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Complex Liability Modeling Issues
financial reporting, or other purposes. The primary focus is modeling issues for variable product features ... (and you know, that wasn’t enough to make you not care about your company), that’s the most you can lose ...- Authors: Kenneth Bonvallet, Mike Dorsel, Katharine Young, Douglas Robbins
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Asset liability management; Financial Reporting & Accounting; Modeling & Statistical Methods
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Measuring and Pricing for Tail Risk
within a run. Most economic scenario sets have the primary purpose of projecting cash shortfalls based on ... expectations. I met one once who said, "I don't care if we're in Treasuries, risky corporate bonds, ...- Authors: Henry M McMillan, David M Walczak, Douglas Robbins
- Date: Jun 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Drawing Appropriate Statistical Inferences
scenario. What if I'm doing some testing where I care more about the 95th percentile? Now my odds go ... worse than the 90th percentile. What if I do care about the 99th percentile? If that's the case, 63 ...- Authors: Douglas Robbins
- Date: Sep 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Drawing Appropriate Statistical Inferences
yet, if I'm doing the sort of testing where I only care about the 95th percentile, my odds go from 1/e ... going to work out with my sampling. If you only care about the 90th percentile, it's (1/e)^10, and the ...- Authors: Douglas Robbins
- Date: Sep 2003
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
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Drawing Appropriate Statistical Inferences
actuaries here, and valuation actuaries usually care more about the tails. When might mean costs matter ... at the 99th percentile. Better yet, if all I care about is the 95th percentile, my odds go from about ...- Authors: Douglas Robbins
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods
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Drawing Appropriate Statistical Inferences
testing or something else and your boss tells you, you care about the 90th and you run 100 scenarios and don’t ... won’t fail at the 90th percentile. What if I do care about the 99th percentile? Then I’ve only got that ...- Authors: Douglas Robbins
- Date: Sep 2002
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Modeling & Statistical Methods
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Considerations in Generating Economic Scenarios
Considerations in Generating Economic Scenarios In session 40PD of the 2004 Valuation Actuary Symposium, ... it's the cash flows that take the time and the care. Chart 10 shows a mathematical formula. You're ...- Authors: Douglas Robbins, David Weinsier, ELLEN COOPER
- Date: Sep 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods