1 - 5 of 5 results (0.38 seconds)
Sort By:
  • A framework for ESG validation
    A framework for ESG validation This article describes the key elements of a review of an economic scenario generator (ESG), including scoping, parameters, models, and model efficiency. Stochastic ...

    View Description

    • Authors: Bruce Rosner
    • Date: Apr 2016
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Mortality improvement modeling in the US
    Mortality improvement modeling in the US This article describes techniques and models used to forecast mortality improvement and the considerations that underlie long-term mortality improvement ...

    View Description

    • Authors: Francisco Orduna, Bruce Rosner
    • Date: Jan 2014
    • Competency: Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Pension Section News
    • Topics: Demography>Mortality - Demography; Demography>Longevity; Demography>Population data; Experience Studies & Data>Mortality; Modeling & Statistical Methods>Forecasting
  • IFRS 17 Corner
    IFRS 17 Corner Latest development in IFRS 17 including a first look at companies disclosures and financial impacts, as well as a discussion of some of the run time issues that companies face.

    View Description

    • Authors: Bruce Rosner
    • Date: Sep 2023
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Modeling & Statistical Methods
  • Chairperson's Corner
    Chairperson's Corner Chairperson's thoughts on the evolving nature of actuarial modeling, and results of a survey. Model validation;Modeling efficiency;Corporate ...

    View Description

    • Authors: Bruce Rosner
    • Date: Apr 2017
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: The Modeling Platform
    • Topics: Modeling & Statistical Methods
  • Interest Rate Interpolation—A Brief Excursion
    Interest Rate Interpolation—A Brief Excursion Discount rate curve construction has been a topic of renewed interest following recent changes in financial reporting standards. Interpolation is a ...

    View Description

    • Authors: Bruce Rosner, Maya Perelman
    • Date: Feb 2022
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Finance & Investments; Modeling & Statistical Methods