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A Computation Method for Discounting Stochastic Scenarios Under IFRS 17
Under IFRS 17 Market consistent valuations require path-dependent discounting for scenarios. IFRS 17's ... the value of underlying options and guarantees. IFRS 17, Locked-in rates, market consistent valuation, ...- 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
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2023-china-symposium
Reunite with members and non-members in the China actuarial community to discuss recent topics ... issues in areas such as macroeconomic sharing, IFRS 17, product strategy, cross-border communication and ...- Authors: Society of Actuaries
- Date: Mar 2023
- Competency: External Forces & Industry Knowledge; Professional Values; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Annuities; Economics; Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Global Perspectives; Health & Disability; Life Insurance; Long-term Care; Modeling & Statistical Methods; Pensions & Retirement; Predictive Analytics; Public Policy; Reinsurance; Technology & Applications
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Minding the MediGap: Modeling Considerations for a Complex Product
Minding the MediGap: Modeling Considerations for a Complex Product Discussion on modeling ... under many accounting regimes: statutory, GAAP (or IFRS 17), tax, etc. Modelers prefer an approach that allows ...- Authors: Robert T Eaton
- Date: Jul 2021
- Competency: Results-Oriented Solutions
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods
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2023-health-virtual-s05b
"Explore a general introduction to the opportunity of applying a relatively newer area in machine learning called uplift modeling, ... risk adjustment; uplift modeling 25266 1018 1/17/2024 12:00:00 AM ...- Date: Jan 2024
- Competency: Results-Oriented Solutions
- Topics: Modeling & Statistical Methods; Predictive Analytics
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2023-health-virtual-s03a
"Can you answer the question 'what are the chances we will lose more than $1 million next year?' without saying 'it ... studies; risk analysis; risk theory 25258 1018 1/17/2024 12:00:00 AM ...- Date: Jan 2024
- Competency: Results-Oriented Solutions
- Topics: Enterprise Risk Management; Health & Disability; Modeling & Statistical Methods
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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 ...- 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
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The Rise of Python: Powerful, Robust Calculation Software
The Rise of Python: Powerful, Robust Calculation Software Python has become the fastest-growing ... work, including: Discounted cash flow modeling (IFRS and Solvency II) End-to-end valuation processes ...- Date: Aug 2021
- Competency: Results-Oriented Solutions
- Publication Name: Health Watch
- Topics: Modeling & Statistical Methods; Technology & Applications>Analytics and informatics; Technology & Applications>Business intelligence; Technology & Applications>Computer science; Technology & Applications>Software; Technology & Applications>Artificial intelligence & machine learning; Technology & Applications>Automation; Technology & Applications>Finance transformation; Technology & Applications>Visualization
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Modeling Q&A with Lei Rao-Knight
Modeling Q&A with Lei Rao-Knight In this article, we talk to Lei Rao-Knight, FSA, Vice President ... APRIL 2019 THE MODELING PLATFORM | 17 Modeler Q&A With Lei Rao-Knight By Ben Neff Lei Rao-Knight ...- Authors: Benjamin Neff
- Date: Apr 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Technology & Applications
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Adjustment Coefficient in the Sparre Anderson Model with Reinsurance
Adjustment Coefficient in the Sparre Anderson Model with Reinsurance In the context of reinsurance, this ... ra− β) = λ+[(a+c−ca−e)P−(1+α)λ a β e−β M a ]r 17 After some simplification, it becomes: λr2a2 ...- Authors: Zhi Li
- Date: Jan 2006
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Catastrophe reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance
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Toward a Unified Approach to Fitting Loss Models
following cubic functions provide a good approximation. 17 10% : 0.9289p3 − 2.6822p2 + 2.5761p+ 0.4011 5% ... simplicity and favors the lognormal model. Figures 17 and 18 below provide p−p plots for the two additional ...- Authors: Stuart Klugman, Jacques Rioux
- Date: Jan 2003
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods