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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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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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The Modeling Platform, Issue 10, November 2019
The Modeling Platform, Issue 10, November 2019 Read the November 2019 issue of The Modeling Platform, published by the Modeling Section. Newsletters provide practical information for the working ...- 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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April issue of The Modeling Platform
April issue of The Modeling Platform Read the April 2020 issue of The Modeling Platform, published by the Modeling Section. Newsletters provide practical information for the working actuary, ...- Authors: Society of Actuaries
- Date: Apr 2020
- 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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Introduction to Distributed Computing
Introduction to Distributed Computing This article explains why distributed computing systems have grown in popularity as well as the benefits and drawbacks of implementing them. Big ...- Authors: Jason Altieri
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Modeling efficiency; Technology & Applications>Computer science; Technology & Applications>Software
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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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GAAP Long-Duration Targeted Improvements: Whether Largely a Compliance or Modernization Exercise, the Considerations for the Modeling Actuary are Numerous
GAAP Long-Duration Targeted Improvements: Whether Largely a Compliance or Modernization Exercise, the Considerations for the Modeling Actuary are Numerous This article explores some key ...
- Authors: Ryan Laine, Dave Czernicki, Jean-Philippe Larochelle
- Date: Apr 2021
- Competency: Strategic Insight and Integration
- Publication Name: The Modeling Platform
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Modeling efficiency
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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