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A Computation Method for Discounting Stochastic Scenarios Under IFRS 17
Under IFRS 17 Market consistent valuations require path-dependent discounting for scenarios. IFRS 17's ... the value of underlying options and guarantees. IFRS 17, Locked-in rates, market consistent valuation, ...- Date: Sep 2019
- Competency: Results-Oriented Solutions
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
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Stochastically Forecasting Accounting Standards
Stochastically Forecasting Accounting Standards Feature article describing the latest developments ... Standards Board. FASB;IASB;Financial reporting;IFRS;Stochastic models 6442454448 3/1/2014 12:00:00 ...- Authors: Henry Siegel
- Date: Mar 2014
- Competency: External Forces & Industry Knowledge
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Modeling & Statistical Methods>Stochastic models
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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 ...- 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
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Need for Speed: How to optimize models for maximal run efficiency
Need for Speed: How to optimize models for maximal run efficiency Producing a crystal-clear balance ... reporting bases—including stat- utory, U.S. GAAP, IFRS and tax—modelers should strive to centralize the ...- Authors: Housseine Essaheb
- Date: May 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Automation
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Economic Capital: A Case Study To Analyze Longevity Risk
4: Figure 5: AUGUST 2010 RISKS AND REWARDS | 17 In fact, the main difference between the two methods ... decreASiNg vAlueS.“ “ ECONOMIC CAPITAl … | frOM PAGE 17 AUGUST 2010 RISKS AND REWARDS | 19 proper analysis ...- Authors: Stuart Silverman
- Date: Aug 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Implementing the Longstaff-Schwartz Model
Implementing the Longstaff-Schwartz Model The article discusses that drawbacks of the HJM ... Longstaff’s Web page. OCTOBER 2002 • RISKS AND REWARDS • 17 Publication Schedule for the Next Three Issues of ...- Authors: L SS
- Date: Oct 2002
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
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Deflators - The Solution to a Stochastic Conundrum?
value in this table. JULY 2004 • RISKS AND REWARDS • 17 DEFLATORS—THE SOLUTION TO A STOCHASTIC CONUNDRUM ... DEFLATORS—SOLUTION TO STOCHASTIC CONUNDRUM? From Page 17 • SOA activities & initiatives • Educational opportunities ...- Authors: Don Wilson
- Date: Jul 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Life Insurance; Modeling & Statistical Methods>Stochastic models
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Stochastic Simulation for C3 Risk:A Statistical Review
current practice. FEBRUARY 2005 • RISKS AND REWARDS • 17 STOCHASTIC SIMULATION FOR C3 RISK: A STATIST ICAL ... SIMULATION FOR C3 RISK: A STATIST ICAL REVIEW From Page 17 Table 8: 10-Year Longitudinal Correlations Longitudinal ...- Authors: Richard Wendt
- Date: Feb 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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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 ...- 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
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June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method
June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method Describes ... original purposes. SEPTEMBER 2017 SMALL TALK | 17 considered to be approximately the same level of ...- Authors: Mark Birdsall
- Date: Sep 2017
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Small Talk
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models