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Wavelet-Based Equity VaR Estimation
(2012) used the MODWT to calculate the appropriate dynamic minimum-variance hedging ratio for various time ... and John Cotter. 2012. “An Empirical Analysis of Dynamic Multiscale Hedging Using Wavelet Decomposition ...- Authors: Kailan Shang
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Risk Management, December 2018
recognize that Predictive Analytics is a very dynamic field. Kaggle is a very popular platform for PA ... M&A, it is particularly important that we have a dynamic framework. We must be nimble enough to change ...- Authors: Society of Actuaries
- Date: Nov 2018
- Competency: Strategic Insight and Integration>Effective decision-making; 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: Risk Management
- Topics: Enterprise Risk Management
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Risk Management, December 2018
demonstrate their relevant services and knowledge. This dynamic event allows you to target your learning by attending ... Professionalism and Regulation. Workshops (March 25) Eight dynamic workshops will be offered on a variety of topics ...- Authors: Society of Actuaries
- Date: Nov 2018
- Competency: Strategic Insight and Integration>Effective decision-making; 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: Risk Management
- Topics: Enterprise Risk Management
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Health Watch, October 2018, Issue 87
Health Watch, October 2018, Issue 87 Read the October 2018 issue of Health Watch, published ... the other person’s shoes). But I know so many dynamic and personable actuaries that it often feels inaccurate ...- Authors: Society of Actuaries
- Date: Oct 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Health Watch
- Topics: Health & Disability>Health care; Health & Disability>Health care quality; Health & Disability>Health information technology; Health & Disability>Health insurance; Health & Disability>Health risks; Health & Disability>Payment models; Health & Disability>Public financing - Health & Disability
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Optimizing CPPI investment strategy for life insurance
Optimizing CPPI investment strategy for life insurance Constant Proportion Portfolio Insurance ... performance is assessed on realistic assumptions and dynamic strategies to mitigate the so-called ”gap risk” ...- Authors: Saad Mouti, Aymeric Kalife
- Date: Oct 2018
- Competency: Results-Oriented Solutions>Assess decision effectiveness; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Product Matters!
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Life Insurance>Product development - Life Insurance
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Risk Management, August 2018
Risk Management, August 2018 Read the August 2018 issue of Risk Management published by the ... addition, imple- menting and maintaining real- time Dynamic Monitoring and Intervention System (DMIS) over ...- Authors: Society of Actuaries
- Date: Aug 2018
- Competency: Strategic Insight and Integration>Effective decision-making; 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: Risk Management
- Topics: Enterprise Risk Management
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Proactively Managing Life Insurance Risks
Proactively Managing Life Insurance Risks The article explores the possibility of using the ... addition, imple- menting and maintaining real- time Dynamic Monitoring and Intervention System (DMIS) over ...- Authors: Feng Sun, Amy Tran
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making; 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: Risk Management
- Topics: Enterprise Risk Management; Experience Studies & Data>Mortality; Life Insurance>Product development - Life Insurance; Predictive Analytics
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Shared Value Insurance: Award Winning Innovation
their premium will adjust upwards over time. The Dynamic Pricing Model The model in Figure 2 leverages the ... channelled back to clients in the form of rewards and dynamic premium pricing. The Vitality Shared Value Model ...- Authors: Benjamin Rubin, Alan Pollard
- Date: Jun 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Product Matters!
- Topics: Life Insurance>Product development - Life Insurance
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Changing the Status Quo Bias
THROUGHOUT THE POLICY DURATION Policyholders enjoy dynamic pricing and have access to a suite of rewards ... FEEDBACK ON THE VALUE THEY ARE EARNING THROUGH DYNAMIC PRICING AND REWARDS WITHIN THE PROGRAM Typical ...- Authors: Francois Millard, Daniel Kotzen, Jos Maroba
- Date: May 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: News Direct
- Topics: Economics>Behavioral economics; Life Insurance>Policyholder behavior - Life Insurance; Life Insurance>Marketing and distribution - Life Insurance
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Large Portfolio VA Valuation Powered by GPUs & Deep Learning
is attrac- tive for intraday rebalances of the dynamic hedging program. However, GPUs alone cannot compute ... as guar- anteed living benefits utilization and dynamic lapse, are hard to model. Because deep learning ...- Authors: Huina Chen
- Date: Apr 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: CompAct
- Topics: Annuities>Pricing - Annuities; Modeling & Statistical Methods>Modeling efficiency
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Shiny: Another Step Forward in Data Democratization
Shiny: Another Step Forward in Data Democratization An introduction to creating Shiny web applications, ... you some great ideas for graphs, maps, tables, dynamic input options and layouts. If you get really into ...- Authors: Eileen Sheila Burns
- Date: Apr 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Predictive Analytics
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Chairperson's Corner
Chairperson's Corner Chairperson's Corner Professional network leverage;Influence;Innovative ... others within our industry is very interesting and dynamic, thank you Paula for calling on me. This is your ...- Authors: Mark Africa
- Date: Apr 2018
- Competency: Leadership>Influence; Leadership>Professional network leverage; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: CompAct
- Topics: Technology & Applications>Business intelligence; Technology & Applications>Data warehousing; Technology & Applications>Software
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Risk Management March 2018
Risk Management March 2018 Read the French language version of the March 2018 issue of Risk ... Management Symposium The ERM Symposium provides a dynamic environment for thought leadership, best practices ...- Authors: Society of Actuaries
- Date: Mar 2018
- Competency: Strategic Insight and Integration>Effective decision-making; 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: Risk Management
- Topics: Enterprise Risk Management
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Risk Management, March 2018
Risk Management, March 2018 Read the March 2018 issue of Risk Management published by the ... Management Symposium The ERM Symposium provides a dynamic environment for thought leadership, best practices ...- Authors: Society of Actuaries
- Date: Mar 2018
- Competency: Strategic Insight and Integration>Effective decision-making; 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: Risk Management
- Topics: Enterprise Risk Management
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Concurrent Session 3A:The Market Impact of Dynamic Hedging on Hedging Program Performance
Concurrent Session 3A:The Market Impact of Dynamic Hedging on Hedging Program Performance Insurance ...- Authors: Larry Zhao, Oksana Cherniavsky, Aymeric Kalife
- Date: Feb 2018
- Competency: External Forces & Industry Knowledge>External forces and business performance; Professional Values>Ethical standards; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Derivatives; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Health Watch, February 2018, Issue 85
Health Watch, February 2018, Issue 85 Read the February 2018 issue of Health Watch, published ... the delivery of health care. This involves a dynamic risk assessment of both revenues and costs. Relative ...- Authors: Society of Actuaries
- Date: Feb 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Health Watch
- Topics: Health & Disability>Health care; Health & Disability>Health care quality; Health & Disability>Health information technology; Health & Disability>Health insurance; Health & Disability>Health risks; Health & Disability>Payment models; Health & Disability>Public financing - Health & Disability
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Value-Based Care: The Role of the Health Care Provider Actuary A Health Section Strategic Initiative
Value-Based Care: The Role of the Health Care Provider Actuary A Health Section Strategic Initiative ... the delivery of health care. This involves a dynamic risk assessment of both revenues and costs. Relative ...- Authors: Gregory Fann
- Date: Feb 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Health Watch
- Topics: Health & Disability>Payment models
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Learning Deep Learning
Learning Deep Learning Overview and review of books to teach yourself about deep learning. Predictive ... does feel dated. With deep learning being such a dynamic field, this text is simply too old to capture ...- Authors: Michael Niemerg
- Date: Dec 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Predictive Analytics and Futurism Newsletter
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Small Talk, September 2017, Issue 48
some assumption types are better handled through dynamic functions than by A/E ratios (such as flexible ... setting assumptions and margins and developing dynamic functions to use in modeling. Using the multi-risk ...- Date: Sep 2017
- Competency: 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: Small Talk
- Topics: Technology & Applications>Analytics and informatics
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Using Relevant Experience Data to Increase Credibility and Reduce Margins
qualifying for tax-related advantages; and 4. Dynamic policyholder behavior functions reflecting scenario- ... the significant predictors of experi- ence and dynamic policyholder behavior functions that will serve ...- Authors: Mark Birdsall, Marianne C Purushotham
- Date: Sep 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Small Talk
- Topics: Actuarial Profession>Best practices; Enterprise Risk Management>Risk measurement - ERM; Experience Studies & Data>Mortality; Life Insurance>Pricing - Life Insurance; Life Insurance>Reserves - Life Insurance
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Using Relevant Experience Data to Increase Credibility and Reduce Margins
qualifying for tax-related advantages; and 4. Dynamic policyholder behavior functions reflecting scenario-dependent ... identify the significant predictors of experience and dynamic policyholder behavior functions that will serve ...- Authors: Marianne C Purushotham, Mark Birdsall
- Date: Sep 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Financial Reporter
- Topics: Actuarial Profession>Best practices; Enterprise Risk Management>Risk measurement - ERM; Experience Studies & Data>Mortality; Life Insurance>Pricing - Life Insurance; Life Insurance>Reserves - Life Insurance
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June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method
some assumption types are better handled through dynamic functions than by A/E ratios (such as flexible ... setting assumptions and margins and developing dynamic functions to use in modeling. Using the multi-risk ...- Authors: Mark Birdsall
- Date: Sep 2017
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Small Talk
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
Risk: Approximations to Survivor Functions and Dynamic Hedging. Insurance: Mathematics and Economics, ... Dahl, M., Glar, S., and Møller, T. (2011). Mixed Dynamic and Static Risk-Minimization With an Appli- cation ...- Authors: Kenneth Zhou, Siu-Hang Li
- Date: Jul 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Demography>Longevity; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management
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Health Watch, June 2017, Issue 83
they been more relevant than they are in today’s dynamic health care environment. THE BASICS First, so ... sessions • Network with 600+ peers • Learn from dynamic speakers on diverse topics Register by July 31 ...- Authors: Society of Actuaries
- Date: Jun 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Health Watch
- Topics: Health & Disability>Health care; Health & Disability>Health care quality; Health & Disability>Health information technology; Health & Disability>Health insurance; Health & Disability>Health risks; Health & Disability>Payment models; Health & Disability>Public financing - Health & Disability
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Understanding Autoregressive Model for Time Series
Autoregressive Model for Time Series as a Deterministic Dynamic System By Dihui Lai and Bingfeng Lu The autoregressive ... Autoregressive Model for Time Series as a Deterministic Dynamic System AR(p) MODEL AND pTH-ORDER TIME-DEPENDENT ...- Authors: Dihui Lai, Bingfeng Lu
- Date: Jun 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Forecasting; Predictive Analytics
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A Rainbow of Opportunities
A Rainbow of Opportunities Short descriptions of the various articles in the June issue. ... Autoregressive Model for Time Series as a Deterministic Dynamic System” by Dihui Lai and Bingfeng Lu: In this ...- Authors: David Snell, Kevin Jones
- Date: Jun 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Predictive Analytics and Futurism Newsletter
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General Insurance Research Update
General Insurance Research Update The General Insurance Research Committee continues to meet ... and premium strategies. The paper studies the dynamic upper bounds for the infection probabilities based ...- Authors: Scott Lennox
- Date: Jun 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: General Insurance Insights
- Topics: General Insurance (Property & Casualty)>Pricing/ratemaking - General Insurance
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Replacing the Replacement Rate: A Better Way
Replacing the Replacement Rate: A Better Way The standard for measuring retirement income adequacy ... largest dynamic micro-simulation models of society—Statis- tics Canada’s LifePaths dynamic population ...- Authors: Bonnie-Jeanne MacDonald
- Date: May 2017
- Competency: 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: International News
