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Analytical Formulas for Variable Annuity Guarantees and Applications, with Focus on Stochastic-on-stochastic Valuations of Hedged Variable Annuity Liabilities
Analytical Formulas for Variable Annuity Guarantees and Applications, with Focus ... allocated guarantee fee for variable annuities with dynamic lapses. Black and Scholes;fair market value;stochastic;SOS ...- Authors: Tark Bouhennache
- Date: Dec 2017
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IAA Delegate Council & Committee ReportsChicago, Fall 2017
Book, including work on the Stress Testing and Dynamic Hedging chapters. Further discussion was held on ... meeting were to finalize the Stress Testing and Dynamic Hedging chapters of the Risk Book, as well as complete ...- Authors: Society of Actuaries
- Date: Dec 2017
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What Every Insurer Needs to Know About Impact Investing
What Every Insurer Needs to Know About Impact Investing Impact investing is investments in “companies, ... learning which is crucial for today’s fast moving dynamic society, leading to more effective initiatives ...- Authors: Syed Danish Ali
- Date: Dec 2017
- Competency: Leadership>Thought leadership; Strategic Insight and Integration>Big picture view
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Modeling & Statistical Methods>Data mining; Social Insurance
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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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Accounting Change for Variable Annuities With Implications on Hedging
the hedging program, but it appears that most dynamic hedge programs covering variable annuity guarantees ... flows are also reflected, including projected dynamic hedge behavior, modified by measures of hedge ...- Authors: Bruce Rosner, Robert Frasca
- Date: Dec 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Risk measurement - ERM; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>International Accounting Standards Board [IASB]; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Financial Reporting & Accounting>Statutory accounting
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Blinded by Predictive Analytics
power grids, death and disease. Big data fails in dynamic systems, especially when modeling human behavior ... because once a pattern is established a new dynamic comes in to destroy it. Plus, if the modelers ...- Authors: Bryon Robidoux
- Date: Dec 2017
- Competency: Strategic Insight and Integration>Effective decision-making
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Predictive Analytics
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Read the December 2017 issue of Predictive Analytics & Futurism published by the Predictive Analytics & Futurism Section.
power grids, death and disease. Big data fails in dynamic systems, especially when modeling human behavior ... because once a pattern is established a new dynamic comes in to destroy it. Plus, if the modelers ...- Authors: Society of Actuaries
- Date: Dec 2017
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Technology & Applications>Computer science
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Market Trends
Market Trends This session will provide an overview of the evolution of equity-based ... intersections between talent, assets and ideas – the dynamic formula that drives business performance. Together ...- Authors: Society of Actuaries, Matthew Coleman
- Date: Nov 2017
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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Errata GAAP Text 2nd Edition 10 Mar 06
Errata GAAP Text 2nd Edition 10 Mar 06 6442479869 11/17/2017 11:12:49 AM ... approach can be divided into two types, static and dynamic. 3.12.1 Static Worksheets Table 3-21 illustrates ...- Date: Nov 2017
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Understanding Actuarial Management: the actuarial control cycle, Second Edition
Understanding Actuarial Management: the actuarial control cycle, Second Edition A resource ... insight into how to manage financial risk within dynamic economic and social systems. It is also a required ...- Authors: Stuart Klugman, Richard H S Lyon, Clare Stella Bellis, John Shepherd
- Date: Nov 2017
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A Comprehensive Guide to Measuring and Managing Life Insurance Company Expenses Table of Contents
. . . . . . . . . . . . . . . . . .5 2.2 The Dynamic Process of Pricing . . . . . . . . . . . . . . ... . . . . . . . . . . . . . . . . .350 20.2.2 Dynamic Financial Condition Analysis . . . . . . . . .- Authors: Sam Gutterman
