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  • RILA GLWB Designs and Market Risk Analysis
    RILA GLWB Designs and Market Risk Analysis An overview of guaranteed lifetime withdrawal benefits (GLWB) on registered index-linkedannuity (RILA) products and a stochastic analysis of market ...

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    • Authors: Matthew Kevin Heaphy, Nicholas Carbo, David J Elliott
    • Date: May 2023
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Product Matters!
    • Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Guaranteed living benefits; Modeling & Statistical Methods; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
  • Beware stochastic model risk!
    Beware stochastic model risk! The article warns against treating the results of a stochastic model with more deference than other actuarial analysis, and describes some hidden risks involved with ...

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    • 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
  • A Handful of Economic Capital Model Observations
    A Handful of Economic Capital Model Observations Commentary on practical observations resulting from constructing and running Economic Capital models. Possible standardization of assumptions and ...

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    • Authors: David M Walczak
    • Date: Nov 2019
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
  • A Handful of Economic Capital Model Observations
    A Handful of Economic Capital Model Observations Commentary on practical observations resulting from constructing and running Economic Capital models. Possible standardization of assumptions and ...

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    • Authors: David M Walczak
    • Date: Nov 2019
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
  • Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
    Economic Scenario Generators, Part I: Motivation for Stochastic Modeling This article is the first installment of a three-part series that aims to provide an overview of ESGs and will focus on ...

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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
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