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Defined contribution and 401k plans; Pensions & Retirement>Plan design; Social Insurance>Social Security
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Save and Grow: Considerations for Future Financial Freedom
Save and Grow: Considerations for Future Financial Freedom How assumptions like market ... discussed earlier, even passive asset allocation is a dynamic process. It is important for an investor to Table ...- Authors: Ramandeep Nagi
- Date: Apr 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Economics>Financial economics; Finance & Investments>Asset allocation; Finance & Investments>Investment strategy - Finance & Investments; Pensions & Retirement>Retirement risks
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Health Watch, March 2017, Issue 82
Health Watch, March 2017, Issue 82 Read the March 2017 issue of Health Watch, published by ... consulting firm, and I have worked with some really dynamic and creative consultants over the years. I see ...- Authors: Society of Actuaries
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Health Watch
- Topics: Health & Disability>Health care; Health & Disability>Health care quality; Health & Disability>Health information technology; Health & Disability>Health insurance; Health & Disability>Health risks; Health & Disability>Payment models; Health & Disability>Public financing - Health & Disability
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Company Profitability and Risk Dashboards— A Tool in the Understanding and Management of Risk, Part 2
historical results for key risks • Developing dynamic functions for key risks • Quantifying and ranking ... the Limited Fluctuation method. Developing Dynamic Functions for Key Risks Having set the central ...- Authors: Marianne C Purushotham, Mark Birdsall
- Date: Mar 2017
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: In The Public Interest
- Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk measurement - ERM; Predictive Analytics
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Small Talk, March 2017, Issue 47
historical results for key risks • Developing dynamic functions for key risks • Quantifying and ranking ... the Limited Fluctuation method. Developing Dynamic Functions for Key Risks Having set the central ...- Authors: Society of Actuaries
- Date: Mar 2017
- Competency: 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: Small Talk
- Topics: Technology & Applications>Analytics and informatics
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The Social Impact of the Actuarial Profession
The Social Impact of the Actuarial Profession The financial sector should provide financial ... are forced sellers, which is often inherent in dynamic hedging. They can also create internal algorithms ...- Authors: Anthony Asher
- Date: Mar 2017
- Competency: Professional Values; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Reinsurance News
- Topics: Actuarial Profession>Ethics; Actuarial Profession>Professional development; Enterprise Risk Management>Governance; Life Insurance>Product development - Life Insurance
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Modeling Sessions at the 2016 Life/Annuity Symposium: Summary
Modeling Sessions at the 2016 Life/Annuity Symposium: Summary A summary of Modeling Section-sponsored ... efficiency;Stochastic models;Deterministic models;Dynamic simulation models 6442473150 12/1/2016 12:00:00 ...- Authors: Mary Campbell
- Date: Dec 2016
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Modeling Platform
- Topics: Enterprise Risk Management>Governance; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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Introduction to Using Graphical Processing Units for Variable
Introduction to Using Graphical Processing Units for Variable This article describes how to ... decrements are applied such as mortality and dynamic lapse. Now that the fundamental components of model- ...- Authors: Bryon Robidoux
- Date: Dec 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Modeling efficiency; Technology & Applications>Computer science; Technology & Applications>Software
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The Optimal Timing of Risk Management
risk management projects require dynamic trading such as in a dynamic hedging program. The transaction ... process is even more complicated and may require dynamic programming. With these adjustments, different ...- Authors: Society of Actuaries, Kailan Shang
- Date: Dec 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Risk Management, December 2016 Issue 37
risk management projects require dynamic trading such as in a dynamic hedging program. The transaction ... process is even more complicated and may require dynamic programming. With these adjustments, different ...- Authors: Society of Actuaries
- Date: Dec 2016
- Competency: Strategic Insight and Integration>Effective decision-making; 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: Risk Management
- Topics: Enterprise Risk Management
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Long-Term Care Modeling Part 1: An Overview
