Edition
Refine your search
  • {{result}}
Browse by Topic
or
Publication Browse
1 - 10 of 25 results (0.48 seconds)
Sort By:
  • Economic Scenario Generators
    Economic Scenario Generators 2011 SOA IFRS Seminar, Hong Kong. This is an Excel spreadsheet associated ... 'Economic Scenario Generators' of the 2011 SOA IFRS Seminar held in Hong Kong. The spreadsheet facilitated ...

    View Description

    • Authors: Eric Man Chun Yau
    • Date: Aug 2011
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Scenario generation
  • Beware stochastic model risk!
    Beware stochastic model risk! The article warns against treating the results of a stochastic model with more deference than other ... of model and calibration. Statistical methods 9/17/2019 12:00:00 AM ...

    View Description

    • Authors: Stephen Strommen
    • Date: Sep 2019
    • Competency: Professional Values; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
  • April issue of The Modeling Platform
    LDTI (long duration targeted improvements), and IFRS 17 is coming. Not to men- tion, interest rates have ... regulatory and accounting changes, such as LDTI and IFRS 17, the actuary has been asked to make a lot of changes ...

    View Description

    • Authors: Society of Actuaries
    • Date: Apr 2020
    • Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: The Modeling Platform
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Market-Consistent Scenario Generation
    Market-Consistent Scenario Generation This article discusses scenario generators to price or value ... -0.763 91.79 8.21 7.89 16 1.560 130.05 0.00 0.00 17 1.325 125.54 0.00 0.00 18 0.149 105.24 0.00 0.00 ...

    View Description

    • Authors: Sam Nandi
    • Date: Jul 2006
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: CompAct
    • Topics: Modeling & Statistical Methods>Scenario generation
  • Reinsurance News, August 2014, Issue 79
    Steve Mannik Reinsurance News | AUGUST 2014 | 17 help combat fraud, but we will never fully eliminate ... ... Interview with Steve Mannik … | FROM PAGE 17 Reinsurance News | AUGUST 2014 | 19 ReRun ...

    View Description

    • Authors: Society of Actuaries
    • Date: Aug 2014
    • Competency: Communication>Written communication; External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills; Leadership>Influence; Leadership>Mentoring; Leadership>Thought leadership; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Reinsurance News
    • Topics: Actuarial Profession>Management skills; Actuarial Profession>Professional development; Demography>Longevity; Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>International Accounting Standards Board [IASB]; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension finance; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Pension legislation and regulation; Public Policy; Reinsurance>Life reinsurance; Reinsurance>General reinsurance
  • VM-20 Scenarios - An Observation
    31 34 28 60 34 31 29 27 26 25 24 70 29 20 22 19 20 17 18 80 22 15 16 16 16 12 13 90 18 11 13 13 12 9 9 ... 80 30 24 23 25 20 22 23 90 25 16 19 19 17 19 21 100 20 13 17 14 14 15 18 in years 15 and later. Thus ...

    View Description

    • Authors: Timothy Cardinal
    • Date: Dec 2016
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: The Modeling Platform
    • Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Reserves - Life Insurance; Life Insurance>Secondary guarantees; Modeling & Statistical Methods>Scenario generation
  • Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products
    Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products The research investigates the challenges associated with determining a ... 52 655 17 2,553 947 22 ... 87 5 (17) 109 58 159 ...

    View Description

    • Authors: Society of Actuaries, Timothy Hill, Dale Visser, Ricardo Trachtman
    • Date: Oct 2008
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Stability of Representative Pricing Scenarios
    Stability of Representative Pricing Scenarios The primary focus of this 1997 presentation from the ... 919 99% 22.919 75% Q3 18 .492 95% 22.919 50% Med 17 .511 90% 22.4975 25% Q1 16 .329 10% 14.212 0% ...

    View Description

    • Authors: Sarah Christiansen, Kelley Buchacker
    • Date: Jan 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Economics; Modeling & Statistical Methods>Scenario generation
  • A Practical Guide to Interest Rate Generators for C-3 Risk Analysis
    Shiu [1], Boyle [3], Hogan and Breidbart [9], Sharp [17]). Some models are based on statistical methods ... sensitive to changes in parameters. Figures 10--17 show a sample of the yearly changes in the 1-year ...

    View Description

    • Authors: Sarah Christiansen
    • Date: Oct 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods>Scenario generation
  • Regulatory Update
    Regulatory Update Summary of NAIC's Winter National Meeting Appointed Actuary;Standard Valuation ... 2017 CSO, and is characterized as approximately 17 percent. The tables are male/female/unisex, with ...

    View Description

    • Authors: Karen Rudolph
    • Date: Mar 2017
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: In The Public Interest
    • Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
    • Per Page: