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  • Model Selection in Regime-switching Models of Various Types
    Model Selection in Regime-switching Models of Various Types This abstract describes a paper that investigates how to best choose a model from a flexible set of regime-switching models where the ...

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    • Authors: Brian Hartman
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Modeling & Statistical Methods>Asset modeling
  • Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits
    Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits This paper describes the use of the Moses software package to model variable annuities with multiple ...

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    • Authors: Feng Sun
    • Date: Oct 2006
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Actuarial Practice Forum
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models
  • Hand Over, not Fall Over: Focus on Actuarial Model Handoff
    Hand Over, not Fall Over: Focus on Actuarial Model Handoff This article discusse key considerations to account for while planning for and executing the initial actuarial model handoff from ...

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    • Authors: Alexander Zaidlin, Youn Kim
    • Date: Apr 2018
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Modeling & Statistical Methods>Asset modeling
  • SOA Research in Progress: Interest Rate Swaps Exposed
    SOA Research in Progress: Interest Rate Swaps Exposed Abstract of Research Project on Interest Rate Risk ;; Asset modeling; Financial economics; Interest rate modeling 4294992246 9/18/2012 12:00 ...

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    • Authors: Paul Ferrara
    • Date: Sep 2012
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Simulation
  • Another Perspective on Black-ScholesOption Formulas
    Another Perspective on Black-ScholesOption Formulas This article shows a different form of the Black-Scholes formula for European calls and puts under risk-neutral assumptions, that permits a ...

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    • Authors: Mark Evans
    • Date: Feb 2005
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Asset modeling
  • Asset Modeling Challenges for VM-20 Projections
    Asset Modeling Challenges for VM-20 Projections This article describes methods for addressing technical challenges related to modeling asset cash flows for PBR reserve projections. asset ...

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    • Authors: Benjamin Slutsker, Reanna Nicholsen, Jason Kehrberg
    • Date: Mar 2018
    • Competency: 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 Financial Reporter
    • Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling
  • Modeling CMOs
    Modeling CMOs This article suggests ways for small insurance companies to obtain modeling information on more intricate assets, such as collateralized mortgage obligations [CMO], at a low cost.

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    • Authors: DALE ALLEN HALL
    • Date: May 1998
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Small Talk
    • Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling
  • How Can Actuaries Help the Mortgage Industry?
    How Can Actuaries Help the Mortgage Industry? Argues that the financial and statistical data on loan restructuring practices collected within the last two years, since the 2008 collapse of the ...

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    • Authors: Rafik Margaryan
    • Date: May 2011
    • Competency: Professional Values>Public interest representation; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Actuary of the Future
    • Topics: Actuarial Profession>Alternative careers; Modeling & Statistical Methods>Asset modeling
  • A Note Regarding “Risk Neutral” and “Real World” Scenarios—Dispelling a Common Misperception
    A Note Regarding “Risk Neutral” and “Real World” Scenarios—Dispelling a Common Misperception A discussion of the theory underlying risk neutral investment scenarios Asset modeling;Discount rates= ...

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    • Authors: Gary Hatfield
    • Date: Feb 2009
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Product Matters!
    • Topics: Modeling & Statistical Methods>Asset modeling
  • Econometric Models For Interest Rates
    Econometric Models For Interest Rates This presentation estimates several models of interest rates, including seven without and four with regime shifts. Asset modeling;Discount rates=Interest ...

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    • Authors: R Keith Freeland
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models