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Session 106: Embracing Tools and Technologies to Improve Management Reporting
Session 106: Embracing Tools and Technologies to Improve Management Reporting The actuarial ... them, and proposed steps toward entrenching this dynamic and insightful approach to management reporting ...- Authors: David Alison FSA (David), Kaushal Narayan Balanadu FSA,CERA (Kaushal), Ramandeep Nagi, Margaret Brandl
- Date: Feb 2020
- Competency: Results-Oriented Solutions
- Topics: Technology & Applications; Technology & Applications>Visualization
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Industry Best Practices for Data Protection
Industry Best Practices for Data Protection This session will discuss strategy and tactics for ... de-identified datasets via common pseudonyms Dynamic ability to merge new sources to existing sources ...- Authors: Jordan Durlester, Bradley Joseph Lipic
- Date: Nov 2019
- Competency: Results-Oriented Solutions
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Dynamic Index Market Overview
Dynamic Index Market Overview Representing a large indexed annuity writer, the speakers will discuss ...- Authors: Brandon Igyarto
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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VA Reform – Implications on ALM
VA Reform – Implications on ALM The NAIC has adopted revised VM-21 and AG43 for variable annuities, ... guarantees• Typically a two-Greek or three-Greek dynamic replication program 2 Partial economic • Similar ...- Authors: Peter Tian
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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From Theory to Practice: FIA Index Crediting Hedging
From Theory to Practice: FIA Index Crediting Hedging Representing a large indexed annuity ... Purchasing static options from a counterparty and/or 2. Dynamic hedging of underlying exposures 5 Focus of this ...- Authors: Alexander B Hookway
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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Lessons Learned – A Risk Perspective
benefit value. • Natural hedge instruments. • Dynamic hedging is highly effective. GLWB • Equity-contingent ... hedge instruments. • Convexity and cross limit dynamic hedge effectiveness. Lesson 3 Complex products ...- Authors: Daniel D Heyer
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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Policyholder Behavior Experience Data and Modeling
interactions with capital markets risks • Complex and dynamic data • Data sparsity, especially at the company ... channels, option values, rationality, static vs dynamic Required sensitivity testing, with margins inversely ...- Authors: Timothy S Paris
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Capital - Annuities; Annuities>Fixed annuities; Annuities>Individual annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management; Annuities>Deferred annuities
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Dynamic v. Static Replication
Dynamic v. Static Replication The speakers will discuss the replication of long-term options, including ...- Authors: Joshua Dobiac, Jeff Greco, Hyunsu Kim FSA,MAAA (Hyunsu)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management
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Future Greeks Without Nested Stochastics – A Neural Network Approach
works on a portfolio of options. • We expected dynamic actuarial assumptions can be handled as well. ... requirement of data input. • Ability to explicitly dynamic hedge to statutory capital. • Cons • Reproducibility ...- Authors: Yu Feng FSA,MAAA (Yu)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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VA Hedging Strategies Under New AG 43/VM-21 and C2 PII
will be compared, including explicit dynamic hedge and implicit dynamic hedge. The speakers will also touch ... impact of rebalance frequency on the performance of dynamic hedge. Case studies will be presented to provide ...- Authors: Tao Wang ASA,MAAA , Jerry Mao FSA,FCIA,MAAA (Jerry)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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Session 33: B/I - Languages of Predictive Analytics (PA): A Tower of Babel?
Optional typing: Why choose between static and dynamic typing? Built-in, extensive multiprocessing ... modeling, simulating and analyzing multi-domain dynamic systems. Advanced numerical programming language ...- Authors: Rosmery Cruz, Jeff T Heaton
- Date: Sep 2019
- Competency: Results-Oriented Solutions
- Topics: Technology & Applications>Computer science; Technology & Applications>Software
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Session 19: ALL - Embracing Disruption: InsurTech and the Future of Actuarial Science
Session 19: ALL - Embracing Disruption: InsurTech and the Future of Actuarial Science What pain ... are informing risk • Prospective modeling allows dynamic pricing adjustments rather than retrospective ...- Authors: Xiaojie Wang, Hari Sundram
- Date: Sep 2019
- Competency: Results-Oriented Solutions
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2019 Reinsurance Seminar Presentations
2019 ... 50+% ITM 25 - 50% ITM 5 - 25% ATM OTM 11 …but dynamic sensitivity has also changed over the years 12 ... Fr eq ue nc y GLWB income commencement is dynamic 18 Dur 11+ Dur 3-10 18 0% 10% <50 50-59 ...- Authors: Jeffrey Katz, Michael Kaster, Gregory J Roemelt, Xueli Zhang, Timothy S Paris, Lisa Marie Domonkos, James J Halloran, Mark Spong, Brendan Kearney , David Schieldrop , Stephen Keating , Jason Kao
- Date: Sep 2019
- Competency: Results-Oriented Solutions
- Topics: Reinsurance
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Session 50 - Targeting Risk and Improving Controls Under US GAAP Targeted Improvements
cohort testing • Stress / sensitivity testing • Dynamic validation • Leakproof testing • Assess fit for ... customized rollforwards Detective • Static and dynamic validations Mistakes flow through financials undetected ...- Authors: Kevin Desmond, Paul Chao-Liang Chen, Kathleen Kervick
