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  • Adding Value With Model Validation: AG43 Model Validation Case Study
    support the same business process (e.g., life or annuity reserve valuation) while the model stake- holders ... validation, including: • Discussions with model owner(s) • Collection of all model- related documentation ...

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    • Authors: Winston Hall, Veltcho Natchev, Mike Minnes
    • Date: Apr 2018
    • Competency: Communication>Difficult message delivery; Leadership>Change management; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Enterprise Risk Management>Governance
  • Adding Value with Model Validation
    Enterprise Risk and Capital Models” by M. Stricker, S. Wang and S. Strommen1 • “Anatomy of Model Validation Case ... and implementable) recommenda- tions. Variable annuity hedging is a very complicated process. AG43 models ...

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    • Authors: Winston Hall, Veltcho Natchev, Mike Minnes
    • Date: Nov 2017
    • Competency: Communication>Active listening; Communication>Difficult message delivery; Leadership>Change management; Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Actuarial Profession>Best practices; Enterprise Risk Management>Governance