1
-
75
of
91
results (0.66 seconds)
Sort By:
-
Concurrent Session 3A:The Market Impact of Dynamic Hedging on Hedging Program Performance
Concurrent Session 3A:The Market Impact of Dynamic Hedging on Hedging Program Performance Insurance ...- Authors: Larry Zhao, Oksana Cherniavsky, Aymeric Kalife
- Date: Feb 2018
- Competency: External Forces & Industry Knowledge>External forces and business performance; Professional Values>Ethical standards; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Derivatives; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
-
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
-
Multivariate Modeling of Asset Returns for Investment Guarantees Valuation
ion 7 of 20 Models Models –– GARCHGARCH • Dynamic Conditional Correlation (DCC) – Idea: modelin ... investment/2006/pdf/2111_v.3.pdf DCC: Engle, R.F. (2002), «Dynamic Conditional Correlation: A Simple Class of Mu ...- 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
-
Introduction to Embedded Value
issues like policyholder behavior and lapse and dynamic lapse assumptions. It's a little more sensitive ... Introduction to Embedded Value 19 between dynamic lapse rates and policyholder behavior. When you ...- Authors: Steeve Jean, Lori L Helge, Matthew P Clark
- Date: Sep 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Embedded value
-
Medicare Modernization Act [MMA] - The Biggest Challenge to Medicare Since 1965
Medicare Modernization Act [MMA] - The Biggest Challenge to Medicare Since 1965 Panelists discuss ... I think that it will make for an interesting dynamic in terms of who buys what. Medicare Modernization ...- Authors: John Fritz, Patrick J Dunks, Corey Berger, STEVEN LIEBERMAN
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Social Insurance>Medicare
-
Stochastic Embedded Value 'EV' and Its Use in Risk Measurement and Financial Management, Part 1
Stochastic Embedded Value 'EV' and Its Use in Risk Measurement and Financial ... secondary guarantees, as well as bringing in whatever dynamic policyholder behavior that might occur. Step ...- Authors: Hubert B Mueller, Michael Spurbeck
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Embedded value
-
Liability Modeling Concepts
Liability Modeling Concepts Panelists discuss the basics of modeling including: model ... selection, appropriate model granularity, static and dynamic model validation, efficient model refresh processes ...- Authors: Robert Welander, Jeffery Fitch, Uri Sobel
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods
-
Applied Modeling Concepts—Product Guarantees
two sides to validation: static validation and dynamic validation. Static means you need to check that ... that the data model was reasonably accurate. Dynamic validation is looking at the projection and making ...- Authors: Dennis L Stanley, James Stoltzfus, Don Wilson
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Guaranteed living benefits; Modeling & Statistical Methods
-
Hedging and Other Mitigation Techniques
other items that we need to think about include dynamic lapse and mortality. In the case of a living benefit ... We're faced with C-3 Phase II. We want to put our dynamic- rebalancing strategies into our capital calculations ...- Authors: Andrew D Rallis, Ellen Cooper, Kenneth Mungan
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Investment strategy - Finance & Investments
-
Capital and Hedge Modeling for Variable Annuities
some of the things you have to think about are dynamic assumptions. It doesn’t make sense to use stochastic ... increasing need to incorporate hedging. Why do we need dynamic assumptions? If you haven’t been to any sessions ...- Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
-
Minimum Guaranteed Benefits on Variable Annuities
done to validate models on both a static and dynamic basis. The model used must fit the purpose. These ... available. Again, it's important to consider dynamic policyholder behavior because there are definitely ...- Authors: J Gaule, Larry M Gorski, James W Lamson, John M O'Sullivan
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting>Statutory accounting
-
Implementation of SOP 03-1
Implementation of SOP 03-1 10 What about dynamic policyholder behavior? At this point, once again ... running. We'll worry about other things later on. Dynamic policyholder was one of those areas that tended ...- Authors: Richard Farrell, Kevin L Kehn
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]
-
How to Make Guarantees on VAs Worth More than the Paper They're Written On
the most part, as one would expect. Turning off dynamic lapses had a significant reduction in the capital ... requirements a bit. Of course, when turning off dynamic annuitization drastically, the results were about ...- Authors: Ari Lindner, Jason Kehrberg
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
-
Target Surplus and Reserves for Health Plans
Target Surplus and Reserves for Health Plans Measurement and benchmarking of surplus levels provide ... testing (CFT), gross premium valuation (GPV) and dynamic solvency testing (DST). To set the stage on ...- Authors: John Lloyd, John M Stenson, Daniel Pribe
- Date: May 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance
-
Medicare Prescription Drugs
Medicare Prescription Drugs Panelists review the history of why Medicare has lacked prescription ... the market doesn't have any drug coverage. This dynamic could potentially change with the introduction ...- Authors: Janet Carstens, Corey Berger, Brian Glassman, Ted Marmor
- Date: May 2004
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Social Insurance>Medicare
-
Long-Term Disability Valuation Issues
make sure that the average amount respects the dynamic of reporting. That is for the lag 0, we should ... assumptions. At the end, it should lead to a more dynamic management of assumptions. Because it precisely ...- Authors: G Nicholas Smith, Delaine Hare, ERIC POIRIER
- Date: May 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Long-term Care>Long-term care insurance
-
Health Valuation Issues: Traditional Products
Health Valuation Issues: Traditional Products Panelists lead participants in a discussion ... experiencing double-digit trends. The environment is dynamic and moving along very rapidly. We frequently get ...- Authors: Jin-Dih Shih, Martin Staehlin, Kenny W Kan
- Date: Jun 2003
- Competency: Communication; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Standards of practice; Health & Disability>Health insurance
-
Embedded Value of Life Insurance Product Lines
What's best? The best practices are providing a dynamic model, and this model is kind of exciting (Figure ... 8.3 Projected Change in Assumptions Dynamic modeling clarifies potential impact of projects ...- Authors: Nancy Bennett, Michael Kaster, Sim Segal, Brian Campbell
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Embedded value
-
Pricing and Managing Derivative Risk: An Integral Risk Function
the tail and work your way up. We'll talk about dynamic hedging and active hedge programs. It's a theoretically ... will not necessarily give you full credit for dynamic hedging programs. If so, it will be sub-optimal ...- Authors: James P Greaton, Paul Haley, Novian Junus, Marshall C Greenbaum, Howard Zail
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
-
Embedded Value
Embedded Value From a panel discussion session at the 2002 Valuation Actuary Symposium, ... assumption changes. The embedded value system is a dynamic system. We intend to use best-estimate assumptions ...- Authors: Nancy Bennett, Edward Jarrett, David E Neve, James Reiskytl, Richard J Lauria, Duncan Briggs
- Date: Sep 2002
- Competency: Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting
-
Appraisals of Long-Term Disability and Life Waiver Blocks
Appraisals of Long-Term Disability and Life Waiver Blocks This session addresses buying or selling ... HEINRICHS: Great, so we'll certainly change the dynamic when the Krieger takes its long-needed nap.- Authors: Peter A Heinrichs, Daniel D Skwire
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Disability insurance
-
Hot Technologies
but lack that dynamic quality. Let's create the electronic actuary report or dynamic PowerPoint presentation ... change the interest rate. What if there were a dynamic system that would allow you to do the same thing ...- Authors: William Fred Farris, Richard A Derrig, Joseph Alaimo, Mark A Tillman
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Technology & Applications
-
Innovations in Hospital Reimbursement Methodologies
