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Are Your Indexed UL Earnings Underperforming Pricing Expectations?
Are Your Indexed UL Earnings Underperforming Pricing Expectations? The article discusses ... carriers. Some use static hedging, while others use a dynamic hedging approach, given the difficulty of trying ...- Authors: Nik Godon
- Date: Jan 2024
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Product Matters!
- Topics: Financial Reporting & Accounting; Life Insurance>Policyholder behavior - Life Insurance; Life Insurance>Pricing - Life Insurance; Life Insurance>Universal life
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Harnessing BI Tools for In-force Metrics and KPIs
fields, not unlike a pivot table, but much more dynamic and versatile. Filtering and Drill-Down Capabilities: ... pave the way for an insurance landscape that's as dynamic, informed, and visionary as the professionals who ...- Date: Jan 2024
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Product Matters!
- Topics: Experience Studies & Data; Technology & Applications>Business intelligence
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Coordinating VM-31 With ASOP No. 56 Modeling
interactions and the model's ability to reflect dynamic policyholder behavior interactions. The model's ... requires "tables showing numerical static and dynamic validation results." ASOP No. 56 Section 3.6.2 ...- Authors: Karen Rudolph
- Date: Jul 2022
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Life Insurance
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The Future of Actuarial Models
The Future of Actuarial Models A look at the near future and far future of various elements ... actuaries are adding a bit more sophistication. Dynamic policyholder actions such as selective lapsation ...- Authors: Nathan Worrell
- Date: Jul 2022
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Actuary of the Future
- Topics: Technology & Applications>Analytics and informatics; Technology & Applications>Software; Predictive Analytics>Modeling techniques; Technology & Applications>Artificial intelligence & machine learning
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Why Glide Paths Should Evolve
Calculations References Bellman, R.E. (1957), Dynamic Programming, Dover. Ibbotson, R., Milevsky, M. ... Samuelson, P., (1969). Lifetime portfolio selection by dynamic stochastic programming, The Review of Economics ...- Authors: Dimitry D Mindlin
- Date: Jun 2022
- Competency: Professional Values; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Investment policy; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Pension finance; Pensions & Retirement>Pension investments & asset liability management
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Optimizing QDIAs for Retirement
Optimizing QDIAs for Retirement The article describes the factors that should determine ... fund components should itself be regarded as a dynamic optimization exercise. Plan sponsors without internal ...- Authors: Paul Donahue
- Date: Jun 2022
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Retirement Section News
- Topics: Pensions & Retirement>Defined contribution and 401k plans; Pensions & Retirement>Plan design; Pensions & Retirement>Post retirement risks
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Potential Modeling Challenges in a Negative Interest Rate Environment
discount cash flows, as well as in annuity factor and dynamic lapse calculations. The models used by actuaries ... annuities or universal life, most models employ a dynamic lapse adjustment that is a function of the difference ...- Authors: Zohair Motiwalla
- Date: Mar 2022
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
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Deep Learning for Liability-Driven Investment
optimization of a dynamic asset allocation strategy is difficult to achieve with dynamic programming, whose ... construct a framework for learning the optimal dynamic strategic asset allocation plan for LDI, one can ...- Authors: Kailan Shang
- Date: Feb 2022
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Predictive Analytics
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Fixed Indexed Annuity Fair Value Quantification and Valuation
different levels of required pricing spreads. Dynamic lapse is also important risk to reflect in FIA ... will have a higher incentive to lapse the policy. Dynamic lapse rate varies across different simulated interest ...- Authors: Tao Wang ASA,MAAA , Peter M Phillips
- Date: Feb 2022
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting
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Macroeconomics-Based Economic Scenario Generation
This paper introduces actuaries and others to dynamic stochastic general equilibrium (DSGE) models, a ... new research introducing actuaries and others to dynamic stochastic general equilibrium (DSGE) models, a ...- Authors: Society of Actuaries
- Date: Apr 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Technology & Applications