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Long-Term Care Modeling, Part 3: Model Validation
period over which the historical data applies. Dynamic validation on key LTC model cash flows may be ... MODELING PLATFORM | 31 they may include static and dynamic validation, and retrospec- tive testing. In addition ...- Authors: Jeremy Levitt, Lo Linda Chow, Yuan Yuan, Laura Knab
- Date: Nov 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Modeling Platform
- Topics: Long-term Care>Long-term care insurance
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Optimizing CPPI Investment Strategy for Life Companies
Optimizing CPPI Investment Strategy for Life Companies Derives appropriate hedge ratios for CPPI ... value at risk;variable annuities;risk metrics;Dynamic simulation models 6442484022 8/1/2018 12:00:00 ...- Authors: Aymeric Kalife, Saad Mouti
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Quantitative Measures of Bond Liquidity
Quantitative Measures of Bond Liquidity Explains the method used to calculate Liquidity Cost ... & REWARDS | 31 The market PIM (Figure 5) is dynamic. We see large move- ments, in the expected direction ...- Authors: Vadim Konstantinovsky
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management
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Efficient Frontier of New Business
Efficient Frontier of New Business The author constructed the efficient frontier of new business sales ... interest rate environment is simulated. 2) Dynamic policyholder behavior risk. One of the primary ...- Authors: Yuhong Xue
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM
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Global Variable Annuity Relected in New Zealand Product Design
Global Variable Annuity Relected in New Zealand Product Design New Zealand is about to launch its ... a phased introduction of solvency credits for dynamic hedging. As there was no local experience, we ...- Authors: Murray Alan Hilder, Ralph Stewart
- Date: Jan 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: International News
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Individual annuities; Annuities>Investment strategy - Annuities; Annuities>Marketing and distribution - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Annuities>Variable annuities; Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Derivatives; Finance & Investments>Investment policy; Finance & Investments>Investments
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Risk Metrics for Decision Making and ORSA Essay e-Book
Risk Metrics for Decision Making and ORSA Essay e-Book A collection of essays that discuss ... monitoring process needs to be embedded in a dynamic basis into everyday decision making. In at- tempting ...- Authors: Society of Actuaries
- Date: May 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk appetite
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Exploring Policyholder Behavior in the Extreme Tail
Exploring Policyholder Behavior in the Extreme Tail This paper demonstrates that extreme ... paper applies EVT to the study of variable annuity dynamic lapse behavior in the extreme tail. It illustrates ...- Authors: Yuhong Xue
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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Health Insurance and the Valuation Actuary
The interest rate is tied to the life insurance dynamic interest rate and that's currently at 4.5%. l ... constructed table of your own. There were too many dynamic variables to rely solely on a static reserve basis ...- Authors: Application Administrator, Michael Francescone, Frank E Knorr, Glenn A Giese
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Disability insurance; Health & Disability>Health care; Health & Disability>Health insurance; Long-term Care>Long-term care insurance
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Effective Use of Capital
Effective Use of Capital Panel discussion focused on the Effective Use of Capital. Topics included: ... that are within the marketing field, which is the dynamic area where so many things are going on, and we ...- Authors: Richard Kischuk, John C Maynard, Owen A. Reed, Harry S Saunders
- Date: May 1981
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Reinsurance>Financial reinsurance
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Effective Use of Capital
Effective Use of Capital Panel discussion focused on the Effective Use of Capital. Topics included: ... a portion of each risk that you write in this dynamic marketplace. Most reinsurance companies realize ...- Authors: Michael E Mateja, Robert Shapiro, William H. Sahm
- Date: Apr 1981
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Reinsurance; Reinsurance>Financial reinsurance