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  • VM-20 Scenarios - An Observation
    VM-20 Scenarios - An Observation An observation is made regarding the impact interest rate scenarios ... Generators—A Practical Guide.3 There are two primary inputs into the American Academy of Ac- tuaries/SOA ...

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    • Authors: Timothy Cardinal
    • Date: Dec 2016
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: The Modeling Platform
    • Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Reserves - Life Insurance; Life Insurance>Secondary guarantees; Modeling & Statistical Methods>Scenario generation
  • Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
    Economic Scenario Generators, Part I: Motivation for Stochastic Modeling This article is the ... Increasing the number of scenarios leads to a direct increase in modeling workloads (i.e., two scenarios ...

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    • Authors: Dean Kerr, Matthew Zhang, Rahat Jain
    • Date: Nov 2019
    • Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
    • Publication Name: The Modeling Platform
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Real-world interest rate models in a low interest rate environment
    Real-world interest rate models in a low interest rate environment This article presents ... levels since the 2008 financial crisis. This has direct implications for interest- sensitive life insurance ...

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    • Authors: Marshall Lin, Jean-Philippe Larochelle, Francisco Orduna
    • Date: Dec 2015
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models