Long-Term Care Modeling Part 1: An Overview This article is the first installment of a three-part ... Model fitting. This includes retrofitting and dynamic testing to assess and validate that the model ...- Authors: Lo Linda Chow, Kevin Kang, Jillian Cataloni
- Date: Dec 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Long-term Care>Long-term care insurance; Modeling & Statistical Methods>Modeling efficiency
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Insurance Innovation and Implications for Actuarial
Insurance Innovation and Implications for Actuarial Discussing impacts of innovation on the ... detection in homes • Hassle free car repairs • Dynamic pricing • Fraud prevention ENDNOTES 1 2016 Global ...- Authors: Simon Phipps, Valerie du Preez
- Date: Sep 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: International News
- Topics: Actuarial Profession>Entrepreneurism
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The Sustainability of the New American Entitlement: Actuarial Values and the ACA
The Sustainability of the New American Entitlement: Actuarial Values and the ACA The article discusses ... by the Congressional Bud- get Office, before dynamic scoring was in play), available federal funds ...- Authors: Gregory Fann
- Date: Sep 2016
- Competency: Communication>Difficult message delivery; Communication>Persuasive communication; External Forces & Industry Knowledge>Actuarial theory in business context; Leadership>Change management; Leadership>Influence; Leadership>Thought leadership; Professional Values>Ethical standards; Professional Values>Practice expertise; Professional Values>Public interest representation; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: In The Public Interest
- Topics: Economics>Behavioral economics; Economics>Financial markets; Health & Disability>Health insurance; Health & Disability>Public financing - Health & Disability
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The Optimal Timing of Risk Management
risk management projects require dynamic trading such as in a dynamic hedging program. The transaction ... process is even more complicated and may require dynamic programming. With these adjustments, different ...- Authors: Kailan Shang
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Economics>Financial economics
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Enterprise Risk -Reward Optimization: Two Critical Approaches
Enterprise Risk -Reward Optimization: Two Critical Approaches In a very general setting ... balance sheet and income statement to allow for dynamic reserve and capital modeling. Note that for organizations ...- Authors: Damon D Levine
- Date: Aug 2016
- Competency: Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM
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New Research on Pension Assumptions
New Research on Pension Assumptions Highlights a new research paper on determining discount rates ... context, the method may have applica- tions for dynamic strategies that benchmark the asset manager’s ...- Authors: Victor Modugno
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics
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Risk Management, August 2016 Issue 36
behavior.” “We are in the process of revisiting our dynamic excess lapse functions to get increased comfort ... experience. How to exercise sound judgment in a dynamic environment with the use of tools and techniques ...- Authors: Society of Actuaries
- Date: Aug 2016
- Competency: Strategic Insight and Integration>Effective decision-making; 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: Risk Management
- Topics: Enterprise Risk Management
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The Modeling Platform
manner. DOCUMENTATION LIFECYCLE Most models are dynamic, undergoing changes and updates to reflect underlying ... conditions. Effective documentation is similarly dynamic. Effective model documentation is revised and ...- 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
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Understanding the Riskiness Of A GLWB Rider For FIAs
Understanding the Riskiness Of A GLWB Rider For FIAs The article explores impact of resetting ... annuities;Modeling efficiency;Stochastic models;Dynamic simulation models;Asset modeling;Assumptions;Monte ...- Authors: Pawel Konieczny, Jae Jung
- Date: Apr 2016
- Competency: 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: Risk Management
- Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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A Practical Approach to an Enhanced Premium Persistency Assumption
implemented at one company. Unlike conventional dynamic assumptions that tie policyholder behavior to ... approach into the modeling inventory file allows for dynamic adjustments to the premiums multiplier as soon ...- Authors: Nick Komissarov, Ying Zhao
- Date: Apr 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Modeling Platform
- Topics: Life Insurance>Policyholder behavior - Life Insurance; Life Insurance>Universal life; Modeling & Statistical Methods>Deterministic models
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Representative Scenarios Method (RSM) Part 2-Field Testing the RSM
interest KRD reflects the impact of both dynamic lapse and dynamic GLIB utilization in response to interest ... desirable to separate out the impact of dynamic lapse and dynamic GLIB utilization from the in- terest KRD ...- Authors: Mark Birdsall, Stephen Strommen
