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  • PBR Stochastic Reserve - Challenges and Possible Solutions
    PBR Stochastic Reserve - Challenges and Possible Solutions Among all the challenges around PBR implementation, the presenters during this session will focus on stochastic reserve calculation and ...

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    • Authors: Timothy Cardinal, Sebastien Cimon Gagnon, Andrew Steenman, Haiyang Zhang
    • Date: Sep 2017
    • Competency: Results-Oriented Solutions
    • Topics: Modeling & Statistical Methods>Stochastic models; Technology & Applications>Computer science
  • State-of-the-Art Risk Management System and Application
    State-of-the-Art Risk Management System and Application This session from the 1995 SOA Boston Meeting discusses constructing and using a comprehensive, credible risk management system with a ...

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    • Authors: Brian Trust, Douglas A George
    • Date: Oct 1995
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models
  • Principle-Based Reserves and LTC Insurance Innovation
    Principle-Based Reserves and LTC Insurance Innovation Discussion of the movement toward principle-based reserves for LTC insurance. American Academy of Actuaries=AAA;Assumptions;Enterprise risk ...

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    • Authors: Allen J Schmitz
    • Date: May 2009
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Leadership>Professional network leverage; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Long-Term Care News
    • Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Long-term Care>Long-term care insurance; Modeling & Statistical Methods>Stochastic models
  • A Computation Method for Discounting Stochastic Scenarios Under IFRS 17
    A Computation Method for Discounting Stochastic Scenarios Under IFRS 17 Market consistent valuations require path-dependent discounting for scenarios. IFRS 17's requirement to discount ...

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    • Date: Sep 2019
    • Competency: Results-Oriented Solutions
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]; Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
  • Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
    Longevity Greeks: What Insurers and Capital Market Investors Should Know About? In this paper, we derive three important longevity Greeks on the basis of an extended version of the Lee-Carter ...

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    • Authors: Kenneth Zhou, Siu-Hang Li
    • Date: Jul 2017
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Demography>Longevity; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management
  • Real-World Interest Rate Models and Current Practices
    Real-World Interest Rate Models and Current Practices This article provides an overview of the different types of real world interest rate scenarios that practitioners use in the life insurance ...

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    • Authors: Jean-Philippe Larochelle, Marshall Lin, Francisco Orduna
    • Date: Jul 2015
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Modeling Sessions at the 2016 Life/Annuity Symposium: Summary
    Modeling Sessions at the 2016 Life/Annuity Symposium: Summary A summary of Modeling Section-sponsored sessions at the 2016 Life/Annuity Symposium, covering model risk management, model ...

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    • Authors: Mary Campbell
    • Date: Dec 2016
    • Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: The Modeling Platform
    • Topics: Enterprise Risk Management>Governance; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
  • A Practical Concept of Tail Correlation
    A Practical Concept of Tail Correlation This paper shows how the results of copula based capital aggregation models can always be locally approximated by relatively simple formulas. The paper ...

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    • Authors: Application Administrator
    • Date: May 2009
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Finance & Investments>Economic capital; Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Stochastic models
  • Stochastic Trend Models in Casualty and Life Insurance
    Stochastic Trend Models in Casualty and Life Insurance This paper discusses some of the models used to quantify risk, note some areas where improvements in standard methods are needed, and in ...

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    • Authors: Spencer M Gluck, Gary G Venter
    • Date: Apr 2009
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving
    • Topics: Life Insurance; Modeling & Statistical Methods>Stochastic models
  • Testing Deterministic versus Stochastic Trends in the Lee-Carter Mortality Indexes and Its Implications for Projecting Mortality Improvements at Advanced Ages Abstract
    Testing Deterministic versus Stochastic Trends in the Lee-Carter Mortality Indexes and Its Implications for Projecting Mortality Improvements at Advanced Ages Abstract In this paper, we ...

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    • Authors: Wai Chan, Siu-Hang Li, SIU HUNG CHEUNG
    • Date: Jan 2008
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Experience Studies & Data>Mortality; Global Perspectives; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models