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  • Impact of Terrorism on Future Mortality Assumptions
    Impact of Terrorism on Future Mortality Assumptions Presented at May 2002 Spring Meeting. Presenters ... Presenters discuss a method of mortality projection on various scenarios about terrorism that have been ...

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    • Authors: Mark C Rowley, Peter C Bishop
    • Date: May 2002
    • Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation
  • Regulatory Update
    Regulatory Update Summary of NAIC's Winter National Meeting Appointed Actuary;Standard Valuation ...

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    • Authors: Karen Rudolph
    • Date: Mar 2017
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: In The Public Interest
    • Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Grey Swans: Fifty Shades of Grey - Plausible Stress Testing
    parameterized family of enlargements fAtgt0 of A such that s > t implies As At A and (1 At) ! 0 as t ! 1 ... Fn(xn)); x 2 Rn; where copula density c(u) = @ n @u1@unC(u); u 2 [0; 1]n, i.e., fX is obtained by reweighting ...

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    • Authors: Gary Nan Tie
    • Date: Feb 2016
    • Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Scenario generation