1
-
5
of
5
results (0.7 seconds)
Sort By:
-
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
-
Low Interest Rates and the NAIC Economic Scenario Generator Project
Low Interest Rates and the NAIC Economic Scenario Generator Project Discussion of the ... standard of accounting for insurance contracts (IFRS 17) also employs such stochastic asset-liability simulation ...- Authors: Stephen Strommen
- Date: Jun 2022
- Publication Name: Risks & Rewards
-
The Great MOCE Debate
The Great MOCE Debate A discussion of setting margins for financial reporting of insurance ... recently proposed accounting frameworks (e.g., PBR, IFRS 17, ICS 2.0, Solvency II) in one fundamental way ...- Authors: Stephen Strommen
- Date: Apr 2019
- Competency: External Forces & Industry Knowledge
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting
-
Representative Scenarios Method (RSM) Part 2-Field Testing the RSM
Representative Scenarios ... ill io ns 200 150 100 50 (50) 0 20 14 20 17 20 20 20 23 20 26 20 29 20 32 20 35 20 38 ... rv e m ar gi n (lo g sc al e) 20 14 20 17 20 20 20 23 20 26 20 29 20 32 20 35 20 38 ...- Authors: Mark Birdsall, Stephen Strommen
- Date: Mar 2016
- Competency: Leadership>Influence; Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Small Talk
- Topics: Annuities>Reserves - Annuities; Enterprise Risk Management>Risk measurement - ERM; Life Insurance>Reserves - Life Insurance
-
Common Misunderstandings of Risk-Neutral Valuation
Common Misunderstandings of Risk-Neutral Valuation This article is an update, as of March 2019, on ... contracts. JUNE 2019 THE FINANCIAL REPORTER | 17 The three judgments listed here can significantly ...- Authors: Stephen Strommen
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Life Insurance