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Overview of Nonguaranteed Elements (NGEs)
Overview of Nonguaranteed Elements (NGEs) Non-guaranteed elements are parameters of life insurance ... insurance. In its basic form, it incorporated a dynamic calculation of policy values based on premiums ...- Authors: David N Cook, Zohair Motiwalla, Karen Rudolph
- Date: Nov 2022
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Life Insurance
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Mortality Improvement Trends, Independent Analysis on Socioeconomic and Other Drivers
Mortality Improvement Trends, Independent Analysis on Socioeconomic and Other Drivers A literature ... ............................ 62 Appendix D: Dynamic Validation ...................................- Authors: Mark Spong
- Date: Oct 2022
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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2017 Individual Life Insurance Mortality Experience Report
There are many plausible explanations for this dynamic, but the committee does not get company-level information ... the analysis in this report. However, this odd dynamic was brought to the attention of the statistical ...- Authors: Tatiana Berezin
- Date: Dec 2021
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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U.S. Post-Level Term Lapse and Mortality Predictive Modeling
review of the model fit by any two variables. The dynamic relationships captured by the model can be understood ... that are captured by the predictive model. The dynamic relationships captured by the models are discussed ...- Authors: Aisling Bradfield, Joanne Yoong
- Date: Nov 2021
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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Projections of COVID-19 Hospitalizations and Deaths
Projections of COVID-19 Hospitalizations and Deaths Since the outbreak began in January, ... statistical models, mechanistic models focus on the dynamic processes through which a virus propagates through ...- Authors: Society of Actuaries
- Date: Apr 2020
- Competency: External Forces & Industry Knowledge
- Topics: Health & Disability; Life Insurance
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Practical Analysis of PBR Mortality Credibility for Term Insurance report
it has been realized, a concept we refer to as dynamic or retrospective mortality improvement. Mortality ... The load decreases through the projection as dynamic mortality improvement takes hold. Additionally ...- Authors: Society of Actuaries, Alijawad Hasham, Steven C Ekblad, Jordan Givan, Sebastian Kleber, David Paul Eckrich
- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Life Insurance
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The Use of Predictive Analytics in the Canadian Life Insurance Industry
The Use of Predictive Analytics in the Canadian Life Insurance Industry The Canadian Institute of ... • [Pricing, experience study, and reserving] Dynamic price optimization • [Pricing, experience study ...- Authors: Deloitte
- Date: May 2019
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance
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Survey of Waiver of Premium/Monthly Deduction Rider Assumptions and Experience
Survey of Waiver of Premium/Monthly Deduction Rider Assumptions and Experience This paper summarizes ... specifically for income replacement, so the same dynamic may not translate to individual life disability ...- Authors: Jennifer Fleck, Paul Correia
- Date: Mar 2018
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance
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2017-modern-deterministic-scenarios
reflect the current market environment and to be dynamic to future changes in the environment. The deterministic ... Because the MDS Scenario Set was designed to be dynamic with respect to the initial interest rate environment ...- Date: Sep 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Life Insurance
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Understanding VM-20 Results
modeling error and changing the structural form of a dynamic lapse formula are further examples of methodology ... NGE modeling is the formula used to represent dynamic policyholder behavior. In the model, there is ...- Authors: Karen Rudolph, Seng Siang Goh, William Hines, Michael Y Nam, William Sayre, David Wang, Tung Tran
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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Impact of VM20 on Life Insurance Product Development-Phase 2
Impact of VM20 on Life Insurance Product Development-Phase 2 This research report is ... target age of 110 in Phase 1. The example includes dynamic logic to set lapses to zero once the product becomes ...- Authors: Paul Fedchak, Jacqueline M Keating, Karen Rudolph, Uri Sobel, Andrew Steenman
- Date: Jul 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Life Insurance
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Hedging with Life and General Insurance Products