- Date: Nov 2017
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Fall 2017 ILALRM Case Study
Fall 2017 ILALRM Case Study Fall 2017 ILALRM Case Study. 6442479785 11/10/2017 12:00:00 AM ... liabilities. The VA hedging program uses a dynamic approach updated for market factors monthly and ...- Authors: Society of Actuaries
- Date: Nov 2017
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Fall 2017 RETRPIRM Exam Solutions
Fall 2017 RETRPIRM Exam Solutions View the Fall 2017 RETRPIRM Exam Solutions. 6442479804 ... points) XYZ Company is considering implementing a dynamic liability-responsive asset allocation (glide path) ...- Authors: Society of Actuaries
- Date: Nov 2017
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Fall 2017 ERM-GH Exam
within your department. Your team currently uses a dynamic hedge on option-based derivatives. (i) Describe ... Describe advantages and disadvantages of using dynamic hedging versus static hedging on option-based ...- Authors: Society of Actuaries
- Date: Nov 2017
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Fall 2017 ERM-GI Exam
within your department. Your team currently uses a dynamic hedge on option-based derivatives. (i) Describe ... Describe advantages and disadvantages of using dynamic hedging versus static hedging on option-based ...- Authors: Society of Actuaries
- Date: Nov 2017
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Fall 2017 ERM-ILA Exam
within your department. Your team currently uses a dynamic hedge on option-based derivatives. (i) Describe ... Describe advantages and disadvantages of using dynamic hedging versus static hedging on option-based ...- Authors: Society of Actuaries
- Date: Nov 2017
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Fall 2017 ERM Case Study
the liabilities. The VA hedging program uses a dynamic approach updated for market factors monthly and ... reflecting the surrender charge period and the dynamic impacts of crediting rates. It includes the last ...- Authors: Society of Actuaries
- Date: Nov 2017
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Fall 2017 QFIADV PM Exam
model does not include dynamic lapses. (d) (1.5 points) Describe how dynamic lapses will impact the ... Discuss how a company can mitigate the impact of dynamic lapses on its VA business. Exam QFIADV: ...- Authors: Society of Actuaries
- Date: Nov 2017
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Fall 2017 ERM-GC Exam
within your department. Your team currently uses a dynamic hedge on option-based derivatives. (i) Describe ... Describe advantages and disadvantages of using dynamic hedging versus static hedging on option-based ...- Authors: Society of Actuaries
- Date: Nov 2017
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Fall 2017 ERM-INV Exam
within your department. Your team currently uses a dynamic hedge on option-based derivatives. (i) Describe ... Describe advantages and disadvantages of using dynamic hedging versus static hedging on option-based ...- Authors: Society of Actuaries
- Date: Nov 2017
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Fall 2017 ILALPAM Exam
Fall 2017 ILALPAM Exam View the Fall 2017 ILALPAM Exam. 6442479782 11/10/2017 12:00:00 AM ... a one-sided or two-sided factor approach for dynamic modeling of lapses is more appropriate for this ...- Authors: Society of Actuaries
- Date: Nov 2017
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Fall 2017 ERM-RET Exam
within your department. Your team currently uses a dynamic hedge on option-based derivatives. (i) Describe ... Describe advantages and disadvantages of using dynamic hedging versus static hedging on option-based ...- Authors: Society of Actuaries
- Date: Nov 2017
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Provider Risk Sharing Boot Camp for Health Actuaries
Provider Risk Sharing Boot Camp for Health Actuaries Changes introduced by various Medicare Alternative ... Risk High Cost Cohorts 9. Understanding the dynamic of x% of the patients are XX% of the costs. A ...- Authors: Society of Actuaries, James Hazelrigs, Chris Stanley
- Date: Nov 2017
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Spring 2018 Individual Life and Annuity Life Risk Management Exam Syllabi
Enterprise Risk Management, Sweeting • CIA: Dynamic Capital Adequacy Testing (DCAT) Revised Education ... appropriate assumptions and scenarios ii) Model dynamic behavior of both assets and liabilities iii) Model ...- Authors: Society of Actuaries
- Date: Nov 2017
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Spring 2018 Quantitative Finance and Investment – Core Exam Syllabi