Innovations in Hospital Reimbursement Methodologies This teaching session explores how variability ... provider cost differences and start changing the dynamic of the negotiations? The best negotiations ...- Authors: William J Fox
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Payment models
-
Risk-Based Capital Update
have to change assumptions and make them more dynamic. They may have well worked for reserve purposes ... Philadelphia, so stay tuned. That is an evolving dynamic issue and one that may move us forward toward a ...- Authors: Larry M Gorski, Alastair G Longley-Cook, James Reiskytl
- Date: May 2002
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Public Policy
-
Understanding and Managing Annuity Risks
es: o You have a choice between static and dynamic hedging. o This is somewhat of an oversimplification ... process — whether it's reinsurance, some type of dynamic hedging, static hedging or whatever. You definitely ...- Authors: Michael J O'Connor, Ari Lindner, Scott Priebe
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Individual annuities
-
The Truth About Preferred Risk Product Design
overall comment. Doug said there are a lot of dynamic things going on with the field force, the agents ... it’s all interesting, but it’s not dynamic. If it were dynamic, the solution would be to do some calculus ...- Authors: Application Administrator, Steven Andrews, Douglas A Ingle
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Life Insurance>Pricing - Life Insurance; Life Insurance>Underwriting - Life Insurance
-
Practitioner's Forum
Life Insurance (ACLI) actuarial committees on dynamic valuation interest rate proposal. The speakers ... what everyone is going to do. That’s like the dynamic valuation interest rates in the standard valuation ...- Authors: James Bridgeman, Norman E Hill, Joseph A Sikora
- Date: Nov 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Actuarial Profession>Standards of practice; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting; Public Policy
-
General 'Modeling' Techniques
statutory versus GAAP accounting • Static and dynamic model validation techniques • Data integrity ... modeling;Assumptions;Audits;Deterministic models;Dynamic simulation models;Lapse rates=Lapses;Marketing ...- Authors: Michael Harris, Duncan Briggs, REBECCA LYNN BURTON
- Date: Nov 2001
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods
-
Ask The Experts
Ask The Experts From a session at the 2001 Valuation Actuary Symposium, held in Lake Buena ... below the minimum standards. We then considered dynamic financial condition analysis. I believe the unified ...- Authors: Frank M Amrine, Andrew Bodine, Armand de Palo, Mark Freedman, Charles D Friedstat, James P Greaton, Meredith Ratajczak, William J Schreiner, Stephen N Steinig
- Date: Nov 2001
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Actuarial Profession>Standards of practice; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting; Financial Reporting & Accounting>Tax accounting; Public Policy
-
Complex Liability Modeling Issues
by these products • Selecting realistic dynamic assumptions • Techniques used in modeling ... communicate risks Antiselection;Deferred annuities;Dynamic simulation models;Equity-indexed annuities;Financial ...- Authors: Application Administrator, Thomas J Mitchell, John M O'Sullivan, Joseph M Rafson
- Date: Nov 2001
- Competency: Communication; External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods
-
Accounting for Policyholder Dividends
Accounting for Policyholder Dividends This panel discussion session explored alternative methods ... or you could choose to have dynamic interest rates. If you choose dynamic interest rates, then the mere ...- Authors: Kenneth LaSorella, Darryl Wagner, Patricia Matson, Brian Purves
- Date: Oct 2001
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Public Policy
-
Alternative/Simplified Underwriting for Life and Health Products
Alternative/Simplified Underwriting for Life and Health Products This session discusses ... because the information in the credit files is very dynamic, it’s updated on a daily basis and there’s a huge ...- Authors: Craig M Baldwin, Ryan Levin, Loren Kane, Jerry Conrad, Hank George
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health risks
-
Current Risk-Based Capital Developments For Disability Income, Long-Term Care, And Stop Loss
Capital Developments 5 Table 2 10 Dynamic management modeling • P = phase in factor (% of ... management dynamics (Table 2). One key management dynamic is the phase-in factor. This is the percentage ...- Authors: Michael S Abroe, Burton Jay, Darrell Knapp, Dennis Lauzon
- Date: May 2001
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Disability insurance; Long-term Care>Long-term care insurance; Reinsurance>Stop-loss insurance
-
Interest Scenarios
It does not actually attempt to emulate the dynamic of interest-rate term structure. An arbitrage-free ... the Heath & Jarrow & Morton Model describes the dynamic of the forward rate. All three models are classical ...- Authors: Application Administrator, John M Bragg, Larry M Gorski, John B Gould, Regina Lefkowitz, Sarah Christiansen, Jeffrey S Roth, John D Marcsik, Vladimir S Ladyzhets
- Date: Oct 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
-
Innovative Investment Vehicles: Modeling Considerations
Innovative Investment Vehicles: Modeling Considerations From a session at the 2000 Valuation ... our group. Another piece of evidence of the dynamic nature of these markets is that equity participation ...- Authors: Catherine Ehrlich, Frederick W Jackson, William Zehner, David J Merkel
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments
-
General Modeling Techniques
platforms • Model structure • Static and dynamic model validation techniques • Data integrity ... testing;Deterministic models;Disability insurance;Dynamic simulation models;Equity-indexed annuities;Generally ...- Authors: Robert G Meilander, Brian S Reid, Kevin Brimmer, Kitty Ching, Steeve Jean, Keith E Floman
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods; Technology & Applications>Software
-
Practitioner's Forum
Practitioner's Forum From an interactive forum session at the 2000 Valuation Actuary ... flow testing;Conditional Tail Expectation=CTE;Dynamic simulation models;Guaranteed living benefits=GLB;Life ...- Authors: Franklin Clapper, Armand de Palo, Kenneth Hammond, Isadore Jermyn, Hal B Phillips, Stephen N Steinig, Robert Buckner
- Date: Sep 2000
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting
-
Complex Liability Modeling Issues
when we set up a model. Then we also have other dynamic information, such as commissions, expenses, and ... having to see if it makes sense. Everything about dynamic validation won’t make sense. That’s because these ...- Authors: Kenneth Bonvallet, Mike Dorsel, Katharine Young, Douglas Robbins
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Asset liability management; Financial Reporting & Accounting; Modeling & Statistical Methods
-
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 ...- 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
-
Fuzzy Logic
Fuzzy Logic From a session at a meeting of the Society of Actuaries held in Las Vegas, ... cognitive map. It actually began as an exercise in dynamic systems by Bart Kosko. It was an effort to analyze ...- Authors: Timothy Swankey, Richard A Derrig, Fred A Watkins
- Date: May 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
-
Update - Futurism 101
Update - Futurism 101 Presented at October 1996 Annual Meeting. An update on Futurism Section activities ... use these techniques in their day-to-day work. Dynamic simulation models; 17296 10/1/1996 12:00:00 AM ...- Authors: E Tom Hughes, Alan Mills, Peter C Bishop
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Forecasting
-
Forecasting Social Security Actuarial Assumptions
Forecasting Social Security Actuarial Assumptions Presented at October 1996 Annual Meeting. ... because it's taken on a static basis. I prefer the dynamic basis that the aged aren't people 65 and over; ...- Authors: Richard Foster, Edward Frees, Howard Young, Krzysztof Ostaszewski
- Date: Oct 1996
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Forecasting; Social Insurance>Social Security
-
Implementing the Illustration Regulation: The Clock is Ticking
Implementing the Illustration Regulation: The Clock is Ticking Presented at October ... accomplish this is to make your calculation engine a dynamic link library that can be shared with the illustration ...- Authors: Application Administrator, David Karo, Daniel Theodore, Robert E Wilcox