portfolio of the insurance company is set, the dynamic programming principle is applied to derive a ... the dynamics of the portfolio value are set, the dynamic programming principle is applied to derive the ...- Authors: Jungmin Choi
- Date: Oct 2016
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty); Life Insurance
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Modeling of Policyholder Behavior for Life Insurance and Annuity Products - A Survey and Literature Review
Modeling of Policyholder Behavior for Life Insurance and Annuity Products - A Survey and ... policyholder behavior assumptions including the use of dynamic modeling approaches. The research team surveyed ...- Authors: PwC, Lucian Lombardi, Marianne C Purushotham
- Date: May 2014
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Life Insurance
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Credit Risk Modeling Techniques For Life Insurers Report
and Jarrow and Turnbull (1997) focus on the dynamic nature of credit risk through credit spreads. Duffie ... Jarrow and Turnbull develop a model that allows for dynamic credit spreads and calculate the associated impacts ...- Authors: Society of Actuaries
- Date: Sep 2012
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Life Insurance
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Report On Pricing Using Market Consistent Embedded Value (MCEV)
given to discretionary management actions and dynamic policyholder behavior. Frictional costs of ... important that the TVOG calculation reflect any dynamic behavior favorable to the policyholder, as well ...- Authors: Zohair Motiwalla, David Wang, Novian Junus, Society of Actuaries
- Date: Jul 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Life Insurance
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RMD Working Group Paper
contracts. For example, a company may decide to use dynamic withdrawal assumptions for a Guaranteed Withdrawal ... contracts with guaranteed withdrawal benefits). Dynamic assumptions may be appropriate for these benefits ...- Date: Mar 2012
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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The Effect of Deflation or High Inflation on the Insurance Industry
simulations when performing cash flow testing or dynamic financial analysis (DFA) and the discrete time ... Paper Series. Browne, Carson, and Hoyt, 2001, “Dynamic Financial Models of Life Insurers,” North American ...- Authors: Stephen P D'Arcy, Kevin Ahlgrim
- Date: Feb 2012
- Competency: External Forces & Industry Knowledge
- Topics: Economics; Global Perspectives; Life Insurance; Modeling & Statistical Methods>Stochastic models
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Graduation by Kernel and Adaptive Kernel Methods with a Boundary Correction
Verrall [58] views Whittaker graduation as a dynamic generalized linear model. 2.2.1 Choice of Kernel ... like to thank Glenn Stone for the use of his dynamic spline fitting program. It was used to produce ...- Authors: Steven Haberman, Richard Verrall, JOHN EMMETT GAVIN
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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Some Simple Models of the Investment Risk in Individual Life Insurance
Some Simple Models of the Investment Risk in Individual Life Insurance This paper develops a theory ... only state variable 2. CI&R use a different dynamic assumption d, = t>{ I e-r ') ~t -t- <t'VI J.- Authors: Application Administrator
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance; Modeling & Statistical Methods
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The Generalized Ordinary Dividend Formula under TEFRA
The Generalized Ordinary Dividend Formula under TEFRA This paper extends the author's ... cases; then, k would become zero. In Section V. a dynamic or floating definition of B .~, is given, which ...- Authors: Donald D Cody
- Date: Oct 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance
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Nonparticipating Adjustable Individual Life Policies
Nonparticipating Adjustable Individual Life Policies This paper considers in more detail ... participating and nonpar- ticipating insurance is more dynamic than the author suggests; over the last twenty ...- Authors: Solomon Goldfinger, Spencer Koppel, Thomas C Powell
- Date: Oct 1979
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Life Insurance>Pricing - Life Insurance
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Inflation and Life Insurance
Inflation and Life Insurance This paper examines the development of inflation and the dilemma ... thing in the world that cannot be saved. They are dynamic rather than static by nature since they repre- ...- Authors: Joseph B Crimmins, J Bruce MacDonald, John C Maynard, Meyer Melnikoff, Arthur Pedoe, Fergus J McDiarmid, Dennis N Warters, Edward A Green, Pearce Shepherd
- Date: Oct 1958
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Economics>Macroeconomics; Life Insurance