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  • Reinsurance News, August 2014, Issue 79
    Reinsurance News, August 2014, Issue 79 View the complete issue for the August 2014 Reinsurance ... reinsurance;longevity;living to 100 symposium;Annuities;Mortality risk;Pension liabilities;professional develop ...

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    • Authors: Society of Actuaries
    • Date: Aug 2014
    • Competency: Communication>Written communication; External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills; Leadership>Influence; Leadership>Mentoring; Leadership>Thought leadership; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Reinsurance News
    • Topics: Actuarial Profession>Management skills; Actuarial Profession>Professional development; Demography>Longevity; Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>International Accounting Standards Board [IASB]; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension finance; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Pension legislation and regulation; Public Policy; Reinsurance>Life reinsurance; Reinsurance>General reinsurance
  • Task Force Concludes Economic Variables Should Get More Attention
    modeling i n s u r a n ~ ' company results. "v~e received 1 6 ~ ~I~} responses (i.e., each"shcct s , ~ l ... likely a reflection of general business thinking. Table 1 on page 3 shows the economic assumption judged ...

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    • Authors: Godfrey Perrott
    • Date: Nov 1995
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Actuary Magazine
    • Topics: Modeling & Statistical Methods>Scenario generation
  • Interest Rate Scenarios
    that are "mapped" to the probabilities in the table. The random technique can be visualized as a roulette ... 3, the 100 possible outcomes are P3~ l 's, P32 2's, P33 3's, and so on. A spin 428 INTEREST RATE ...

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    • Authors: Merlin F Jetton
    • Date: Oct 1988
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods>Scenario generation
  • The Modeling Platform
    By Trevor Howes 9 Model Eff iciency in the U.S. Life Insurance Industry By Tony Dardis 17 A ... MODELING PLATFORM | 9 Model Eff iciency in the U.S. Life Insurance Industry By Tony Dardis In a life ...

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    • Authors: Society of Actuaries
    • Date: Apr 2016
    • Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Actuarial Profession>Best practices; Actuarial Profession>Competencies; Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Life Insurance>Policyholder behavior - Life Insurance; Life Insurance>Universal life; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Software
  • RBC C3 Phase II: Easier Said Than Done
    RBC C3 Phase II: Easier Said Than Done Results of an industry survey on life insurance ... Instructions, which include new requirements for variable annuity contracts. Adopted by the NAIC on October 14, 2005 ...

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    • Authors: Patricia Matson, Don Wilson
    • Date: Mar 2006
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Actuarial Profession>Best practices; Annuities>Reserves - Annuities; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Longevity Catalysts
    Longevity Catalysts This article describes some of the drawbacks to the assessment of longevity ... practices. annuities;longevity;longevity risk;Mortality risk;Pension liabilities 6442457349 8/1/2014 ...

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    • Authors: Society of Actuaries
    • Date: Aug 2014
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Reinsurance News
    • Topics: Demography>Longevity; Experience Studies & Data>Mortality; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing
  • Real-world interest rate models in a low interest rate environment
    implications for interest- sensitive life insurance and annuity products. For instance: • Sustained low interest ... policies issued between 2003 and 2015. The following table sum- marizes the interest rate guarantees by issue ...

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    • 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
  • Real-World Interest Rate Models and Current Practices
    Orduña, Marshall Lin and Jean-Philippe Larochelle A s actuaries we often find ourselves focusing on the ... substantially in the last decade as life and annuity products have become more complex. The need for ...

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    • 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
  • Algorithmic Aspects of Interest Rate Generators
    send them a prediction on the Standard & Poor’s (S&P 500). Let's say that there were 128,000 people ... could take 64,000 and say rates are going up or the S&P is going up. They could take the other 64,000 and ...

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    • Authors: Michael F Davlin, Sarah Christiansen, Mark S Tenney
    • Date: May 1996
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Scenario generation
  • Scenario Writing - A Teaching Session
    SCENARIO WRITING--A TEACHING SESSION Moderator: DA VII) S. WILLIAMS. Panelist: WA YNE L BOUCHER*. Recorder: ... is from Kahn and Weiner in their book 'The Year 2000' which is a classic statement about scenarios and ...

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    • Authors: Wayne I Boucher, David S Williams, KATHERINE ANNE PLANTE
    • Date: Oct 1983
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Scenario generation