- Date: Aug 2019
- Competency: Results-Oriented Solutions
- Topics: Actuarial Profession>Best practices; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Session 7: C-ROSS Phase II – Credit Risk and Market Risk
Session 7: C-ROSS Phase II – Credit Risk and Market Risk The key tasks of credit risk capital ... 债和计量利差风险的资产。 寿险采用情景法 历史情景法无法较好反映利率扭曲上升和下降情况 选用动态多因子模型(Dynamic Nelson Segal)对资产端 利率波动进行拟合,效果更佳,且对市场中产生波动的 不同影 ...- Authors: Xin Liu
- Date: Jul 2019
- Competency: Communication; Professional Values; Relationship Management; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Experience Studies & Data; Public Policy; Technology & Applications
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Session 2B: Building Portfolios for Retirement
Session 2B: Building Portfolios for Retirement Learn industry best practices including challenges ... realised volatility of the portfolio due to the dynamic strike methodology keeping the protection relevant ...- Date: Jul 2019
- Competency: Communication; External Forces & Industry Knowledge; Leadership; Professional Values; Relationship Management; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Pensions & Retirement; Environment
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Managed Strategies
terms in the marketplace Allocation based: dynamic allocation, multi-strategy, multi-asset, risk parity ... Most risk managed funds employ some form of dynamic allocation between risky and less risky assets ...- Authors: Marshall C Greenbaum
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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VA Guarantee Reinsurance Market Status
VA Guarantee Reinsurance Market Status Reinsurance has been available for VA Guarantees for over ... Correlation Hedge program – inherent risks Dynamic “buy high / sell low” – balance overtrading vs ...- Authors: Ari Linder
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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Market Trends
Market Trends This session will provide an overview of the evolution of equity-based ... intersections between talent, assets and ideas – the dynamic formula that drives business performance. Together ...- Authors: Society of Actuaries, Matthew Coleman
- Date: Nov 2017
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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Hedging of Equity Risks: An Overview
Hedging of Equity Risks: An Overview The presentation will outline the different possibilities insurance ... hedge funds, etc.) unlike the substantially more dynamic and complicated VA risks Easily manageable ...- Authors: Sebastian Lutz
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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Efficient VA Hedging Instruments for Target Volatility Portfolios
equity scenarios (“equal crash protection”) Dynamic Adjustment: Compare TV put to scaled vanilla put ... Volatility Puts vs. Vanillas SPXT10UT 6m 95%; Dynamic Adjustment Average Price and Payoff by Trade ...- Authors: Society of Actuaries, Jon Spiegel
- Date: Nov 2016
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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A Study of Exotic Equity-linked Guarantees: Pricing, Projections, Hedging, and Performance
A Study of Exotic Equity-linked Guarantees: Pricing, Projections, Hedging, and Performance The ... will be presented. Pricing issues, along with dynamic hedging, as well as projections of MSC into the ...- Authors: Pawel Konieczny
- Date: Nov 2016
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Pensions & Retirement>Risk management
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Pension Product Pricing and Longevity Risk Management
Pension Product Pricing and Longevity Risk Management Mr. Rallis will discuss trends in the market for ... • Industry tables a typical starting point • Dynamic projection anticipates future improvements ...- Authors: Andrew D Rallis
- Date: Sep 2016
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement
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SOA Risk Management Task Force - Pricing For Risk Survey
Assumption PAD 84 22.76% Capital allocation 47 12.74% Dynamic lapse formula 40 10.84% Stochastic scenario analysis ... handled? Assumption stress testing 109 38.52% Dynamic lapse formula 74 26.15% Assumption PAD 48 16.96% ...- Authors: Society of Actuaries, David T Henderson
- Date: Dec 2002
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance
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Long-Term-Care Asset Management
Long-Term-Care Asset Management This session provides an exploration of the asset side as presenters ... rate environments? There’s a certain dynamic in terms of the dynamic hedging strategy you have to do to ...- Authors: Mark Newton, Richard B Pitbladdo
- Date: May 2001
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Long-term Care
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Disability Insurance on the Internet
Disability Insurance on the Internet This session discusses offering disability insurance ... Future LIMRA’s U.S. Small Business in 2000, A Dynamic Market 4%Other 3%Insurance Agent 3%Banker 19%Financial ...- Authors: Paul D Hitchcox, James Morris, Scott Haglund
- Date: May 2001
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Disability insurance; Technology & Applications>E-commerce
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Mutual Companies - Extinct in Canada?
Mutual Companies - Extinct in Canada? Panelists discussed the implications of the growing trend ... condition of the company by the preparation of the dynamic capital adequacy test. There is great reliance ...- Authors: Nicholas Bauer, Mike Lombardi, Stephen J Friedman
- Date: Oct 1999
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Global Perspectives; Public Policy
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It's 11 O'Clock - Do You Know Where Your Data Is?
