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Infusing Systems Science in Risk Management: Part 1—Debunking Risk, Equilibrium, and Exogenous Shocks
Infusing Systems Science in Risk Management: Part 1—Debunking Risk, Equilibrium, and Exogenous ... equilibrium, and shocks and replace them with dynamic principles of uncertainty, emergence, and feedback ...- Authors: Bryon Robidoux
- Date: Feb 2024
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Economics; Economics>Behavioral economics; Economics>Financial economics; Economics>Financial markets; Economics>Macroeconomics; Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk
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Behavioral Economics and Individual Discounting Observed Behaviors in Deferred Retirement Option Plans
past choices can be revised, demonstrating the dynamic nature of commitment and preference that lies ... M., & Sprenger, C. (2015). Working overtime: Dynamic inconsistency in real effort tasks. Quarterly ...- Date: Jan 2024
- Competency: External Forces & Industry Knowledge
- Topics: Economics; Economics>Behavioral economics
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An Adaptor Strategy for Enterprise Risk Management Part II, Investing In Resilience: Nurturing Human and Financial Resources
point of control engineering is this: Take the dynamic behavior of the system as is (be it economy, business ... diversity in the temporal scales of their respective dynamic behaviors. Consider this. Though of quite different ...- Authors: David Ingram, Michael Thompson
- Date: Jun 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management; Modeling & Statistical Methods
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2021 Life Meeting - Session 3C: Variable and Fixed Indexed Annuity - Policyholder Behavior Experience Update and Modeling 8.30.21 Recording
This session will present results of the most recent SOA/LIMRA studies of variable and ... expand. After that, the presenters will focus on dynamic lapse for hot money businesses, which is an important ...- Authors: Society of Actuaries
- Date: Aug 2021
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Economics; Enterprise Risk Management; Experience Studies & Data
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Climate System: A Primer for Actuaries
Climate System: A Primer for Actuaries This paper provides a high-level review ... ecosystem, a complex adaptive system, that includes a dynamic network of interactions continually seeking equilibrium ...- Authors: Max Rudolph
- Date: Mar 2021
- Competency: External Forces & Industry Knowledge
- Topics: Economics
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Macroeconomics Based Economic Scenario Generation
Macroeconomics Based Economic Scenario Generation This article introduces a non-traditional type ... of economic scenario generator that relies on dynamic stochastic general equilibrium (DSGE) models are ...- Authors: Kailan Shang
- Date: Apr 2020
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management
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3B: Insurance Company Investment Risk Management – What Remains to be Addressed
o 2% rider charge o 3% M&E o Fixed expenses o Dynamic hedging with 85% effectiveness 8 Life Insurance ... earnings • Discussion Topics: • Basis Risk in Dynamic Hedging • Managed Risk Funds • Product Diversification ...- Authors: Tully Sun Cheng, Poojan Jitendra Shah, Liang Zhang, Robert McGinley
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; External Forces & Industry Knowledge>External forces and business performance
- Topics: Economics; Economics>Financial economics; Finance & Investments; Finance & Investments>Investments; Finance & Investments>Portfolio management - Finance & Investments
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4A: Maintaining A Pension Plan Long-Term: Hedging the Risks
Capital efficient LDI • Focus on return & alpha • Dynamic management Increase hedge assets • Further increase ... coarse matching at longer maturities May not be dynamic enough to hedge the Aa spread component May not ...- Authors: Alexander Pekker, Christian Robert
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics; Economics>Financial economics; Finance & Investments; Finance & Investments>Investments
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October issue of Taxing Times Full issue
Committee on Taxation’s (JCT’s) staff using a dynamic scoring process. The draft needed to have enough ... staff to take a look at it and work with the dynamic scoring. What they estimat- ed was 20 percent ...- Authors: Society of Actuaries
- Date: Oct 2015
- Competency: External Forces & Industry Knowledge
- Publication Name: Taxing Times
- Topics: Economics; Public Policy; Public Policy
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Behavioral Simulations: Using agent-based modeling to understand policyholder behaviors
Behavioral Simulations: Using agent-based modeling to understand policyholder behaviors To expand ... stochastic approaches of modeling the base and dynamic behavior of policyholders. Such approaches suffer ...- Authors: Louis Lombardi
- Date: Dec 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Predictive Analytics; Technology & Applications
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Release Notes Version 7 (Dec. 2010)
The mean reversion point for the 20‐year rate is now set using a dynamic formula specified by the NAIC. Details of th ... carried out. 3 Attachment 2 The dynamic mean reversion point The mean reversion point ...- Date: Mar 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Economics
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A Users Guide to the Inflation Generator
A Users Guide to the Inflation Generator This is the User's Guide that accompanies the Inflation ... when performing cash flow testing or 3 dynamic financial analysis (DFA) where cash flows are related ...- Authors: Stephen P D'Arcy, Kevin Ahlgrim
- Date: Feb 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Modeling & Statistical Methods>Stochastic models
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The Effect of Deflation or High Inflation on the Insurance Industry
simulations when performing cash flow testing or dynamic financial analysis (DFA) and the discrete time ... Paper Series. Browne, Carson, and Hoyt, 2001, “Dynamic Financial Models of Life Insurers,” North American ...- Authors: Stephen P D'Arcy, Kevin Ahlgrim
- Date: Feb 2012
- Competency: External Forces & Industry Knowledge
- Topics: Economics; Global Perspectives; Life Insurance; Modeling & Statistical Methods>Stochastic models
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U.S. Insurance Company Investment Strategies in an Economic Downturn
