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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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The Importance of Centralization of Actuarial Modeling Functions, Part 4 - DevOps and Automated Model Governance
The Importance of Centralization of Actuarial Modeling Functions, Part 4 - DevOps and ... article describes how to externalize code of Moody's Axis platform to Visual Studio, so that all the actuarial ...- Authors: Bryon Robidoux
- Date: Nov 2020
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Technology & Applications>Computer science
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Model Governance: Controls and Culture
model is fit for the purpose of its given application(s). 4. Providing an audit trail. No matter how thorough ... risks. An example scoring rubric is provided in Table 1. Discussing the operational risk ratings in a ...- Authors: Uri Sobel, Ryan Krisac, Zohair Motiwalla
- Date: Apr 2018
- Competency: Relationship Management; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Enterprise Risk Management>Governance; Modeling & Statistical Methods>Modeling efficiency