It's 11 O'Clock - Do You Know Where Your Data Is? Presenters examined the importance ... factors combined are working to create a more dynamic reinsurance marketplace. There has been about ...- Authors: John P Carroll, Alice B Goldstein, Michael Pado, Steven Andrew Finch, Nathanial B Wallman
- Date: Oct 1999
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Technology & Applications>Data warehousing
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Performance Management - And Anxiety!
Performance Management - And Anxiety! 1999 SOA Regional Meeting, Atlanta. In this session on ... guarantee. With transfer pricing, we have a more dynamic pricing platform that can examine shifts in the ...- Authors: Mark Milton, Michael J Murphy, John S Tillotson, Alton Cogert
- Date: May 1999
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Update on Mutual Holding Companies
Update on Mutual Holding Companies 1998 SOA Annual Meeting, New York. Panelists discussed the ... value of the company. There's an organizational dynamic. Companies should be valued, not on a book basis ...- Authors: Jeffrey Beckley, Carl Harris, E Tom Hughes, Thomas P Tierney
- Date: Oct 1998
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Statutory accounting; Public Policy
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Economic Scenario Generators ESG and Actuarial Practice
Economic Scenario Generators ESG and Actuarial Practice 1998 Valuation Actuary Symposium. The ... this, but the bottom line is you may get a new dynamic link library (DLL) from a vendor, and your code ...- Authors: Michael F Davlin, Mark S Tenney, Steven Craighead, Hongfei Zhang, Vladimir S Ladyzhets
- Date: Jan 1998
- Competency: Results-Oriented Solutions
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
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Provider Network Building In Nonmetropolitan Areas
small town, and there's a very close-knit kind of dynamic there. 62 PROVIDER NETWORK BUILDING IN NONMETROPOLITAN ... variations of those. But it's a very interesting dynamic in markets, because once a primary-care physician ...- Authors: James O'Connor, Roy H Flaherty, Douglas Freeman, Thomas L Wiley
- Date: Jun 1994
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance
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Dealing with Difficult Assumptions
Dealing with Difficult Assumptions 1994 SOA Spring Meeting, San Francisco. In this session the ... difficult to quantify is that yeu have all these dynamic assumptions: what will be used for policyholder ...- Authors: James Merwald, Larry Stern, Douglas A George, Rachel M Hancock
- Date: May 1994
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession
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Long-Term Minimum Interest Rate Guarantees
rate is dynamic. However, in this age of rapidly changing interest rates it may not be dynamic enough ... review, and presumably a new law will be more dynamic than the current one. Even though interest rates ...- Authors: Joseph E Crowne, Cristina S Keppler, John Schreiner, William T McKinzie
- Date: May 1994
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Investment strategy - Annuities; Finance & Investments; Life Insurance
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Capital Management
Capital Management 1993 SOA Meeting, Quebec. This session is about capital management. Topics ... Finally,a new area that we are moving toward is dynamic solvencytesting (DST), which is the extensionof ...- Authors: Michael Cowell, Glen Gammill, Alastair G Longley-Cook, Klaus Shigley
- Date: Jun 1993
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments
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The Changing Face of Reinsurance
The Changing Face of Reinsurance 1993 SOA Meeting, Quebec. This session is about how reinsurers ... market. It threatensto eliminate us from the most dynamic aspectsof the life insuranceindustry. Reinsuranceis ...- Authors: Le Roy H Christenson, James L Sweeney, Brian G Holland, Ross Morton
- Date: Jun 1993
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Global Perspectives; Reinsurance; Reinsurance>Life reinsurance
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Goal Setting and Achievement - Art or Science
Goal Setting and Achievement - Art or Science 1993 SOA Meeting, Quebec. ... progressreview steps. The work plan can also be used as a dynamic tool for managingthe project going forward by includingnotes ...- Authors: Elaine Mandrish
- Date: Jun 1993
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession
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Managing Statutory Performance
Managing Statutory Performance 1992 SOA Annual Meeting, Washington, D.C. The stated purpose ... But I do think that this focus toward a more dynamic and aggressive management of the products is necessary ...- Authors: Patricia Guinn, Terence Lennon, David E Neve, Robert Ozenbaugh
- Date: Oct 1992
- Competency: Results-Oriented Solutions; Strategic Insight and Integration
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Statutory accounting
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Cash-Balance Plans and Age-Weighted Profit-Sharing Plans Basic
under the new plan, so they put in a permanent dynamic grandfather for anyone who was 45 with five years ... most of these subsidiaries. They put in a 10-year dynamic grandfather for everyone so that, whatever plan ...- Authors: David Benovitz, Richard Joss, Juan N Kelly, Maria Sarli, Lloyd A Katz
- Date: Apr 1992
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Defined contribution and 401k plans; Pensions & Retirement>Hybrid plans