- Date: Oct 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Marketing and distribution - Annuities; Life Insurance>Marketing and distribution - Life Insurance; Public Policy
-
Asset/Liability Management in Practice
Asset/Liability Management in Practice Presented at October 1996 Annual Meeting. Recent ... cash-flow matching, and now people are starting to use dynamic stochastic earnings and surplus optimization.- Authors: David A Hall, David L Rockwell, Joseph M Rafson, Donald P Groover, Douglas T Healy
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management
-
Fair Value of Insurance Liabilities
Fair Value of Insurance Liabilities Presented at June 1996 Spring Meeting. This session presents ... possible with existing methods for option pricing, dynamic cash-flow testing, and appraisal. The method ...- Authors: Frederic W Corwin, J Duran, S Michael McLaughlin, Robert C Wilkins
- Date: Jun 1996
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Fair value accounting
-
Different Views on Funding Adequacy
Different Views on Funding Adequacy Presented at June 1996 Spring Meeting. Discusses pension ... would start by saying that funding adequacy is a dynamic process, and when determining funding adequacy ...- Authors: Christopher M Bone, Richard Daskais, Malcolm P Hamilton, Marilyn Miller Oliver, William J Sohn, Stephen Lee
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Funding
-
F-580 Light Corporate Finance
Investments. Managing Investment Portfolios: A Dynamic Process, by John L. Maginn and Donald L. Tuttle ... covers rating agencies, risk-based capital, and dynamic financial condition analysis. The investment ...- Authors: Judy L Strachan, Werner F M De Bondt
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
-
Technology and the Small-Company Actuary
Technology and the Small-Company Actuary Presented at May 1996 Spring Meeting. Presents ... cash-flow testing. Now we have cash-flow testing, and dynamic solvency testing is probably going to be around ...- Authors: Carol A Marler, William Zehner, Jeanne Carbone, Jeffrey M Robinson, Tom McDonald
- Date: May 1996
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Technology & Applications
-
Microsoft Windows 95: Revolutionary or Evolutionary?
Microsoft Windows 95: Revolutionary or Evolutionary? Presented at May 1996 Spring Meeting. ... solve some problems? The number one thing is the dynamic configuration capabilities; he is able to undock ...- Authors: Michael F Davlin, Patrick A Basso, Steven Hambruch
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Technology & Applications>Software
-
Technology and the Actuarial Pricing Model - What Comes Next?
types of scenarios and conditions. We need more dynamic strategies, things that will simulate more proactive ... the calibration of models will come from more dynamic feedback from the systems that have been used to ...- Authors: Shane A Chalke, Thomas W Reese, Irwin T Vanderhoof, Douglas A George, Mark C Abbott
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods; Technology & Applications>Software
-
Liability Modeling I – Annuity Products
policyholder behavior first, which includes dynamic lapse rates, dynamic premium withdrawals and policy loans ... flow, withdrawal loans, and some of the other dynamic assumptions. TABLE 2 Lapse Model Development ...- Authors: Greg Mateja, Michael J Murphy, Meredith Ratajczak
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods
-
General Asset/Asset Specific Modeling
portfolio rate that comes off those assets in your dynamic cash-flow testing and use that information to ... and ask some questions. I strongly recommend a dynamic link from your CMOs to your ALM software. That ...- Authors: David N Becker, Peter Tilley
- Date: Sep 1995
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Software
-
Surplus Management
companies in Canada and has been heavily involved in dynamic solvency testing. I'd like to just make a few comments ... over to Mike Lombardi, who will then address dynamic solvency from the Canadian perspective, in particular ...- Authors: George J Hebel, Mike Lombardi, Robert A Nelson, Michael L Zurcher
- Date: Sep 1995
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Capital management - ERM
-
State Variations and Reconciliation Requirements for Valuation/Appointed Actuaries
