Description: Presented at May 2005 Spring Meeting. Panelists discuss strategies for increased modeling speed as risk management, valuation and product development activities have been requiring increasingly complex financial models.

Description: Technical paper on how to efficiently perform scenario testing for principle-based approaches.

Description: Presented at August 2011 46th Actuarial Research Conference. Compression methods improve model run time. This talk discusses compression features, trade-offs, validation, and recommended practice.

Description: When setting reserves, multiple methods are often used in the creation of the reserve estimate. Judgment is warranted to combine these different estimates into a final recommendation. This paper describes two techniques that can be used to combine these estimates that may result in better accuracy and lower variance.

Description: The minimum distance estimator proposed allows for the selection of the best fitting family member without prior distributional assumptions. It is shown that this estimator is consistent and can be made either robust or asymptotically efficient. Its asymptotic distribution is derived and and illustrated with automobile insurance data. From the Actuarial Research Clearing House 1990 Vol. 1

Description: One of the first projects undertaken by Claim Analytics was to create a model to predict return to work for group insurance claimants with long term disabilities. This report, sponsored in part by the Society of Actuaries Health Section , is a case study on creating such a model.

Description: Explores the open vs. closed systems debate with regards to actuarial modeling and exposes the over-simplification. Valuable for anyone who uses models.

Description: Discussion of the biases understatement of risk/reserves that arise when aggregating cells in modeling Variable Annuity Minimum Guaranteed Death Benefits

Description: More Efficient Monte Carlo Simulations for Mortality Assumption Testing