1
-
9
of
9
results (0.41 seconds)
Sort By:
-
The Art of Asset Adequacy Testing
FINANCIAL REPORTER Dynamic Lapse Function Q71 in the practice note addresses dynamic lapse modeling. The ... of sur- render charges, market and many others. Dynamic lapse func- tions are required for annuities by ...- Authors: Society of Actuaries, Rostislav Zilber, Jeremy Johns
- Date: Dec 2016
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>Statutory accounting
-
End to End Assumption Documentation Practices
End to End Assumption Documentation Practices On October 30, 2015, the SOA Assumption Development ... for highly variable assumptions, such as the dynamic lapse assumption for variable annuity products ...- Authors: Alexander Zaidlin, Hua Li
- Date: Mar 2016
- Competency: Communication>Written communication; External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Actuarial Profession>Best practices; Experience Studies & Data
-
Hitting the Target: Improvements to U.S. GAAP for Long-Duration Insurance Contracts
Hitting the Target: Improvements to U.S. GAAP for Long-Duration Insurance Contracts After ... ment without at least partial backtrack to a more dynamic stan- Front-End Loads Many people interpret existing ...- Authors: Steven Malerich
- Date: Dec 2015
- Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
-
Acronyms for Actuaries
common measure risk for insurance companies. DCAT Dynamic Capital Adequacy Testing DCAT must be completed ... SEC authority for discretionary rulemaking. DFA Dynamic Financial Analysis DFA is a simulation approach ...- Date: Mar 2012
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Actuarial Profession; Technology & Applications
-
Model Compression and Stochastic Modeling
Model Compression and Stochastic Modeling Discusses methods to efficiently run stochastic models ... 000 or more scenarios. For companies modeling dynamic hedging, each policy might need to be projected ...- Authors: Craig Reynolds
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Modeling & Statistical Methods>Stochastic models
-
The Fair Valuation of Insurance Liabilities: The Information Set Perspective
The Fair Valuation of Insurance Liabilities: The Information Set Perspective ongoing discussion ... product lines, they will jointly determine a new dynamic boundary on the regulator’s call on corpo- rate ...- Authors: Michael F Davlin
- Date: Mar 2006
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Economics>Financial economics; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Capital management - Finance & Investments; Financial Reporting & Accounting>Fair value accounting
-
The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic Simulation
The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic ... techniques and usages Conditional Tail Expectation=CTE;Dynamic simulation models;Financial reporting;Guaranteed ...- Authors: Ronald Harasym
- Date: Sep 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Financial management; Financial Reporting & Accounting; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
-
Principles of Capital Market Modeling
Principles of Capital Market Modeling Discussion of Capital Market Modeling techniques ... market;Deterministic models;Discount rates=Interest rates;Dynamic simulation models;Market value of assets;Monte ...- Authors: Andres Vilms
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Portfolio management - ERM; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
-
Pricing for the Volatility Risk of Traditional Actuarial Risks
Pricing for the Volatility Risk of Traditional Actuarial Risks Measurement of ... reserving Deterministic models;Disability insurance;Dynamic simulation models;Risk measurement;Risk modeling;Stochastic ...- Authors: Jeyaraj Vadiveloo, Charles I Vinsonhaler
- Date: Mar 2003
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments