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Predictive modeling
Predictive modeling Summary of SOA research report "Optimizing Risk Retention" which applies parametric survival models and Monte Carlo simulation to a block of term life ...- Authors: Kai Kaufhold
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Reinsurance News
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Reinsurance>Life reinsurance
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Fuzzy Volatility Forecasts and Fuzzy Option Values
Fuzzy Volatility Forecasts and Fuzzy Option Values Presentation from the 41st Actuarial Research Conference held on August 10-12, 2006 in Montreal, Canada. Fuzzy set theory is incorporated into ...- Authors: Ranee Thiagarajah
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models
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Horses for Courses
Horses for Courses Explores the open vs. closed systems debate with regards to actuarial modeling and exposes the over-simplification. Valuable for anyone who uses models. stochastic models; ...- Authors: Van Beach
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Change management; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Technology & Applications>Analytics and informatics; Technology & Applications>Business intelligence; Technology & Applications>Computer science; Technology & Applications>Data warehousing; Technology & Applications>Software
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A Multi-Stakeholder Approach to Capital Adequacy
A Multi-Stakeholder Approach to Capital Adequacy This paper is Part 1 of a two-part submission. Part 2, “An Alternative Approach to Capital Allocation,” discusses using risk-replicating ...- Authors: Robert Painter, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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The Modeling Platform
The Modeling Platform The April 2016 Issue of The Modeling Platform Financial accounting controls;Standards of practice;Operational risks;model validation;modeling efficiency;assumptions;ERM; ...- 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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Modeling Sessions at the 2016 Life/Annuity Symposium: Summary
Modeling Sessions at the 2016 Life/Annuity Symposium: Summary A summary of Modeling Section-sponsored sessions at the 2016 Life/Annuity Symposium, covering model risk management, model ...- 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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A New Risk Metric for Defined Benefit Pension Plans
A New Risk Metric for Defined Benefit Pension Plans In order for actuaries to play a valuable role in the realm of enterprise risk management ERM, they must provide value-added advice and ...- Authors: Thomas D Bergan, David Fishbaum
- Date: Oct 2006
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Practice Forum
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Risk management
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Developing A Stochastic Mortality Framework To Support The Reinsurance Market
Developing A Stochastic Mortality Framework To Support The Reinsurance Market This article looks at stochastic techniques actuaries can use to quantify the non-market risks in insurance products ...- Authors: Matthew P Clark, Chad R Runchey
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Reinsurance News
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models; Reinsurance; Reinsurance>Stop-loss insurance
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Disparate Origins Of Life And Non-Life Insurances
Disparate Origins Of Life And Non-Life Insurances Article Disparate Origins Of Life And Non-Life Insurances by Beard in The Actuary, February 1979, Volume 13, Number 2 Catastrophic risk;Health ...- Authors: Robert E Beard
- Date: Feb 1979
- Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Risk measurement - ERM; Health & Disability>Health risks; Life Insurance>Pricing - Life Insurance; Life Insurance>Non-forfeiture benefits; Modeling & Statistical Methods; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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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 cap vs static cap choice for the GLWB rider for a Fixed Index Annuity for a Point to Point. Moreover, ...- 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