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Climate, Weather, and Environmental Sources for Actuaries, 2022 Update
Climate, Weather, and Environmental Sources for Actuaries, 2022 Update This report was ... regional conclusions. This procedure is known as dynamic downscaling. The result is a set of higher resolution ...- Authors: Robert J Erhardt, Timothy Cheng, Frank Grossman, Sam Gutterman
- Date: Sep 2022
- Competency: External Forces & Industry Knowledge
- Topics: Environment
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The Actuarial Ethicist: Responses to “Jam Sandwich”
The Actuarial Ethicist: Responses to “Jam Sandwich” The author summarizes reader responses to the ... speaks to Charlie’s dysfunctional workplace dynamic. COPC Precept 1: An Actuary shall act honestly ...- Authors: Frank Grossman
- Date: Aug 2011
- Competency: Professional Values>Ethical standards
- Publication Name: The Stepping Stone
- Topics: Actuarial Profession>Code of Conduct
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The Actuarial Ethicist: Purloined Pages
The Actuarial Ethicist: Purloined Pages The author presents a case study that sets out a hypothetical ... how sensitive the liability duration was to her dynamic lapse rate assumption, which seemed to be news ...- Authors: Frank Grossman
- Date: Aug 2011
- Competency: Professional Values>Ethical standards
- Publication Name: The Stepping Stone
- Topics: Actuarial Profession>Ethics
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An Alternative View of Future Mortality
An Alternative View of Future Mortality The author discusses the various components that ... of a disease that may yet assume a different dynamic going forward than it has in the past, and consequently ...- Authors: Frank Grossman
- Date: Jul 2011
- Competency: External Forces & Industry Knowledge
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Experience Studies & Data>Mortality
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Responses To “DAC Expectations”
to: i) review and update the mor- tality and (dynamic) lapse rate assumptions within the valuation models; ... process.” Mary was also tasked with assessing the dynamic lapse rates. Scenario-dependent assumptions often ...- Authors: Frank Grossman
- Date: Feb 2011
- Competency: Professional Values>Ethical standards
- Publication Name: The Stepping Stone
- Topics: Actuarial Profession>Best practices
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The Actuarial Ethicist: Responses to Stochastic Cherry Orchard
The Actuarial Ethicist: Responses to Stochastic Cherry Orchard A summary of the responses to the ... asset-liability model.” One actuary cited the dynamic policyholder behav- ior assumptions present in ...- Authors: Frank Grossman
- Date: Oct 2010
- Competency: Professional Values>Ethical standards
- Publication Name: The Stepping Stone
- Topics: Actuarial Profession>Best practices
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The Actuarial Ethicist 3: DAC Expectations
The Actuarial Ethicist 3: DAC Expectations This article poses a hypothetical workplace dilemma. ... mortality and lapse rate assumptions—including dynamic lapse rates—within the valuation models, and revise ...- Authors: Frank Grossman
- Date: Oct 2010
- Competency: Communication>Difficult message delivery
- Publication Name: The Stepping Stone
- Topics: Actuarial Profession>Ethics
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The Actuarial Ethicist: DAC Expectations
The Actuarial Ethicist: DAC Expectations An article on a hypothetical workplace dilemma ... mortality and lapse rate assump- tions—including dynamic lapse rates—within the valuation models, and revise ...- Authors: Frank Grossman
- Date: Oct 2010
- Competency: Professional Values>Ethical standards
- Publication Name: The Stepping Stone
- Topics: Actuarial Profession>Ethics
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The Actuarial Ethicist: A Stochastic Cherry Orchard
The Actuarial Ethicist: A Stochastic Cherry Orchard A hypothetical workplace dilemma in which ... (or worst) 500 total returns. Mindful of the dynamic policyholder behavior assumptions within his model ...- Authors: Frank Grossman
- Date: Jul 2010
- Competency: Professional Values>Ethical standards
- Publication Name: The Stepping Stone
- Topics: Actuarial Profession>Ethics
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The Stepping Stone Newsletter, July 2007, Issue 27
The Stepping Stone Newsletter, July 2007, Issue 27 Full version of The Stepping Stone Newsletter, ... your own business or changing ca- reers. This dynamic often presents itself when- ever we’re about to ...- Authors: Society of Actuaries, John West Hadley, Daniel L Shinnick, David Miller, Steven J Gaspar, Frank Grossman, Bela H Patel Fernandez, Kristi Bohn, Donna Weninger, Maureen Wild
- Date: Jul 2007
- Publication Name: The Stepping Stone
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Risks and Rewards Newsletter, September 2000, Issue No. 35
will usually vary over time. That is, there is a dynamic hedging strategy that, given the usual assumptions ... equity options that match the liability options and dynamic hedging using the mathematics of “The Greeks” ...- Authors: Jeremy Gold, Josephine Marks, Victor Modugno, Max Rudolph, Peter Tilley, Richard Wendt, Frank Grossman, Stephen Britt
- Date: Sep 2000
- Publication Name: Risks & Rewards
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Risks and Rewards Newsletter, August 1999, Issue No. 33.
be held to defease a liability, given that any dynamic strategy, including short selling, of the assets ... any scenario for the given dynamic investment strategy. We restrict the dynamic investment strategies to ...- Authors: Nancy Bennett, Nino A Boezio, Douglas Doll, Paul Donahue, Luke Girard, Peter Tilley, Mark Bursinger, Anthony Dardis, Craig Fowler, Frank Grossman, Edwin A Martin, William L Babcock, Mark S Tenney, Scott A Martin, Antero Ranne, Alton Cogert, Cecilia Green, Michael Murphy, Anne Chamberlain Shaw
- Date: Aug 1999
- Publication Name: Risks & Rewards