31, 32 • Managing Investment Portfolios: A Dynamic Process, Maginn, John L. & Tuttle, Donald L., 3rd ... Resources • Managing Investment Portfolios: A Dynamic Process, Maginn, John L. & Tuttle, Donald L., 3rd ...- Authors: Society of Actuaries
- Date: Nov 2017
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Spring 2018 ERM – Enterprise Risk Management Exam Syllabi
practicalities of market risk hedging, including dynamic hedging. g) Demonstrate the use of tools and ... OSFI • ERM-321-14: LDI Evolution: Implementing Dynamic Asset Allocation Strategies that Respond to Changes ...- Authors: Society of Actuaries
- Date: Nov 2017
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Spring 2018 Group and Health Core Canada Exam Syllabi
Spring 2018 Group and Health Core Canada Exam Syllabi View the Spring 2018 Group and Health ... for Insurers • GHC-683-17: CIA Educational Note Dynamic Capital Adequacy Testing • GHC-684-17: OSFI Guideline ...- Authors: Society of Actuaries
- Date: Nov 2017
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Spring 2018 Enterprise Risk Management Exam Introductory Study Note
Plans ERM-321-14 LDI Evolution: Implementing Dynamic Asset Allocation Strategies that Respond to changes ... Sections 4 & 5 of Managing Investment Portfolios: A dynamic Process, Third Edition ERM-702-12 IAA Note on ...- Authors: Society of Actuaries
- Date: Nov 2017
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Spring 2018 General Insurance Financial and Regulatory Environment–US Exam Syllabi
Spring 2018 General Insurance Financial and Regulatory Environment–US Exam Syllabi View the ... Canadian Minimum Capital Test and the Canadian Dynamic Capital Adequacy Test e) Understand the development ...- Authors: Society of Actuaries
- Date: Nov 2017
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Spring 2018 Quantitative Finance Investment Advanced Exam Syllabi
Demonstrate understanding Risk management and dynamic hedging for existing GMXB and its embedded options ... correlation and operation failures iii. Static vs. dynamic hedging d) Demonstrate understanding ...- Authors: Society of Actuaries
- Date: Nov 2017
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Spring 2018 Group And Health—Core, Canada Introductory Study Note
Spring 2018 Group And Health—Core, Canada Introductory Study Note View the Spring 2018 ... Insurers GHC-683-17 CIA Revised Educational Note: Dynamic Capital Adequacy Testing GHC-684-17 OSFI Guideline ...- Authors: Society of Actuaries
- Date: Nov 2017
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Session 166 Panel Discussion: Life Insurance M&A Update
Page 21 Society of Actuaries meeting Deeper – dynamic insights and deeper analysis Real-time collaboration ... future performance and on-demand technology enables dynamic insights through the analysis and visualisation ...- Authors: Society of Actuaries, Michael Hughes, Sean L Nossel, Esteban Paez, Jeremy Spier
- Date: Nov 2017
- Competency: External Forces & Industry Knowledge
- Topics: Financial Reporting & Accounting>Fair value accounting
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Hedging of Equity Risks: An Overview
Hedging of Equity Risks: An Overview The presentation will outline the different possibilities insurance ... hedge funds, etc.) unlike the substantially more dynamic and complicated VA risks Easily manageable ...- Authors: Sebastian Lutz
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities
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SOA Valuation Actuary Seminar Presentations
Overview Structure (Continued) Static and Dynamic Validations Cell Testing Assumption Monitoring ... interaction 13 1 Interest rate crediting 2 Dynamic lapses 3 Dividends 4 Disinvestment 5 Reinvestment ...- Authors: Society of Actuaries
- Date: Oct 2017
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Value of Longevity Pooling
2001. Note. They did the work numerically via dynamic programing. I prefer closed-form analytic approximations ... to solve (or replicate) their own stochastic dynamic program if they seek personalized numbers. This ...- Authors: Moshe Arye Milevsky
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity; Experience Studies & Data>Mortality
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mono-2017-erm-manistre-smith
mono-2017-erm-manistre-smith 6442478914 10/3/2017 12:00:00 AM ... 𝜇𝜇(𝑑𝑑), 𝜏𝜏(𝑑𝑑) have been augmented by dynamic risk loadings 𝛽𝛽𝜇𝜇(𝑡𝑡, 𝑑𝑑)∆𝜇𝜇(𝑑𝑑) ...- Date: Oct 2017
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mono-2017-erm-goodman
intended to provide readers with insight into the dynamic cyberrisk ecosystem as it has evolved over recent ... destructive forces that coexist in this complex, dynamic system of cyberrisks. This paper also reviews ...- Date: Oct 2017
