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The Modeling Platform, April 2018, Issue 7
and interdependent. The cell testing process is dynamic, ranging from a simple, time- dependent roll forward ... ELEMENTS In summary, we discussed the elements in a dynamic system- based cell testing approach. This system- ...- Authors: Society of Actuaries
- Date: Apr 2018
- Competency: Professional Values>Practice expertise; 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; Modeling & Statistical Methods>Modeling efficiency
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2016 SOA Modeling Sessions
this session described methods for developing dynamic functions of full surrender and guaranteed lifetime ... session addressed three issues related to the dynamic hedging of variable annuity products. First, they ...- Authors: Jennifer Wang, Mary Campbell
- Date: Apr 2017
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Enterprise Risk Management>Governance; Modeling & Statistical Methods>Modeling efficiency
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The Modeling Platform, April 2017, Issue 5
this session described methods for developing dynamic functions of full surrender and guaranteed lifetime ... session addressed three issues related to the dynamic hedging of variable annuity products. First, they ...- Authors: Society of Actuaries
- Date: Apr 2017
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Enterprise Risk Management>Governance; Modeling & Statistical Methods>Modeling efficiency
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Roll Your Own Cluster Model
Roll Your Own Cluster Model This article walks through the process of building a cluster model ... to these items from the representative cell. Dynamic items such as initial reserve, initial fund, amount ...- Authors: Robert Crompton
- Date: Dec 2016
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Modeling efficiency
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Long-Term Care Modeling Part 1: An Overview
Long-Term Care Modeling Part 1: An Overview This article is the first installment of a three-part ... Model fitting. This includes retrofitting and dynamic testing to assess and validate that the model ...- Authors: Lo Linda Chow, Kevin Kang, Jillian Cataloni
- Date: Dec 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Long-term Care>Long-term care insurance; Modeling & Statistical Methods>Modeling efficiency
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The Modeling Platform
manner. DOCUMENTATION LIFECYCLE Most models are dynamic, undergoing changes and updates to reflect underlying ... conditions. Effective documentation is similarly dynamic. Effective model documentation is revised and ...- Authors: Society of Actuaries
- Date: Apr 2016
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management; 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: Actuarial Profession>Best practices; Actuarial Profession>Competencies; Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Life Insurance>Policyholder behavior - Life Insurance; Life Insurance>Universal life; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Software
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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 ... annuities;Modeling efficiency;Stochastic models;Dynamic simulation models;Asset modeling;Assumptions;Monte ...- 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
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Health Watch, Issue 79, December 2015, Health Watch
etc., one would be hard-pressed to find a more dynamic industry. And I’m proud to say that the Health ... Correction Models (VECMs), to model multivariate dynamic systems including time dependency be- tween economic ...- Authors: Society of Actuaries
- Date: Dec 2015
- Competency: Communication>Written communication; External Forces & Industry Knowledge; Leadership>Influence; Professional Values>Ethical standards; Relationship Management>Team leadership; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Big picture view; 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: Health Watch
- Topics: Experience Studies & Data>Disability; Health & Disability>Critical illness insurance; Health & Disability>Health care; Health & Disability>Health insurance; Health & Disability>Health risks; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Regression analysis; Technology & Applications>Computer science
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The next step forward: Can one actuarial system do it all?
The next step forward: Can one actuarial system do it all? The next evolution of actuarial ... and cloud solutions have enabled more com- plex, dynamic analyses to be produced in a timely fashion. Adopting ...- Authors: Corey A Carriker, Jason Morton, Ryan Kiefer
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Actuarial Profession>Best practices; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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What is the Scope of Model Validation?
Does the portion of model require static or dynamic validation? These bullet points are just a taste ... current period actuals. Some refer to this as dynamic validation interchangeably. Most models have ...- Authors: Society of Actuaries, James McClure
- Date: Aug 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Actuary Magazine
- Topics: Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Sensitivity testing; Pensions & Retirement>Assumptions and methods
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Inforce Data Compression Methods for Actuarial Modeling
s i o n(3) Validating Results •Static and Dynamic Validation •Validating with Reduced Cell or Reduced ... generate too much output to store. • Aggregate or dynamic modeling features may not work correctly; ex: reinsurance ...- Authors: Matthew Wininger
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Modeling efficiency
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Time Series Analysis and Forecasting
Time Series Analysis and Forecasting This paper outlines a method of parametric modeling ... intervals. The process that we have outlined is a dynamic process. That is, steps 3, 4, and 5 may be repeated ...- Authors: James C Hickman, Robert B Miller, Frank Reynolds, Richard W Ziock
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Regression analysis