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April issue of The Modeling Platform
April issue of The Modeling Platform Read the April 2020 issue of The Modeling Platform, ... SOA’s commitment to providing its members with dynamic learning experiences, rewarding volunteer opportunities ...- Authors: Society of Actuaries
- Date: Apr 2020
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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The Modeling Platform, Issue 10, November 2019
ther processing within the same model, such as dynamic lapses or experience mortality, it would be appropriate ... etc.) which have complex interactions (consider dynamic lapse assumptions driven by market performance) ...- Authors: Society of Actuaries
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
etc.) which have complex interactions (consider dynamic lapse assumptions driven by market performance) ... strong path dependency. This may be exacerbated by dynamic modeling techniques that tie deci- sions to market ...- 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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Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products
enough? 3. Liability Assumptions – What dynamic lapse, dynamic utilization and other assumptions are ... The lapse assumption used in the example has a dynamic component that reflects the amount the GLWB is ...- Authors: Society of Actuaries, Timothy Hill, Dale Visser, Ricardo Trachtman
- Date: Oct 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Building an Economic Scenario Generator
Building an Economic Scenario Generator This session at the SOA 2003 Washington, DC Spring ... becomes to maintain that. In our model we use at dynamic financial analysis (DFA), we've made some compromises ...- Authors: Hal Warren Pedersen
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods>Scenario generation
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When Is It Right To Use Arbitrage-FreeScenarios?
When Is It Right To Use Arbitrage-FreeScenarios? When Is It Right To Use Arbitrage-Free Scenarios? ... will usually vary over time. That is, there is a dynamic hedging strategy that, given the usual assumptions ...- Authors: Stephen Britt
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation