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The Modeling Platform, Issue 10, November 2019
Coordinator Vikas Sharan, FSA, FIA, MAAA 2019 Life & Annuity Symposium Coordinator Nicole Kim, FSA, MAAA 2019 ... first looks at upcoming accounting changes for U.S. Generally Accepted Accounting Principles (GAAP) ...- 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
MODELING PLATFORM MODELING SECTION Some mortality table sets have many demographics, which leads to ... associated with them. Figure 2 Structure of Mortality Table Set With Multiple Demographics Tidy Data ...- 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
Generator (AIRG), the most commonly used ESG by U.S.-based actuaries. See Figure 1 for an overview of ... assigning a market-consistent value to a variable annuity (VA) product with a guaranteed minimum accumulation ...- 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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Beware stochastic model risk!
staple of actuarial work. In the life insurance and annuity business, they are often used for hedging of long-term ... stochastic model and fit the IS SU E 74 A U G U ST 2 01 9 4 | AUGUST 2019 RISKS & REWARDS ...- Authors: Stephen Strommen
- Date: Sep 2019
- Competency: Professional Values; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models