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  • Beware stochastic model risk!
    Beware stochastic model risk! The article warns against treating the results of a stochastic model with more deference than other ... of model and calibration. Statistical methods 9/17/2019 12:00:00 AM ...

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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
  • April issue of The Modeling Platform
    LDTI (long duration targeted improvements), and IFRS 17 is coming. Not to men- tion, interest rates have ... regulatory and accounting changes, such as LDTI and IFRS 17, the actuary has been asked to make a lot of changes ...

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    • Authors: Society of Actuaries
    • Date: Apr 2020
    • Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: The Modeling Platform
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
    But 1 +17 =PT+ql/P,"; thus the lognormal assumption for bond prices implies that the In(1 +17) is normally ... are STATISTICAL TESTS OF LOONORMAL DISTRIBUTION 17 standardized techniques for collecting and recording ...

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    • Authors: David N Becker, Douglas Doll, Thomas Herzog, Daniel W Tucker
    • Date: Oct 1991
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
  • Economic Scenario Generators ESG and Actuarial Practice
    incorporated into the model (there are a total of 17 coefficients) plus correlation coefficients specifying ... that it's getting a little bit better. In Chart 17 I'm going to go to three times that one, and in Chart ...

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    • Authors: Michael F Davlin, Mark S Tenney, Steven Craighead, Hongfei Zhang, Vladimir S Ladyzhets
    • Date: Jan 1998
    • Competency: Results-Oriented Solutions
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
  • The Modeling Platform, Issue 10, November 2019
    regardless of the ballgame status, it rained. On July 17, FASB announced a deferral of the compliance deadline: ... 1/1/2020). NOVEMBER 2019 THE MODELING PLATFORM | 17 improvements for long-duration contracts, variable ...

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    • Authors: Society of Actuaries
    • Date: Nov 2019
    • Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: The Modeling Platform
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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