1 - 3 of 3 results (0.83 seconds)
Sort By:
  • Enterprise Risk Management
    risk variables. Right now, our models don't do dynamic loans, and that's something that we want to be ... elements is now defined by some sort of stochastic or dynamic process. Earnings at Risk (EAR) The metric here ...

    View Description

    • Authors: Max Rudolph, Francis Sabatini, Russell Osborn
    • Date: Sep 2000
    • Competency: External Forces & Industry Knowledge>General business skills; Strategic Insight and Integration>Big picture view
    • Publication Name: Record of the Society of Actuaries
    • Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Financial management
  • Financial Modeling Integration
    Financial Modeling Integration From a session at a meeting of the Society of Actuaries held ... tax laws, or policyholder behavior, dynamic lapses, and dynamic elections are going to be, then you bump ...

    View Description

    • Authors: Josephine Marks, Russell Osborn, Craig Merrill, S Michael McLaughlin
    • Date: Jun 2000
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods
  • Advanced Topics in Annuity Modeling
    representative nonlevel scenarios to test the various dynamic elements of the model. Look at whether the crediting ... this -- the base lapse rate and, of course, the dynamic element. Both of these are extremely important ...

    View Description

    • Authors: Francis Sabatini, Peter Tilley, Russell Osborn
    • Date: Sep 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Annuities; Modeling & Statistical Methods