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Techniques for Taming Model Risk
Principle-Based Reserving (PBR), GAAP LDTI, and IFRS 17 require detailed cash flow projec- tion models ... Engine Embedded value Calculation Engine GAAP / IFRS Calculation Engine Cash flow projections Calculation ...- Authors: Bill Cember, Scott Houghton, Dylan Strother
- Date: Oct 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: CompAct
- Topics: Technology & Applications
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Insights Into Life PBR Emerging Practices and Implementation
Insights Into Life PBR Emerging Practices and Implementation In this article, we explore key ... projection period Compressed in-force Other 70% 22% 17% 13% 50% of participants have considered purchasing ...- Authors: Dylan Strother, Haley Christine Jeorgesen , Ellen Smith
- Date: Nov 2020
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>Statutory accounting; Life Insurance>Reserves - Life Insurance; Life Insurance>Term life; Life Insurance>Universal life; Life Insurance>Whole life
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Opening General Session – Statutory Life and Annuity Issues
May not be reproduced without express permission. 17 PBR Boot Camp Seminar Academy is having a 4 day ... (5¼ hours a day) seminar virtually September 14-17 Life Topics September 14 & 15 Variable Annuity ...- Authors: Paul Chao-Liang Chen, Patrick Davidson , Dylan Strother
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Life Insurance; Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency
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Principle-Based Reserve Projection Questions, Answered!
Principle-Based Reserve Projection Questions, Answered! As the portion of inforce business valued ... May not be reproduced without express permission. 17 NPR mortality Projection of future mortality ...- Authors: Dylan Strother, Kevin Piotrowski, Benjamin Slutsker
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods; Modeling & Statistical Methods>Forecasting