State Variations and Reconciliation Requirements for Valuation/Appointed Actuaries Presented at September ... One example is that some states adopted the dynamic maximum valuation interest rates for annuities ...- Authors: Frank Buck, Shirley Hwei-Chung Shao
- Date: Sep 1995
- Competency: Professional Values>Public interest representation; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting>Statutory accounting
-
Long-Term Care
Long-Term Care Presented at September 1995 Valuation Actuary Symposium. This session ... chapter of the Dynamic Financial Condition Analysis Handbook. We used to call this the Dynamic Soh,ency Handbook ...- Authors: Burton Jay, Bartley L Munson, James Robinson
- Date: Sep 1995
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting>Statutory accounting; Long-term Care>Long-term care insurance; Technology & Applications>Software
-
Ask The Experts
more related questions. These have to do with dynamic lapses. Again, there's a series of questions ... structure of the formula and the actual factors) for dynamic lapsation? Do companies change their formula from ...- Authors: Shane A Chalke, J Duran, Daniel J McCarthy, Karen MacDonald
- Date: Sep 1995
- Competency: Professional Values>Practice expertise; Professional Values>Public interest representation; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting>Statutory accounting
-
Life and Deferred Annuity Liability Models
validation: data integrity, static validation, and dynamic validation. Data integrity relates to the underlying ... before applying gross-up factors. Dynamic Validation Dynamic validation compares modeled results ...- Authors: Douglas Doll, C Elam, Jacqulynn Abdella
- Date: Sep 1994
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance
-
Practical Asset/Liability Modeling for CMOs
specific types of CMO tranches, analyzing them under dynamic scenarios, and looking at some of the more difficult ... a look at the differences between static and dynamic modeling. I'll begin with a set of case studies ...- Authors: Randall Boushek, David A Hall
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investments
-
Guideline XXX [Reserves for Term Policies]
develop a new CSO mortality table which wouid be dynamic and reco.~,nize additional classificatious of risks ... of a provision to make these selection factors dynamic as additional experience is published by the ...- Authors: Application Administrator, William Buchanan, Stanton L Cole, David H Jungk
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Life Insurance>Reserves - Life Insurance; Life Insurance>Term life
-
Measurement of Financial Performance
Measurement of Financial Performance The concept of Value Added [based on Embedded Value] is ... adequacy. The question of capital adequacy is a dynamic, rather than a static, question: Does the company ...- Authors: Patricia Guinn, John Hele, Douglas C Kolsrud
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Embedded value
-
Surplus Management For Health Insurers
insurance. Target surplus formulas began to use a more dynamic approach. Somewhat arbitrary factors were applied ... through a formula and come up with a number. Its a dynamic modeling approach. MR. RICCI: When you're looking ...- Authors: John Ames, Richard Kischuk, Donald M Peterson, David A Ricci
- Date: Apr 1989
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance
-
Social Security Integration
Social Security Integration Discusses the Tax Reform Act of 1986 and the limits taking effect ... that it's frozen and it can't be continued as a dynamic formula subject to the old integration rule with ...- Authors: Wayne R Foster, Kathryn G Marticello, Donald S Grubbs, Richard Schreitmueller
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension legislation and regulation
-
A Case Study in Asset/ Liability Management
pull together and I would like to call those the dynamic or the interest-sensitive assumptions, and I think ... MR. JACOBS: This graph allows us to create a dynamic lapse rate assumption or formula where we can ...- Authors: Gregory D Jacobs, Dean C Willman, David R Gardner, Gregg Huey
- Date: May 1987
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management
-
Health Maintenance Organization -HMO- Pricing Techniques.
