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Withdrawal Delay Cohort Method Under VM-21
parties, the Variable Annuity Issues (E) Working Group of the NAIC adopted almost all of the recom- mended ... the responsibility assigned to the VM-21 Report Drafting Group. New updated redline instructions are exposed ...- Authors: Matthias Kullowatz, Zohair Motiwalla
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting
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Logistic GLM Credibility
and that 1,082 of them die. Our estimate of mortality among this cohort would be approximately 0.0108 ... confident that the true mortality lies within 5 percent of the estimated mortality. In probabilistic terms ...- Authors: Matthias Kullowatz
- Date: Dec 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Modeling & Statistical Methods>Credibility theory
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Session 45: Assessing Credibility of Predictive Model
Agenda 1. Pleased to meet you 2. Define key terms 3. Survey some specific predictive models 4. Focus on linear ... 𝑚𝑚𝑓𝑓𝑓𝑓𝑠𝑠𝑚𝑚𝑊𝑊 • Observation i has prescribed mortality of 𝑞𝑞𝑖𝑖 = 0.01 • ln 𝑞𝑞𝑖𝑖 1−𝑞𝑞𝑖𝑖 = ...- Authors: Matthias Kullowatz, Brian Campbell
- Date: Sep 2018
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Predictive Analytics
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Assessing Credibility of Predictive Model
𝑚𝑚𝑓𝑓𝑓𝑓𝑠𝑠𝑚𝑚𝑜𝑜 • Observation i has prescribed mortality of 𝑞𝑞𝑖𝑖 = 0.01 • ln 𝑞𝑞𝑖𝑖 1−𝑞𝑞𝑖𝑖 = ... package in R 34 Case study: VA mortality 35 Case study: VA mortality 36 Limited fluctuation credibility ...- Authors: Stuart Klugman, Matthias Kullowatz
- Date: Nov 2019
- Competency: Technical Skills & Analytical Problem Solving