Description: An overview of bias and fairness in machine learning models, as they apply to use cases in life insurance.

Description: Edited Content: Discover more about key Economic Scenario Generation (ESG) topics that are relevant for actuarial applications. Expect a focus on risk-neutral / market-consistent ESGs, like setting long term assumptions and scenario reduction. Long tern assumptions will focus on a basic introduction to challenges in deriving long term assumptions and key concepts to better understand how those are set. Come explore a basic overview of scenario reduction techniques and challenges as well as common sense criteria to address the reasonableness of the reduction. Provided Content: The overall objective would be to introduce key ESG (Economic Scenario Generation) topics to actuaries, with two topics below that are relevant for actuarial applications. We intend to focus on risk-neutral / market-consistent ESGs. 1. Setting long term assumptions o A basic introduction to challenges in deriving long term assumptions and key concepts to better understand how those are set 2. Scenario reduction o A basic overview of scenario reduction techniques and challenges as well as common sense criteria to address the reasonableness of the reduction

Description: This discussion at the SOA 1968 Philadelphia and Los Angeles Regional Meetings is about corporate planning and the actuary's role in the process.

Description: 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 and news about section activities.

Description: Article describing content and key takeaways from experience completing the SOA PA Certificate

Description: 1987 Valuation Actuary Symposium. This session discussed the implementation of a solvency testing process, associated company considerations, and the ways in which the process might be viewed by other parties.

Description: The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear optimization framework for Conditional Value-at-Risk-based portfolio selection problems to optimization over a more general class of risk measure known as the class of Coherent Distortion Risk Measure. From Actuarial Research Clearing House, 2012 Vol. 1.

Description: There is increasing industry interest in applying behavioral science to optimize product design decisions and improve outcomes for both insurers and their customers. With a growing set of options within product designs, predicting consumer behavior continues to get increasingly complex. Join this webcast for an overview of key behavioral economic concepts. Key insights will be shared from two SOA projects that explore how behavioral economic techniques can be used in various parts of the life insurance new business process and inforce management.

Description: This paper investigates the implications of using the Basel II motivated Advanced Measurement Approaches as a method to assess operational risk capital charges for banks and insurance companies with regard to U.S. regulations. The AMA developed in the paper uses actuarial loss models complemented by the extreme value theory to determine the empirical probability distribution function of the aggregated capital charges in the context of various classes of copulas. From Actuarial Research Clearing House, 2006.