Health Maintenance Organization -HMO- Pricing Techniques. This session discussion is about development ... and at what level of membership?" The process is dynamic and the actuary needs to communicate with the ...- Authors: David W Krueger, David Ogden, Harvey Sobel, James B Little
- Date: Apr 1987
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health care
-
Valuation Reports for Regulators
Valuation Reports for Regulators From the 1986 Valuation Actuary Symposium, held in Washington ... Basical ly, New York was concerned about the Dynamic Valuat ion Law as it was and did not want companies ...- Authors: Donna Claire
- Date: Oct 1986
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Actuarial Profession>Qualifications; Actuarial Profession>Standards of practice; Financial Reporting & Accounting>Statutory accounting; Public Policy
-
Non-Traditional Marketing Through Broadcast Media
your total response in. Television is a very dynamic media. We can look at each TV station as a list ... costs as direct mail. And because television is dynamic, it allows you to continue to retest while you're ...- Authors: John Ladley, Gary A Kauffman, Eugene R Raitt
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance; Life Insurance>Marketing and distribution - Life Insurance
-
Sources Of Profit Analysis
In a compos- ite GAAP for DAC, it's through a dynamic process that you get your DAC. If interest rates ... FASB seems to be headed. The point is it's a dynamic product that we're working with, and you can't ...- Authors: Jeffrey Harper, Gregory D Jacobs, Charles C McLeod
- Date: Oct 1986
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Financial management; Technology & Applications>Analytics and informatics
-
Making Valuations Using Cash Flow Analysis
Making ... good and suf f i c ient reserves is t ru ly a dynamic one, and we undoubtedly sti l l have much ... l iabi l i t ies. Durat ion match ing is a dynamic s t ra tegy , espec ia l ly if in teres t ...- Authors: Joseph J Buff, Michael E Mateja, Michael R Tuohy
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
-
Pricing And Investment Philosophy For Interest-Sensitive Products
Pricing And Investment Philosophy For Interest-Sensitive Products Presented at May 1986 ... modeling cash flows and so on. If you can develop a dynamic process that will model the behavior of securities ...- Authors: Martin Klein, Arthur L Rebell, Michael Reilly, Martin Ruby, Dale B Wolf
- Date: May 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Investment strategy - Finance & Investments; Life Insurance>Pricing - Life Insurance
-
Corporate Modeling And Forecasting - Practical Aspects Of The Valuation Actuary Recommendations
Corporate Modeling And Forecasting - Practical Aspects Of The Valuation Actuary Recommendations ... adequacy opinion requirements. Cash flow testing;Dynamic simulation models;Life reserves;Market value of ...- Authors: Michael C Batte, Joseph J Buff, Dennis Carr, Russell B Tucker, Stanley B Tulin
- Date: May 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Forecasting
-
Market Value Adjusted Products
Market Value Adjusted Products Presented at May 1986 Spring Meeting. This session discussion ... Annuity Reserve Valuation Method (CARVM) under the dynamic valuation law of the 1980 amendments. This means ...- Authors: William Carroll, Jan Pollnow, Donald R Sondergeld, Murray John Taylor
- Date: May 1986
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Individual annuities; Life Insurance>Non-forfeiture benefits
-
New Product Accounting Alternatives
use minimum statutory reserves, especially with dynamic valuation interest rates, reasonable asset/liabilitymatching ... asset/liabilitymatching to support use of the higher dynamic valuation interest rates. Currently, not many companies ...- Authors: Timothy V Bechtold, John T Glass, Jan Pollnow, Steven Stoner, William T Tozer
- Date: Oct 1985
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting
-
Individual Health Insurance Reserve Issues
1987. It would seem preferable to have a more dynamic approach for determin- ing the interest rate, perhaps ... date. In effect, that would move us back to the dynamic interest rate provided for under the existing minimum ...- Authors: E Paul Barnhart, Robert Dobson, Jan O'Sullivan, Mark E Litow, W H Odell
- Date: Oct 1985
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Statutory accounting; Health & Disability>Health insurance
-
Practical Solutions To Managing The Interest Rate Risk
12½ percent. The investment management should be dynamic so that if interest rates rose we could invest ... simplified. The actual investment strategy is dynamic. Market conditions and quality relation- ships ...- Authors: Michel Levesque, Klaus Shigley, Donald A Stewart, Joel S Feingold, Daniel Morin
- Date: Jun 1985
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments
-
Life Insurance Tax Law
Life Insurance Tax Law Presented at May 1985 Spring Meeting. This session discussed: Overview ... 4.5 percent interest or 1980 CSO mortality and dynamic interest. Certain small companies even have the ...- Authors: Harris N Bak, Frank Buck, Timothy Harris, Norman E Hill, Mark Hopfinger
- Date: May 1985
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Public Policy