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EXPOSED! Variable Annuity Stochastic Requirements
EXPOSED! Variable Annuity Stochastic Requirements discussion of the ongoing developments in reserving and risk-based capital RBC requirements for variable annuities including stochastic scenario ...- 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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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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Arithmetic vs. Geometric Mean Returns
Arithmetic vs. Geometric Mean Returns Discussion of the appropriate use of geometric versus arithmetic average returns to use in a stochastic interest rate generator to be equivalent to a ...- Authors: Douglas Doll
- Date: Apr 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Product Matters!
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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More Efficient Monte Carlo Simulations for Mortality Assumption Testing
More Efficient Monte Carlo Simulations for Mortality Assumption Testing More Efficient Monte Carlo Simulations for Mortality Assumption Testing Monte Carlo simulation;Mortality ...- 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
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Projection and Statistical Modeling of Mortality at Late Age Q&A
Projection and Statistical Modeling of Mortality at Late Age Q&A Transcript of the Q&A period from Session 6A: Projection and Statistical Modeling of Mortality at Late Age ...- Authors: Society of Actuaries
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Global Perspectives; Modeling & Statistical Methods>Deterministic models; 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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Implementation of Arbitrage-free Discretization of Interest Rate Dynamics and Calibration via Swaptions and Caps in Excel VBA
Implementation of Arbitrage-free Discretization of Interest Rate Dynamics and Calibration via Swaptions and Caps in Excel VBA We consider Libor market model and calibration process. We estimate ...- Authors: Ohoe Kim, Swathi D Gaddam
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics>Financial economics; Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Optimal Ruin Calculations Using Partial Stochastic Information
Optimal Ruin Calculations Using Partial Stochastic Information Discussion of how to obtain tight upper and lower bounds on E[hX] for a given function h, and a random variable X with three known ...- Authors: Samuel Cox, Patrick L Brockett
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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A framework for ESG validation
A framework for ESG validation This article describes the key elements of a review of an economic scenario generator (ESG), including scoping, parameters, models, and model efficiency. Stochastic ...- Authors: Bruce Rosner
- Date: Apr 2016
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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The next step forward: Can one actuarial system do it all?
The next step forward: Can one actuarial system do it all? The next evolution of actuarial systems in the U.S. will likely be a move toward a single system solution. This article defines a single ...- Authors: Corey A Carriker, Jason Morton, Ryan Kiefer
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Actuarial Profession>Best practices; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models