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Real-World Interest Rate Models and Current Practices
overview of the different types of real world interest rate scenarios that practitioners use in the life ... modeling;American Academy of Actuaries=AAA;Scenario generation=Scenario generators=Economic scenario generators;Real ...- Authors: Jean-Philippe Larochelle, Marshall Lin, Francisco Orduna
- Date: Jul 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Real-world interest rate models in a low interest rate environment
examines the implication of using real-world interest rate scenario generators with a block of fixed deferred ... generated with the Academy Interest Rate Generator , as well as an alternative economic scenario generator ...- Authors: Marshall Lin, Jean-Philippe Larochelle, Francisco Orduna
- Date: Dec 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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GAAP Long-Duration Targeted Improvements: Whether Largely a Compliance or Modernization Exercise, the Considerations for the Modeling Actuary are Numerous
Compliance or Modernization Exercise, the Considerations for the Modeling Actuary are Numerous This article ... article explores some key challenges facing the modeling actuary related to LDTI implementation and shares ...- 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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GAAP Accounting for Long-Duration Contracts: Ramifications for the Modeling Actuary
Ramifications for the Modeling Actuary This article discusses important implications of the upcoming Long-Duration ... accounting change for the modeling actuary. We discuss the modeling implications of new GAAP standards for ...- Authors: Jean-Philippe Larochelle, Ryan Laine, Dave Czernicki
- Date: Apr 2019
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods