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  • Session 174: R 101: Available Actuarial Packages & Creating Reproducible Actuarial Analyses
    follow federal law. The Sherman Act, is the primary U.S. antitrust law pertaining to association activities ... follow federal law. The Sherman Act, is the primary U.S. antitrust law pertaining to association activities ...

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    • Authors: Nicholas Hanewinckel, Matthew Zhang, Hadrien Dykiel, Ron Curran
    • Date: Mar 2020
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Experience Studies & Data; Experience Studies & Data>Mortality; Modeling & Statistical Methods
  • Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
    Generator (AIRG), the most commonly used ESG by U.S.-based actuaries. See Figure 1 for an overview of ... assigning a market-consistent value to a variable annuity (VA) product with a guaranteed minimum accumulation ...

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    • Authors: Dean Kerr, Matthew Zhang, Rahat Jain
    • Date: Nov 2019
    • Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
    • Publication Name: The Modeling Platform
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Economic Scenario Generators, Part III: In-depth ESG Case Study—Academy Interest Rate Generator
    According to the Academy, starting from 1950s monthly S&P data: Return percentiles fit history tightly. Show ... shown in Figure 8. Figure 8 Monthly S&P Returns When comparing AIRG S&P 500 projections against a lognormal ...

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    • Authors: Rahat Jain , Dean Kerr, Matthew Zhang
    • Date: Jul 2021
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: The Modeling Platform
    • Topics: Life Insurance; Modeling & Statistical Methods