- Date: Mar 2016
- Competency: Leadership>Influence; Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Small Talk
- Topics: Annuities>Reserves - Annuities; Enterprise Risk Management>Risk measurement - ERM; Life Insurance>Reserves - Life Insurance
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Small Talk
interest KRD reflects the impact of both dynamic lapse and dynamic GLIB utilization in response to interest ... desirable to separate out the impact of dynamic lapse and dynamic GLIB utilization from the in- terest KRD ...- Authors: Society of Actuaries
- Date: Mar 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance; External Forces & Industry Knowledge>Internal forces and business performance; Leadership>Influence; Leadership>Professional network leverage; Leadership>Thought leadership; Relationship Management>Relationships and trust; Relationship Management>Staff management and motivation; Relationship Management>Team leadership; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Small Talk
- Topics: Actuarial Profession>Best practices; Actuarial Profession>Professional development; Annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Life Insurance>Reserves - Life Insurance; Public Policy
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Efficient Frontier of New Business
Efficient Frontier of New Business The author constructed the efficient frontier of new business sales ... interest rate environment is simulated. 2) Dynamic policyholder behavior risk. One of the primary ...- Authors: Yuhong Xue
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM
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The Volatility Regime
The Volatility Regime This article provides background on managed target volatility funds ... than $5 billion. For example, the Barclays U.S. Dynamic Balance II Index, which has been a crediting strategy ...- Authors: Marie-Laure Chandumont
- Date: Feb 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Annuities>Guaranteed living benefits; Annuities>Product development - Annuities; Annuities>Variable annuities
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Hedge Your Bets
Hedge Your Bets Insurance companies use derivatives to manage and mitigate risks that are inherent ... including traditional asset/liability matching, dynamic hedging and static hedging. The authors explore ...- Authors: Aymeric Kalife, Saad Mouti
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Risk appetite; Finance & Investments>Derivatives
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February issue of The Stepping Stone
February issue of The Stepping Stone February issue of The Stepping Stone Professional Development;Interpersonal ... PAIN INTO THE PRESENT One way to counteract this dynamic is to bring the future pain into the present.- Authors: Society of Actuaries
- Date: Feb 2016
- Competency: Communication>Active listening; Leadership>Change management; Leadership>Influence; Leadership>Mentoring; Leadership>Thought leadership; Professional Values; Relationship Management>Relationships and trust; Relationship Management>Staff management and motivation; Relationship Management>Team leadership; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Stepping Stone
- Topics: Actuarial Profession>Alternative careers; Actuarial Profession>Best practices; Actuarial Profession>Management skills; Actuarial Profession>Professional development; Actuarial Profession>Traditional careers
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Correspondent’s Report from the SOA 2015 Annual Meeting and Exhibit
Correspondent’s Report from the SOA 2015 Annual Meeting and Exhibit Summary of Investment Council ... tend to persist and showed that this suggested a dynamic approach to volatility management. Using market ...- Authors: Warren A Manners
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Internal forces and business performance; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments
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Navigating the Changing Landscape
such as asset-liability management models or dynamic financial analysis used for aggregate exposure ... in this case. Pricing that is based on a more dynamic economic capital basis instead of a constant factor ...- Authors: Clinton Thompson
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic capital
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Health Watch, Issue 79, December 2015, Health Watch
etc., one would be hard-pressed to find a more dynamic industry. And I’m proud to say that the Health ... Correction Models (VECMs), to model multivariate dynamic systems including time dependency be- tween economic ...- Authors: Society of Actuaries
- Date: Dec 2015
- Competency: Communication>Written communication; External Forces & Industry Knowledge; Leadership>Influence; Professional Values>Ethical standards; Relationship Management>Team leadership; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Big picture view; 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: Health Watch
- Topics: Experience Studies & Data>Disability; Health & Disability>Critical illness insurance; Health & Disability>Health care; Health & Disability>Health insurance; Health & Disability>Health risks; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Regression analysis; Technology & Applications>Computer science
