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A Handful of Economic Capital Model Observations
A Handful of Economic Capital Model Observations Commentary on practical observations resulting from ... constructing and running Economic Capital models. Possible standardization of assumptions and result interpretation ...- Authors: David M Walczak
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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A Handful of Economic Capital Model Observations
A Handful of Economic Capital Model Observations Commentary on practical observations resulting from ... constructing and running Economic Capital models. Possible standardization of assumptions and result interpretation ...- Authors: David M Walczak
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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April issue of The Modeling Platform
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, articles on trends that impact sections ...- 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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Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
Economic Scenario Generators, Part I: Motivation for Stochastic Modeling This article is the first installment ... installment of a three-part series that aims to provide an overview of ESGs and will focus on the general ...- 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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RILA GLWB Designs and Market Risk Analysis
GLWB Designs and Market Risk Analysis An overview of guaranteed lifetime withdrawal benefits (GLWB) on ... index-linkedannuity (RILA) products and a stochastic analysis of market risks. Market risk By Matt Heaphy, Nicholas ...- Authors: Matthew Kevin Heaphy, Nicholas Carbo, David J Elliott
- Date: May 2023
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Product Matters!
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Guaranteed living benefits; Modeling & Statistical Methods; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
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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 actuary ...- 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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Drawing Appropriate Statistical Inferences
this Teaching Session the instructor discussed the importance of making sure the correct inferences were ... Topics included: 1. Applying the assumption of a normal distribution. 2. Drawing inferences ...- Authors: Douglas Robbins
- Date: Sep 2003
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
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A Computation Method for Discounting Stochastic Scenarios Under IFRS 17
article describes a technique for calibrating each of the scenario's cashflows so that they can be discounted ... discount factors or curves without distorting the value of underlying options and guarantees. IFRS 17 ...- Date: Sep 2019
- Competency: Results-Oriented Solutions
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models