Methods>Regression analysis; Predictive Analytics; Predictive Analytics>Programming languages & tools
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Actuary of the Future, November 2019
Actuary of the Future, November 2019 Read the November 2019 issue of Actuary of the Future, ... probability of censoring weights and cumulative/dynamic Area Under Curve for right-censored time-to-event ...- Authors: Society of Actuaries
- Date: Nov 2019
- Publication Name: Actuary of the Future
- Topics: Actuarial Profession
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3B: Insurance Company Investment Risk Management – What Remains to be Addressed
o 2% rider charge o 3% M&E o Fixed expenses o Dynamic hedging with 85% effectiveness 8 Life Insurance ... earnings • Discussion Topics: • Basis Risk in Dynamic Hedging • Managed Risk Funds • Product Diversification ...- Authors: Tully Sun Cheng, Poojan Jitendra Shah, Liang Zhang, Robert McGinley
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; External Forces & Industry Knowledge>External forces and business performance
- Topics: Economics; Economics>Financial economics; Finance & Investments; Finance & Investments>Investments; Finance & Investments>Portfolio management - Finance & Investments
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A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective
pension plans; and Devolder and Lebegue (2017) used dynamic risk measures. Some literature has compared the ... of the techniques they have discussed include dynamic asset allocation (Liang and Ma 2015) and automatic ...- Authors: Stephen Bonnar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea, Pradip Tapadar
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset allocation; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Plan design; Pensions & Retirement>Risk management; Finance & Investments>Economic Scenario Generators
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4A: Maintaining A Pension Plan Long-Term: Hedging the Risks
Capital efficient LDI • Focus on return & alpha • Dynamic management Increase hedge assets • Further increase ... coarse matching at longer maturities May not be dynamic enough to hedge the Aa spread component May not ...- Authors: Alexander Pekker, Christian Robert
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics; Economics>Financial economics; Finance & Investments; Finance & Investments>Investments
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Writing Effective Model Documentation
Writing Effective Model Documentation Article describes how to write effective model documentation ... ther processing within the same model, such as dynamic lapses or experience mortality, it would be appropriate ...- Authors: Jeffrey Scott Jardin
- Date: Nov 2019
- Competency: Communication; Professional Values
- Publication Name: The Modeling Platform
- Topics: Actuarial Profession>Professional development; Modeling & Statistical Methods
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The Modeling Platform, Issue 10, November 2019
ther processing within the same model, such as dynamic lapses or experience mortality, it would be appropriate ... etc.) which have complex interactions (consider dynamic lapse assumptions driven by market performance) ...- Authors: Society of Actuaries
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
etc.) which have complex interactions (consider dynamic lapse assumptions driven by market performance) ... strong path dependency. This may be exacerbated by dynamic modeling techniques that tie deci- sions to market ...- Authors: Dean Kerr, Matthew Zhang, Rahat Jain
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Dynamic Index Market Overview
Dynamic Index Market Overview Representing a large indexed annuity writer, the speakers will discuss ...- Authors: Brandon Igyarto
- Date: Nov 2019
- 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
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VA Reform – Implications on ALM
VA Reform – Implications on ALM The NAIC has adopted revised VM-21 and AG43 for variable annuities, ... guarantees• Typically a two-Greek or three-Greek dynamic replication program 2 Partial economic • Similar ...- Authors: Peter Tian
- Date: Nov 2019
- 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
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From Theory to Practice: FIA Index Crediting Hedging
From Theory to Practice: FIA Index Crediting Hedging Representing a large indexed annuity ... Purchasing static options from a counterparty and/or 2. Dynamic hedging of underlying exposures 5 Focus of this ...- Authors: Alexander B Hookway
- Date: Nov 2019
- 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
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Summary of Recent Research
for more advanced analytical capabilities for dynamic pricing is required to provide immediate and individualized ... currently prepared using Microsoft Office tools with dynamic web-based dashboards accessible at any time.- Authors: Society of Actuaries
- Date: Nov 2019
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Lessons Learned – A Risk Perspective
benefit value. • Natural hedge instruments. • Dynamic hedging is highly effective. GLWB • Equity-contingent ... hedge instruments. • Convexity and cross limit dynamic hedge effectiveness. Lesson 3 Complex products ...- Authors: Daniel D Heyer
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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Policyholder Behavior Experience Data and Modeling
interactions with capital markets risks • Complex and dynamic data • Data sparsity, especially at the company ... channels, option values, rationality, static vs dynamic Required sensitivity testing, with margins inversely ...- Authors: Timothy S Paris
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Capital - Annuities; Annuities>Fixed annuities; Annuities>Individual annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management; Annuities>Deferred annuities
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Spring 2020 CFE – Strategic Decision Making Exam Syllabi
The candidate will be able 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: Oct 2019
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Corporate Finance and Enterprise Risk Management (CFE) Course Overview Study Note for the Strategic Decision Making (SDM) Exam
need to gain useful insight into situations of dynamic complexity in which how everything is interconnected ... Section 4 focuses on identifying and modeling dynamic processes within a complex system and understanding ...- Authors: Society of Actuaries
- Date: Oct 2019
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Corporate Finance and Enterprise Risk Management (CFE) Course Study Note: How Business Dynamics Applies to Actuaries
For example, Table 3-1 Step 2, Formulation of Dynamic Hypothesis, lists many of the mapping tools to ... capital, income, revenue, and liquidity entail many dynamic feedbacks such as: • optionalities in both assets ...- Authors: Society of Actuaries
- Date: Oct 2019
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Spring 2020 Group and Health—Finance & Valuation, Canada Syllabi
Spring 2020 Group and Health—Finance & Valuation, Canada Syllabi View the Spring 2020 Group and ... and Health • GHFV-683-17: CIA Educational Note Dynamic Capital Adequacy Testing • GHFV-684-17: OSFI ...- Authors: Society of Actuaries
- Date: Oct 2019
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Spring 2020 Group and Health—Finance & Valuation, Canada Introductory Study Note
Spring 2020 Group and Health—Finance & Valuation, Canada Introductory Study Note View ... GHC-673-17 GHFV-683-17 CIA Revised Educational Note: Dynamic Capital Adequacy Testing GHC-683-17 GHFV-684-17 ...- Authors: Society of Actuaries
- Date: Oct 2019
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Spring 2020 Quantitative Finance and Investment—Portfolio Management Syllabi
19 & 20 • Managing Investment Portfolios: A Dynamic Process, Maginn & Tuttle, 3rd Edition, 2007 o ... Resources • Managing Investment Portfolios: A Dynamic Process, Maginn & Tuttle, 3rd Edition, 2007 o ...- Authors: Society of Actuaries
- Date: Oct 2019
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Spring 2020 QFI – Quantitative Finance Exam Syllabi
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: Oct 2019
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Spring 2020 QFI – Investment Risk Management Exam Syllabi
Spring 2020 QFI – Investment Risk Management Exam Syllabi View the Spring 2020 QFI – Investment ... advised to read Managing Investment Portfolios: A Dynamic Process, by Maginn et. al., 3rd edition, chapters ...- Authors: Society of Actuaries
- Date: Oct 2019
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Spring 2020 ERM – Enterprise Risk Management Exam Syllabi
practicalities of market risk hedging, including dynamic hedging g) Demonstrate the use of tools and techniques ... • ERM-321-14: LDI Evolution: Implementing Dynamic Asset Allocation Strategies that Respond to Changes ...- Authors: Society of Actuaries
- Date: Oct 2019
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Dynamic v. Static Replication
Dynamic v. Static Replication The speakers will discuss the replication of long-term options, including ...- Authors: Joshua Dobiac, Jeff Greco, Hyunsu Kim FSA,MAAA (Hyunsu)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management
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Future Greeks Without Nested Stochastics – A Neural Network Approach
works on a portfolio of options. • We expected dynamic actuarial assumptions can be handled as well. ... requirement of data input. • Ability to explicitly dynamic hedge to statutory capital. • Cons • Reproducibility ...- Authors: Yu Feng FSA,MAAA (Yu)
- Date: Oct 2019
- 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; Enterprise Risk Management
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VA Hedging Strategies Under New AG 43/VM-21 and C2 PII
will be compared, including explicit dynamic hedge and implicit dynamic hedge. The speakers will also touch ... impact of rebalance frequency on the performance of dynamic hedge. Case studies will be presented to provide ...- Authors: Tao Wang ASA,MAAA , Jerry Mao FSA,FCIA,MAAA (Jerry)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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Lifetime Volunteer Award Recipients
Lifetime Volunteer Award Recipients View the Lifetime Volunteer Award Recipients. Lifetime ... evolving curriculum and preparing actuaries for the dynamic challenges of the industry. Mary's influence radiates ...- Authors: Society of Actuaries
- Date: Oct 2019
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pd-2019-09-pas-session-032.pdf
Analysis Catastrophe Response Loss Evaluation Dynamic Monitoring Boyi Xie, Kongkuo Lu | SOA Predictive ...- Date: Oct 2019