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Developing A Stochastic Mortality Framework To Support The Reinsurance Market
Developing A Stochastic Mortality Framework To Support The Reinsurance Market This article looks at stochastic techniques actuaries can use to quantify the non-market risks in insurance products ...- Authors: Matthew P Clark, Chad R Runchey
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Reinsurance News
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models; Reinsurance; Reinsurance>Stop-loss insurance
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June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method
June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method Describes using the new multi-risk scenario generator to create sensitivity tests at moderately ...- Authors: Mark Birdsall
- Date: Sep 2017
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Small Talk
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Real-World Interest Rate Models and Current Practices
Real-World Interest Rate Models and Current Practices This article provides an overview of the different types of real world interest rate scenarios that practitioners use in the life insurance ...- Authors: Jean-Philippe Larochelle, Marshall Lin, Francisco Orduna
- Date: Jul 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Modeler Q&A with David Yu
Modeler Q&A with David Yu Modeling experience sharing by David Yu who leads the retirement product and asset model development team within Prudential Financial Modeling ...- Authors: Hoi Kwan, Donghai Yu
- Date: Nov 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Annuities>Group plans - Annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Real-world interest rate models in a low interest rate environment
Real-world interest rate models in a low interest rate environment This article presents a case study that examines the implication of using real-world interest rate scenario generators with a ...- Authors: Marshall Lin, Jean-Philippe Larochelle, Francisco Orduna
- Date: Dec 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models