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  • The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic Simulation
    The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic Simulation ... Simulation An Overview of Stochastic Simulation modeling techniques and usages Conditional Tail Expectation=CTE;Dynamic ...

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    • Authors: Ronald Harasym
    • Date: Sep 2003
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management>Financial management; Financial Reporting & Accounting; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
  • A Computation Method for Discounting Stochastic Scenarios Under IFRS 17
    Computation Method for Discounting Stochastic Scenarios Under IFRS 17 Market consistent valuations require path-dependent ... article describes a technique for calibrating each of the scenario's cashflows so that they can be discounted ...

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    • Date: Sep 2019
    • Competency: Results-Oriented Solutions
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
  • More Efficient Monte Carlo Simulations for Mortality Assumption Testing
    Article from: The Financial Reporter June 2003 – Issue 53 T he advent of Model Regulation ... most states, hasimposed on the industry a need toquantitatively evaluate the antici- pated mortality rates ...

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    • Authors: Douglas Robbins
    • Date: Jun 2003
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
  • PBR Simplified Methods Project
    PBR Simplified Methods Project Summary of the SOA research project on PBR Simplified Methods. ... Project Summary of the SOA research project on PBR Simplified Methods. Describes the multi-risk scenario ...

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    • Authors: Mark Birdsall
    • Date: Apr 2019
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Life Insurance>Reserves - Life Insurance; Life Insurance>Secondary guarantees; Life Insurance>Term life; Life Insurance>Universal life; Life Insurance>Whole life; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
  • Stochastically Forecasting Accounting Standards
    Stochastically Forecasting Accounting Standards Feature article ... describing the latest developments with the International Accounting Standards Board and the Financial ...

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    • Authors: Henry Siegel
    • Date: Mar 2014
    • Competency: External Forces & Industry Knowledge
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Modeling & Statistical Methods>Stochastic models
  • Model Compression and Stochastic Modeling
    Model Compression and Stochastic Modeling Discusses methods to efficiently run stochastic ... methods to efficiently run stochastic models in light of AG 43. Modeling efficiency; 9292 6/1/2010 12:00:00 ...

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    • Authors: Craig Reynolds
    • Date: Jun 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Modeling & Statistical Methods>Stochastic models
  • RBC C3 Phase II: Easier Said Than Done
    Done Results of an industry survey on life insurance companies' efforts to implement the recently adopted ... variable annuity contracts. Adopted by the NAIC on October 14, 2005, the new requirements are effective for ...

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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
  • Principles of Capital Market Modeling
    Principles of Capital Market Modeling Discussion of Capital Market Modeling techniques Asset modeling;Capital ... rates=Interest rates;Dynamic simulation models;Market value of assets;Monte Carlo simulation;Stochastic models; ...

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    • Authors: Andres Vilms
    • Date: Sep 2003
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Portfolio management - ERM; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
  • C3 Phase II – Practical Insights for this Year End
    C3 Phase II – Practical Insights for this Year End A ... discussion of the possible effort required and impacts resulting from the implementation of C3 Phase II ...

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    • Authors: Timothy J Ruark
    • Date: Dec 2005
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: The Financial Reporter
    • Topics: Annuities>Capital - Annuities; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
  • EXPOSED! Variable Annuity Stochastic Requirements
    Variable Annuity Stochastic Requirements discussion of the ongoing developments in reserving and risk-based ... minimum death benefits=GMDB;National Association of Insurance Commissioners=NAIC;Risk-based capital=RBC;Scenario ...

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    • Authors: James W Lamson
    • Date: May 2004
    • 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: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
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