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mono-2017-erm-craighead
mono-2017-erm-craighead 6442478912 10/3/2017 12:00:00 AM ... position. • Aiding in the design and pricing of dynamic hedges to reduce the risk of extreme events. • ...- Date: Oct 2017
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mono-2017-erm-goodman-abstract
intended to provide readers with insight into the dynamic cyberrisk ecosystem as it has evolved over recent ... destructive forces that coexist in this complex, dynamic system of cyberrisks. This paper also reviews ...- Date: Oct 2017
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Interactive Activities for Deeper Learning
Interactive Activities for Deeper Learning By Diana Skrzydlo Diana Skrzydlo explains how using ... course for the first time, I wanted to use a more dynamic approach to promote a deep understanding of the ...- Authors: Diana Katherine Skrzydlo
- Date: Oct 2017
- Competency: Professional Values>Practice expertise
- Publication Name: Expanding Horizons
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2017 Health Meeting in Review
2017 Health Meeting in Review Highlights from the SOA's June 2017 Health meeting in ... customized to participating attendees. These more dynamic session structures lend themselves well to all ...- Authors: Jennifer Gerstorff
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge>General business skills; Leadership>Professional network leverage; Leadership>Thought leadership
- Publication Name: Health Watch
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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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2017-modern-deterministic-scenarios
reflect the current market environment and to be dynamic to future changes in the environment. The deterministic ... Because the MDS Scenario Set was designed to be dynamic with respect to the initial interest rate environment ...- Date: Sep 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Life Insurance
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Session 5B: What Is Different for Post-retirement ?
withdraw, [you can be] looking at things like dynamic withdrawal strategies, tax-optimizing your accounts ... take this much money, or I use this kind of dynamic withdrawal strategy, how likely is it that I’m ...- Authors: Society of Actuaries
- Date: Sep 2017
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Pensions & Retirement
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Transcript-Session 3B:Comparing Mortality Different Groups
delta quite frequently. That will turn into a dynamic hedge, where in this paper, it is a static hedge ... it would turn into a dynamic hedge, and there are papers working on how dynamic hedging could be possible ...- Authors: Society of Actuaries
- Date: Sep 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data>Mortality
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PBR, How Shall I Examine Thee? Let Me Count the Ways
model for PBR are: 1. Performing static and/or dynamic validations of the model: A static validation ... reserves, face amounts and account values. A dynamic validation is a comparison of recent actual cash ...- Authors: Patricia Matson, Andrew Rarus, Leslie Jones
- Date: Sep 2017
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>Statutory accounting
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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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The Financial Reporter, September 2017, Issue 110
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: Society of Actuaries
- Date: Sep 2017
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>International Accounting Standards Board [IASB]; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Financial Reporting & Accounting>Statutory accounting; Financial Reporting & Accounting>Tax accounting
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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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Fighting Procrastination for Financial Wellness
options cleverly • Step forward from the rule Dynamic Maintenance Mode • Introduce automatic rebalancing ... status quo bias by doing noth- ing. In the face of dynamic changes in our life and in the market, making ...- Authors: Tianyang Wang
- Date: Sep 2017
- Competency: Communication>Persuasive communication; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Effective decision-making
- Publication Name: Pension Section News
- Topics: Economics>Behavioral economics; Economics>Financial economics; Finance & Investments
