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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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Modeling Q&A with Lei Rao-Knight
modeling work do you do, and what soft- ware platform(s) do you use? We focus on asset-liability management ... recently was we needed to build a blending rate table in AXIS. However, it appeared to only allow equity ...- Authors: Benjamin Neff
- Date: Apr 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Technology & Applications
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Economic Scenario Generators, Part III: In-depth ESG Case Study—Academy Interest Rate Generator
According to the Academy, starting from 1950s monthly S&P data: Return percentiles fit history tightly. Show ... shown in Figure 8. Figure 8 Monthly S&P Returns When comparing AIRG S&P 500 projections against a lognormal ...- Authors: Rahat Jain , Dean Kerr, Matthew Zhang
- Date: Jul 2021
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Life Insurance; Modeling & Statistical Methods