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How to Get Started in Predictive Analytics
How to Get Started in Predictive Analytics Looks at free and inexpensive resources for the ... the prior texts don’t: for prettier graphs and dynamic reporting. 16 | DECEMBER 2015 PREDICTIVE ANALYTICS ...- Authors: Mary Campbell
- Date: Dec 2015
- Competency: 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: Predictive Analytics and Futurism Newsletter
- Topics: Modeling & Statistical Methods>Data mining; Predictive Analytics
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Hitting the Target: Improvements to U.S. GAAP for Long-Duration Insurance Contracts
Hitting the Target: Improvements to U.S. GAAP for Long-Duration Insurance Contracts After ... ment without at least partial backtrack to a more dynamic stan- Front-End Loads Many people interpret existing ...- Authors: Steven Malerich
- Date: Dec 2015
- Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Influence decisions; 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 Financial Reporter
- Topics: Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Article Title * Producing Actionable Insights from Predictive Models Built Upon Condensed Electronic Medical Records
Article Title * Producing Actionable Insights from Predictive Models Built Upon Condensed ... Correction Models (VECMs), to model multivariate dynamic systems including time dependency be- tween economic ...- Authors: Sheamus Parkes
- Date: Dec 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Health Watch
- Topics: Economics>Health economics
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The Stepping Stone
The Stepping Stone The Stepping Stone issue 60, November 2015 influence decisions;interpersonal ... process. Think about how often you see this dynamic with your clients (or in your organization). For ...- Authors: Society of Actuaries
- Date: Nov 2015
- Competency: Communication>Persuasive communication; External Forces & Industry Knowledge>General business skills; Leadership>Change management; Leadership>Influence; Relationship Management>Relationships and trust; Relationship Management>Staff management and motivation; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Stepping Stone
- Topics: Actuarial Profession>Best practices; Actuarial Profession>Competencies; Actuarial Profession>Entrepreneurism; Actuarial Profession>Management skills; Actuarial Profession>Professional development
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An Uncharacteristic Application of Actuarial Science
An Uncharacteristic Application of Actuarial Science An in-depth look at how actuarial skills ... science;Deterministic models;Monte Carlo simulations;Dynamic simulation models 6442464408 11/1/2015 12:00:00 ...- Authors: Michael Adams
- Date: Nov 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuary of the Future
- Topics: Modeling & Statistical Methods>Bayesian methods
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Dynamic Assumption-Setting for Variable and Non-Variable Annuities
Dynamic Assumption-Setting for Variable and Non-Variable Annuities Examination of full surrender and ... articles focuses on full surrenders and building a dynamic surrender function using predictive modeling tools ...- Authors: Mark Birdsall, Marianne C Purushotham
- Date: Sep 2015
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Financial Reporter
- Topics: Annuities>Policyholder behavior - Annuities; Annuities>Variable annuities
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A Seminar in Beijing: Applications of Derivatives of Life Company Risk Management
A Seminar in Beijing: Applications of Derivatives of Life Company Risk Management Recaps April 2015 ... quantitative analysts are very well versed in dynamic derivative replication, volatility In North ...- Authors: Peter H Sun
- Date: Aug 2015
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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2015 National Academy of Social Insurance Roundtable: The Link between Retirement Security and Long-Term Care
2015 National Academy of Social Insurance Roundtable: The Link between Retirement Security and Long-Term ... Care." American Academy of Actuaries=AAA;Dynamic simulation models;Long-term care insurance=LCT ...- Authors: John Cutler
- Date: Apr 2015
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Long-Term Care News
- Topics: Health & Disability>Public financing - Health & Disability; Long-term Care>Long-term care insurance; Long-term Care>Public financing - Long-term Care; Modeling & Statistical Methods>Dynamic simulation models; Pensions & Retirement>Private sector plans; Pensions & Retirement>Public sector plans; Public Policy; Public Policy; Public Policy; Social Insurance>Medicaid; Social Insurance>Medicare
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Flight Paths – A Dynamic Investment Strategy
Flight Paths – A Dynamic Investment Strategy The article describes a dynamic investment strategy for ...- Authors: Philip McCaulay
- Date: May 2014
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Pension Section News
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Free Tacos!
