1
-
7
of
7
results (0.42 seconds)
Sort By:
-
What’s a Moderately Adverse Interest Rate Scenario, Anyway?
What’s a Moderately Adverse Interest Rate Scenario, Anyway? Summary of the SOA's research report Modern Deterministic Scenarios for Interest Rates, which developed interest rate scenarios ...- Authors: Mark Alberts
- Date: Dec 2017
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation
-
Underwriting Gain in Managed Medicaid: Starting the Conversation
Underwriting Gain in Managed Medicaid: Starting the Conversation According to the Actuarial Standards Board’s Actuarial Standard of Practice No. 49 (ASOP 49), actuarially sound Medicaid managed ...- Authors: Jaredd Martin Keith Simons, James Randolph Piekut
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Health Watch
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation
-
Beware stochastic model risk!
Beware stochastic model risk! The article warns against treating the results of a stochastic model with more deference than other actuarial analysis, and describes some hidden risks involved with ...- 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
-
When Is It Right To Use Arbitrage-FreeScenarios?
When Is It Right To Use Arbitrage-FreeScenarios? When Is It Right To Use Arbitrage-Free Scenarios? by Stephen Britt from Risks and Rewards Newsletter, September 2000, Issue No. 35. Arbitrage; ...- Authors: Stephen Britt
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation
-
PBR Simplified Methods Project
PBR Simplified Methods Project Summary of the SOA research project on PBR Simplified Methods. Describes the multi-risk scenario generator, central estimate assumptions, assumption objectivity ...- 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
-
Section 7 Opinions
Section 7 Opinions This article discusses the pending elimination of Section 7 exemption for small companies. Asset modeling;Cash flow testing;Risk-based capital=RBC; 11161 11/1/2002 12:00:00 AM ...- Authors: Mark C Rowley
- Date: Nov 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation
-
Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
Economic Scenario Generators, Part I: Motivation for Stochastic Modeling This article is the first installment of a three-part series that aims to provide an overview of ESGs and will focus on ...- Authors: Dean Kerr, Matthew Zhang, Rahat Jain
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models