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Pension Section News, Issue 93, September 2017
options cleverly • Step forward from the rule Dynamic Maintenance Mode • Introduce automatic rebalancing ... status quo bias by doing noth- ing. In the face of dynamic changes in our life and in the market, making ...- Authors: Society of Actuaries
- Date: Sep 2017
- Competency: External Forces & Industry Knowledge
- Publication Name: Pension Section News
- Topics: Public Policy
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Quantitative Finance and Investments Advanced Formula Sheet Fall 2017/Spring 2018
Quantitative Finance and Investments Advanced Formula Sheet Fall 2017/Spring 2018 View ... βkRreportedt−k + εt 9 Managing Investment Portfolio: A Dynamic Process, Maginn, Tut- tle, Pinto, McLeavey Chapter ...- Authors: Society of Actuaries
- Date: Aug 2017
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Predictive Analytics Seminar Event Flier (Korean)
Predictive Analytics Seminar Event Flier (Korean) View Event Flier (Korean) for the Predictive ... • 보험료 산출 등을 위한 빅데이터 활용 • 예측모델을 이용한 동태적 계약자행동(Dynamic Policyholder Behavior) 모델링 • 고액 보험금 예측을 위한 극한값이론(EVT: ...- Authors: Society of Actuaries
- Date: Aug 2017
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Case Study FALL 2017/SPRING 2018 Life Risk Management Exam
Case Study FALL 2017/SPRING 2018 Life Risk Management Exam Fall ILA LRM case study. 6442478251 8/23/2017 ... liabilities. The VA hedging program uses a dynamic approach updated for market factors monthly and ...- Authors: Society of Actuaries
- Date: Aug 2017
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Health Technology, Health Care Cost, Longevity and Retirement Security: A Dynamic Upward Spiral and Challenge to Future Policy
Health Technology, Health Care Cost, Longevity and Retirement Security: A Dynamic Upward Spiral ... Care Cost, Longevity and Retirement Security: A Dynamic Upward Spiral and Challenge to Future Policy The ...- Authors: Daniel W Bailey
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Big picture view
- Topics: Demography>Longevity; Health & Disability>Health care
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Draft Literature Review for Member Comment Regarding the Connection between Demographic Factors and Asset Class Returns/Prices
Draft Literature Review for Member Comment Regarding the Connection between Demographic Factors ... Brunetti and Torricelli [12] believe that the dynamic pattern of the aging phenomenon plays a fundamental ...- Authors: Society of Actuaries, Douglas Andrews, Stephen Bonnar, Jaideep Oberoi, Aniketh Pittea, Soheyl Sadinejad
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Population data; Economics>Macroeconomics
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IAIS Capital Standards Update
IAIS Capital Standards Update The International Association of Insurance Supervisors (IAIS) ... Interest Rate Risk. The basic methodology uses the Dynamic Nelson Siegel method chosen in 2017 in preference ...- Authors: John Dieck, David Sherwood, Josh Windsor
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Capital management - ERM
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Health Technology, Health Care Cost, Longevity and Retirement Security: A Dynamic Upward Spiral and Challenge to Future Policy
Health Technology, Health Care Cost, Longevity and Retirement Security: A Dynamic Upward Spiral ... Care Cost, Longevity and Retirement Security: A Dynamic Upward Spiral and Challenge to Future Policy The ...- Authors: Daniel W Bailey
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Big picture view
- Topics: Demography>Longevity
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Forewords by the 2017 Outgoing and Incoming Committee Chairs
Forewords by the 2017 Outgoing and Incoming Committee Chairs Overview/Foreword by the 2017 Symposium ... the transcripts is the appreciation for what a dynamic and enriching venue the symposium is. The hidden ...- Authors: Timothy Harris, Jean-Marc Fix
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration
- Topics: Demography; Pensions & Retirement
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Getting Assets Ready for PBR
Getting Assets Ready for PBR PBR projection analyzes the interaction of assets and ... Spreads/defaults Corporate taxes IMR/AVR Treatment Dynamic Starting Asset Data Requirements Checklist Inforce ...- Authors: Elizabeth Todaro
- Date: Aug 2017
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Understanding VM-20 Results
modeling error and changing the structural form of a dynamic lapse formula are further examples of methodology ... NGE modeling is the formula used to represent dynamic policyholder behavior. In the model, there is ...- Authors: Karen Rudolph, Seng Siang Goh, William Hines, Michael Y Nam, William Sayre, David Wang, Tung Tran
