Description: This article explores the possibility of using machine learning to improve, or potentially rewrite, actuarial code within actuarial software.

Description: The article explores impact of resetting cap vs static cap choice for the GLWB rider for a Fixed Index Annuity for a Point to Point. Moreover, analysis of a Monthly Sum Cap is provided showing impacts of particular choices of market models (e.g. Black, Heston, Bates) used to price this deal.

Description: Health Watch, Issue 79, December 2015, Health Watch

Description: This article is the first installment of a three-part series and is focused on providing an overview of LTC modeling approaches and considerations.

Description: This article is the second installment of a three-part series and is focused on providing an overview of LTC modeling approaches and considerations.

Description: The April 2016 Issue of The Modeling Platform

Description: This paper applies GPUs and deep learning to achieve orders of magnitude performance improvement in the valuation of large portfolios of variable annuities.

Description: A summary of Modeling Section-sponsored sessions at the 2016 Life/Annuity Symposium, covering model risk management, model governance, and model efficiency.

Description: Presented at May 2005 Spring Meeting. Panelists discuss strategies for increased modeling speed as risk management, valuation and product development activities have been requiring increasingly complex financial models.

Description: Explores the open vs. closed systems debate with regards to actuarial modeling and exposes the over-simplification. Valuable for anyone who uses models.