Free Tacos! Compares how other industries (in this case, Fast Food) researches and tests ... insurance products. This is a very compli- cated dynamic, so I have created the table below to help illustrate ...- Authors: Steven Rueschhoff
- Date: Feb 2014
- Competency: External Forces & Industry Knowledge; Leadership>Thought leadership; Results-Oriented Solutions>Actionable recommendations; Results-Oriented Solutions>Assess decision effectiveness; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Product Matters!
- Topics: Annuities>Product development - Annuities; Life Insurance>Product development - Life Insurance
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The Enterprise Risk Management Framework of Risk Appetite Risk Appetite Assessment Framework and Implementation Program for an Organization
important to remember that risk appetite is dynamic and may change over time. The critical part of ... We need to understand that the assessment is dynamic and requires regular updating and refinement ...- Authors: Debashis Banerjee
- Date: Jan 2014
- Competency: 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
- Topics: Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk categories; Enterprise Risk Management>Risk measurement - ERM
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A NEAT Approach to Neural Network Structure
A NEAT Approach to Neural Network Structure This article discussed the NEAT family of neural ... fixed. The genome neural network’s structure is dynamic, just as in NEAT. However, the pheno- type structure ...- Authors: Jeff T Heaton
- Date: Dec 2013
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Technology & Applications>Analytics and informatics; Technology & Applications>Business intelligence; Technology & Applications>Computer science
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GPUs: How We Went From Zombie Blood Splatter To Financial Projections
GPUs: How We Went From Zombie Blood Splatter To Financial Projections GPUs are structured differently ... and features, multiple fee structures along with dynamic customer behavior models. Each contract carries ...- Authors: Chris Stiefeling
- Date: Oct 2013
- Competency: Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: CompAct
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Computer science; Technology & Applications>Software
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Reminiscences of a Prophet Operator
Reminiscences of a Prophet Operator Read this article for an overview of Sungard’s Prophet ... features like extended formulas, array variables, dynamic loops and others really require some serious training ...- Authors: Anton Kobelev
- Date: Oct 2013
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: CompAct
- Topics: Technology & Applications>Software
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Massachusetts Payment Reform from an Actuarial Perspective
Massachusetts Payment Reform from an Actuarial Perspective The article is a case study of various ... selection at a point in time; however, these are dynamic in any panel of patients. Each year, the budget ...- Authors: Matthew Day, Jill Wilson
- Date: May 2013
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Health Watch
- Topics: Health & Disability>Payment models; Public Policy
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A Structural Model of Sovereign and Bank Credit Risk
A Structural Model of Sovereign and Bank Credit Risk Abstract: A model for analyzing the probability ... vious increase. Market participants observe a dynamic that indicates an increase in the rate of inflation ...- Authors: Dan diBartolomeo, Emilian Nikolaev Belev
- Date: Apr 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Economics>Financial economics; Economics>Macroeconomics; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments
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Beyond Excel - SharePoint
Beyond Excel - SharePoint Actuaries have been using spreadsheets for a long time; spreadsheets ... PerformancePoint Services allows us to create dynamic, powerful and reusable dashboards; we can create ...- Authors: Andrew Chan
- Date: Apr 2013
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: CompAct
- Topics: Technology & Applications>Analytics and informatics; Technology & Applications>Business intelligence; Technology & Applications>Software
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Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach
Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach ... step further, this paper intends to propose a new dynamic mechanism to for the risk management industry for ...- Authors: Nabil Iqbal, Syed A Ali
- Date: Apr 2012
- Competency: 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: Risk Management
- Topics: Enterprise Risk Management>Risk appetite; Finance & Investments>Economic capital
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Exploring Policyholder Behavior in the Extreme Tail
Exploring Policyholder Behavior in the Extreme Tail This paper demonstrates that extreme ... paper applies EVT to the study of variable annuity dynamic lapse behavior in the extreme tail. It illustrates ...- Authors: Yuhong Xue
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks