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  • Understanding the Riskiness Of A GLWB Rider For FIAs
    Understanding the Riskiness Of A GLWB Rider For FIAs The article explores impact of resetting cap vs ... choice for the GLWB rider for a Fixed Index Annuity for a Point to Point. Moreover, analysis of a Monthly ...

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    • Authors: Pawel Konieczny, Jae Jung
    • Date: Apr 2016
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risk Management
    • Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
  • The Actuary Vol. 22, No. 2 After The Crash: Statistical Implications
    The Actuary Vol. 22, No. 2 After The Crash: Statistical Implications This article considers considers ... considers how the assumptions and statistical methods used to analyze investments are likely to change as a ...

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    • Authors: Aaron Tenenbein
    • Date: Feb 1988
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: The Actuary Magazine
    • Topics: Economics>Financial markets; Modeling & Statistical Methods>Asset modeling
  • Asset Modeling Challenges for VM-20 Projections
    Article from The Financial Reporter March 2018 Issue 112 18 | MARCH 2018 THE FINANCIAL REPORTER ... Reanna Nicholsen With the first year of the NAIC VM-20 transition period under the U.S. life insurance ...

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    • Authors: Benjamin Slutsker, Reanna Nicholsen, Jason Kehrberg
    • Date: Mar 2018
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling
  • Hand Over, not Fall Over: Focus on Actuarial Model Handoff
    Hand Over, not Fall Over: Focus on Actuarial Model Handoff This article discusse key considerations ... to account for while planning for and executing the initial actuarial model handoff from development ...

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    • Authors: Alexander Zaidlin, Youn Kim
    • Date: Apr 2018
    • Competency: 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: Modeling & Statistical Methods>Asset modeling
  • Horses for Courses
    Horses for Courses ... Explores the open vs. closed systems debate with regards to actuarial modeling and exposes the over-simplification ...

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    • Authors: Van Beach
    • Date: Oct 2017
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Change management; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: CompAct
    • Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Technology & Applications>Analytics and informatics; Technology & Applications>Business intelligence; Technology & Applications>Computer science; Technology & Applications>Data warehousing; Technology & Applications>Software
  • A New Risk Metric for Defined Benefit Pension Plans
    order for actuaries to play a valuable role in the realm of enterprise risk management ERM, they must provide ... advice and quantitative analyses. In this paper, the authors use stochastic simulation technology to present ...

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    • Authors: Thomas D Bergan, David Fishbaum
    • Date: Oct 2006
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Actuarial Practice Forum
    • Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Risk management
  • Multivariate Modeling of Asset Returns for Investment Guarantees Valuation
    Multivariate Modeling of Asset Returns for Investment Guarantees Valuation Presentation at the 41st Actuarial ... paper considers the problem of extending regime-switching models for asset returns to the situation with ...

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    • Authors: Christian-Marc Panneton, Mathieu Boudreault
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
  • Actuarial Model Component Design
    Actuarial Model Component Design The article describes the key components of actuarial model, leading practices ... practices in designing them, and characteristics of well-built models. Asset modeling;Deterministic models;Modeling ...

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    • Authors: Bill Cember, Jeffrey Yoon
    • Date: Nov 2017
    • Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
  • Modeler Q&A with David Yu
    Modeler Q&A with David Yu ... Modeling experience sharing by David Yu who leads the retirement product and asset model development team ...

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    • Authors: Hoi Kwan, Donghai Yu
    • Date: Nov 2018
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Annuities>Group plans - Annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models