Description: This report explores estimation of employee stock options exercise behavior and option cost to firms.

Description: This presentation explores the applicability of multiple population versions of the Lee-Carter model in the modelling of mortality by cause of death and socio-economic stratification.

Description: This abstract describes a paper that produces a high-resolution, 100-member simulation of surface atmospheric temperature over North America for 1979–2015.

Description: This abstract describes a paper that introduces an approach to sensitivity analysis for quantitative risk models such as those used in solvency calculations.

Description: As the Valuation Manual continues to evolve and PBR standards for additional products are drafted and incorporated, it will become increasingly important for companies to understand how the requirements are consistent across products, as well as how they differ. The presenters will scan the life (VM-20) and annuity (VM-21, VM-22) PBR standards across the Valuation Manual to compare and contrast key requirements. Attendees will learn where common methods and techniques can be used across products and platforms.

Description: Results of 2019 survey to their subgroup members.

Description: Feature article discussing how actuaries are affected by the need for maintaining controls and the use of IT resources for meeting these needs.

Description: An update on the Modeling section activities and a look back at the five years since inception

Description: There is value in a framework that allows a smooth transition from a qualitative assessment to a quantitative analysis as entities mature in their understanding of climate risk. In this report, a case study on climate change impact on home prices is used to illustrate a Bayesian network iterative approach to building a model for scenario analysis.

Description: This report is a technical paper on a Predictive Analytics Framework and Reusable Workflow for Experience Analysis in actuarial studies. It covers data analysis, machine learning models, methodologies, and model interpretation techniques.