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Data and Interoperability Standards for Actuaries
paper entitled 'Proposed Data Standards for Table Data in the Insurance and Pension Industries' ... described standard. Computer science;Mortality rates=Mortality tables=Death rates ; 17760 5/1/1999 ...- Authors: Stephen Strommen, Jeffrey Allen, Michelle Smith
- Date: May 1999
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Technology & Applications
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Principle-Based Reserves Simplified Methods
..................................... 9 3.3 MORTALITY RISK ........................................ ... charge to the American Academy of Actuaries (AAA) Annuity Reserve Work Group (ARWG) to develop PBR for nonvariable ...- Authors: Mark Birdsall, Brian Hartman, Stephen Strommen
- Date: Jul 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting
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Applied Modeling Concepts
I'm one of those people. In fact, back in the year 2000, Luke Girard published a paper in the North American ... that came up this morning under the life and annuity valuation issues session. If all of the assumptions ...- Authors: David A Ricci, Stephen Strommen, Vincent Y Y Tsang, Benjamin J. Yahr
- Date: Sep 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
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Actuarial Software: Build or Buy
_________________________________ *Copyright © 2000, Society of Actuaries RECORD, Volume 25, No. 3* ... individual health and annuity products. I spend a lot of time on experience studies, mortality, lapse, and a ...- Authors: Mark Evans, Stephen Strommen, Susan M Lee, Jeffrey J Krygiel
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Technology & Applications>Software
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Beware stochastic model risk!
staple of actuarial work. In the life insurance and annuity business, they are often used for hedging of long-term ... stochastic model and fit the IS SU E 74 A U G U ST 2 01 9 4 | AUGUST 2019 RISKS & REWARDS ...- 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
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Common Misunderstandings of Risk-Neutral Valuation
erally accepted that the observed yield curve for U.S. Treasurys is inappropriate because Treasurys are ... is suggested for use. Such a yield curve can be U.S. Treasurys plus an illiquidity adjustment. Sometimes ...- 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
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Trends in Technology
Trends in Technology 1993 SOA Spring Meeting, Boston. This session presented ways of using technology ... of reserves for a deferred annuity would be "issue-year commissioners annuity reserve valuation method ...- Authors: Larry Curran, Stephen Strommen, Application Administrator, Mark T McAndrews
- Date: May 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Technology & Applications; Technology & Applications>Software