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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Fall 2017 ERM Case Study
the liabilities. The VA hedging program uses a dynamic approach updated for market factors monthly and ... reflecting the surrender charge period and the dynamic impacts of crediting rates. It includes the last ...- Authors: Society of Actuaries
- Date: Aug 2017
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Fall 2017 ERM Syllabi
practicalities of market risk hedging, including dynamic hedging. g) Demonstrate the use of tools and ... OSFI • ERM-321-14: LDI Evolution: Implementing Dynamic Asset Allocation Strategies that Respond to Changes ...- Authors: Society of Actuaries
- Date: Aug 2017
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2017 SOA China Annual Symposium Program
2017 SOA China Annual Symposium Program View the 2017 SOA China Annual Symposium Program. 6442478043 ... on statutory reserve, China GAAP reserve and dynamic solvency test; • Alternative distribution channels; ...- Authors: Society of Actuaries
- Date: Aug 2017
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Spring 2017 ERM GI Model Solution
deal/higher credited rate with the competition. Use dynamic policyholder behavior modeling. ERM-GI Spring ... premium risk on anticipated new business. It uses Dynamic Capital Adequacy Testing (DCAT) to check. • Solvency ...- Authors: Society of Actuaries
- Date: Aug 2017
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Spring 2017 QFI ADV Model Solution
Demonstrate understanding risk management and dynamic hedging for existing GMXB and it embedded options ... correlation and operation failures (iii) Static vs. dynamic hedging Sources: QFIA-116-13: Alexander Kling ...- Authors: Society of Actuaries
- Date: Aug 2017
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Spring RET RPIRM 2017 Model Solution
justify a liability-driven investment approach or dynamic asset allocation approach. Many candidates were ... 60/40 • Establish high water mark up to which dynamic policy is to operate (e.g., 110%-115% for frozen ...- Authors: Society of Actuaries
- Date: Aug 2017
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Spring 2017 ERM-GH Model Solution
Spring 2017 ERM-GH Model Solution View the Spring 2017 ERM-GH Model Solution. 6442477952 8/3/2017 ... deal/higher credited rate with the competition. Use dynamic policyholder behavior modeling. ERM-GH Spring ...- Authors: Society of Actuaries
- Date: Aug 2017
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Spring 2017 ERN GC Model Solution
Spring 2017 ERN GC Model Solution View the Spring 2017 ERM GC Model Solution. 6442477951 8/3/2017 ... deal/higher credited rate with the competition. Use dynamic policyholder behavior modeling. ERM-GC Spring ...- Authors: Society of Actuaries
- Date: Aug 2017
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Spring 2017 Model QFI Core Solution
Sources: Managing Investment Portfolios: A Dynamic Process, Maginn & Tuttle, 3rd Edition, 2007, Ch ... Sources: Managing Investment Portfolios: A Dynamic Process, Maginn & Tuttle, 3rd Edition, 2007, Ch ...- Authors: Society of Actuaries
- Date: Aug 2017
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Spring 2017 ILA LP Model Solution
static and dynamic hedging. Full credit was given for describing what a static and dynamic hedge is. ... fixed costs High premium volume is needed 2) Dynamic Hedging – maintain a replicating portfolio, monitor ...- Authors: Society of Actuaries
- Date: Aug 2017
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Spring 2017 ERM ILA Model Solution
Spring 2017 ERM ILA Model Solution View the Spring 2017 ERM ILA Model Solution. 6442477954 ... deal/higher credited rate with the competition. Use dynamic policyholder behavior modeling. ERM-ILA Spring ...- Authors: Society of Actuaries
- Date: Aug 2017
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Spring 2017 GH SPC Model Solution
Spring 2017 GH SPC Model Solution View the Spring 2017 GH SPC Model Solution. 6442477960 8/3/2017 ... with actual values as of the valuation date b. Dynamic Valuations – sometimes performed to validate the ...- Authors: Society of Actuaries
- Date: Aug 2017
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Spring 2017 ILA LRM Model Solution
marketplace and expense risks. Sources: CIA: Dynamic Capital Adequacy Testing (DCAT) Education Note ... appropriate assumptions and scenarios (ii) Model dynamic behavior of both assets and liabilities (iii) ...- Authors: Society of Actuaries
- Date: Aug 2017