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  • Mean Reversion and Chronic Low Interest Rates

    Mean Reversion and Chronic Low Interest Rates Chronically low interest rates are a reflection of macroeconomic trends. Care must be exercised in making assumptions regarding mean reversion.

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    • Authors: Robert Crompton
    • Date: Feb 2017
    • Competency: External Forces & Industry Knowledge>External forces and business performance
    • Publication Name: Risks & Rewards
    • Topics: Economics>Macroeconomics
  • Effective Documentation in Model Risk Management

    Effective Documentation in Model Risk Management Effective documentation is a critical component of model risk management. Several types of effective documentation are discussed. 6442468153 4/1/ ...

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    • Authors: Robert Crompton
    • Date: Apr 2016
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Enterprise Risk Management>Operational risks
  • Data Visualization for Model Controls

    Data Visualization for Model Controls A discussion on how to use data visualization for model controls. Data quality;Modeling efficiency 6442478118 6/1/2017 12:00:00 AM ...

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    • Authors: Robert Crompton
    • Date: Jun 2017
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Predictive Analytics and Futurism Newsletter
    • Topics: Pensions & Retirement>Risk management
  • Spreadsheets – Yay or Nay?

    Spreadsheets – Yay or Nay? A discussion of the limitations of the use of spreadsheets versus formal programs in actuarial processes. including limited documentation, inability to incorporate new ...

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    • Authors: Robert Crompton
    • Date: Jun 2006
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Modeling & Statistical Methods>Modeling efficiency
  • Making Spreadsheets Great Again

    Making Spreadsheets Great Again How to deal with worst practices in spreadsheets and still have verifiable results. Incredibility theory;Tactical risk 6442479739 11/1/2017 12:00:00 AM ...

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    • Authors: Robert Crompton
    • Date: Nov 2017
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: The Modeling Platform
    • Topics: Actuarial Profession>Best practices
  • The Financial Reporter

    The Financial Reporter Full version of The Financial Reporter, Issue No. 65, June 2006. 25620 6/1/2006 12:00:00 AM ...

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    • Authors: Robert Crompton, Arnold Dicke, Luke Girard, David Hippen, Kenneth LaSorella, Stephen Strommen, Darin Zimmerman
    • Date: Jun 2006
    • Publication Name: The Financial Reporter
  • Negative GAAP Term Insurance Reserves – to Floor or Not to Floor?

    Negative GAAP Term Insurance Reserves – to Floor or Not to Floor? There is surprisingly little guidance on whether negative GAAP term reserves should be floored. This article addresses some of ...

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    • Authors: Robert Crompton
    • Date: Dec 2016
    • Competency: Professional Values>Practice expertise
    • Publication Name: The Financial Reporter
    • Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
  • Roll Your Own Cluster Model

    Roll Your Own Cluster Model This article walks through the process of building a cluster model using off-the-shelf software. Cluster analysis;Modeling efficiency 6442473153 12/1/2016 12:00:00 AM ...

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    • Authors: Robert Crompton
    • Date: Dec 2016
    • Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Modeling & Statistical Methods>Modeling efficiency
  • Actuaries, Stochasticity and Risk Management: The Real Lesson of Long-Term Capital Management

    Actuaries, Stochasticity and Risk Management: The Real Lesson of Long-Term Capital Management This is a discussion about actuaries, stochasticity and risk management. This article is a response ...

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    • Authors: Robert Crompton
    • Date: Aug 2007
    • Competency: External Forces & Industry Knowledge
    • Publication Name: The Actuary Magazine
    • Topics: Enterprise Risk Management>Capital management - ERM
  • Model Governance Versus Normalized Policy Deviance

    Model Governance Versus Normalized Policy Deviance Model governance must deal with the effects organizational culture, including normalization of behaviors that are inconsistent with appropriate ...

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    • Authors: Robert Crompton
    • Date: Apr 2018
    • Competency: Communication>Difficult message delivery; Leadership>Change management; Leadership>Influence; Professional Values>Ethical standards
    • Publication Name: The Modeling Platform
    • Topics: Actuarial Profession>Best practices; Actuarial Profession>Management skills