U.S. Insurance Company Investment Strategies in an Economic Downturn The recent financial crisis ... testing (actuarial opinion and memorandum) and dynamic financial analysis are not publicly available ...- Authors: Max Rudolph
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge
- Topics: Economics; Finance & Investments
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Guaranteed Uncertainty Socioeconomic Influences on Product Development and Distribution in the Life Insurance Industry
Guaranteed Uncertainty Socioeconomic Influences on Product Development and Distribution in ... most jurisdictions. Within the family, another dynamic is at play. Not only have women become a significant ...- Authors: Society of Actuaries, Application Administrator
- Date: Feb 2011
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Topics: Annuities>Marketing and distribution - Annuities; Economics; Life Insurance>Marketing and distribution - Life Insurance
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Insurance Risk Management at Life Insurers: Dynamically Managing Economic Cycles
(which represent short positions) on top of more dynamic wealth accumulation or life protection products ... rate caps offer inexpen- sive protection today. Dynamic risk management also can include adjusting risk ...- Authors: Larry Rubin, Xiaokai Shi
- Date: Jun 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management
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U.S. Health Care - Where to Look for Reform
U.S. Health Care - Where to Look for Reform Essay discussing cost, quality and access of healthcare ... agendas and consumer driven health care be as dynamic as a full-of-choice, entrepreneurial driven system ...- Authors: Sam Gutterman
- Date: Jun 2009
- Competency: External Forces & Industry Knowledge
- Topics: Economics; Health & Disability>Health care; Health & Disability>Health care quality; Health & Disability>Health insurance; Social Insurance>Medicaid; Social Insurance>Medicare
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Risk Management: The Current Financial Crisis, Lessons Learned and Future Implications
price of risk is low. Strategies that are dynamic with respect to time can potentially eliminate ... capital requirement However, strategies that are dynamic with respect to time are difficult in practice ...- Authors: Society of Actuaries
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management; Public Policy
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Essay on the Financial Crisis
Essay on the Financial Crisis From a simple mathematical model of the underlying economics, ... predicted this crisis in July of 2004. An economic dynamic relating very low interest rates to the structure ...- Authors: Andrew Winkler
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Economics
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Enterprise Risk and Management Incentives
Enterprise Risk and Management Incentives This paper examines how incentives created by ... turned out to be very risky indeed, since in a dynamic economy large corporations are subject to competition ...- Authors: Sholom Feldblum
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Practice Forum
- Topics: Economics; Enterprise Risk Management
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Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty
Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment ... uncertainty, and the mortality uncertainty. By using dynamic programming, analytical expressions of the optimal ...- Authors: Ken Seng Tan, Hailiang Yang, Zhongfei Li
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics; Economics>Financial economics
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General Session
aggressive and focused campaign to present a more dynamic and relevant image of the profession. We have goals ... demonstrated the ability to learn, grow and project a dynamic and positive image for the profession. They will ...- Authors: Neil A Parmenter, Michael Gabon, Peter Heller, Joel Albizo
- Date: Oct 2004
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession; Economics
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Modeling of Economic Series Coordinated with Interest Rate Scenarios: A progress report on research sponsored by the Casualty Actuarial Society and the Society of Actuaries
• A property-liability insurance company uses dynamic financial analysis (DFA) to compare alternative ... community. For example, a key aspect of the dynamic financial analysis process, which continues to ...- Authors: Stephen P D'Arcy, Richard Gorvett, Kevin Ahlgrim
- Date: Jan 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Modeling & Statistical Methods>Stochastic models
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Chaotic Analysis on U.S. Treasury Interest Rates
take in the vector space as t changes. If the dynamic system that generates X(t) converges, the orbit ... point. If the dynamic system is periodic, the orbit will form a closed path. If the dynamic system diverges ...- Authors: Steven Craighead
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Finance & Investments; Modeling & Statistical Methods
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Actuarial Issue In Prepaid Tuition Contracts
Actuarial Issue In Prepaid Tuition Contracts This paper discusses contracts sold by states ... focuses the user's attention on the perceived dynamic elements underlying the economic process in question ...- Authors: Robert Crompton
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Finance & Investments
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Now It's The Actuary's Turn
Now It's The Actuary's Turn This article describes the actuarial role and ... insurance through finan- cial security systems in dynamic economies. Our failures as actuaries in the 1980s ...- Authors: R Stephen Radcliffe
- Date: Apr 1990
- Competency: External Forces & Industry Knowledge
- Publication Name: The Actuary Magazine
- Topics: Economics
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The Consumer Price Index: Coverage, Limitations, And Accuracy
The Consumer Price Index: Coverage, Limitations, And Accuracy The Consumer Price Index CPU ... Market Basket: The American economy is quite dynamic and continually changing. Consumer spending patterns ...- Authors: Janet Norwood
- Date: Jan 1989
- Competency: External Forces & Industry Knowledge
- Publication Name: The Actuary Magazine
- Topics: Economics
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Insurance Company Growth
Insurance Company Growth This paper defines a concept of equivalence for profit standards. The ... are its limited resources but also what are the dynamic relationships among its key re- sources. Most ...- Authors: Dale Hagstrom
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Economics; Finance & Investments