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  • RILA GLWB Designs and Market Risk Analysis

    RILA GLWB Designs and Market Risk Analysis An overview of guaranteed lifetime withdrawal benefits (GLWB) on registered index-linkedannuity (RILA) products and a stochastic analysis of market ...

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    • Authors: Matthew Kevin Heaphy, Nicholas Carbo, David J Elliott
    • Date: May 2023
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Product Matters!
    • Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Guaranteed living benefits; Modeling & Statistical Methods; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
  • PBR Simplified Methods Project

    PBR Simplified Methods Project Summary of the SOA research project on PBR Simplified Methods. Describes the multi-risk scenario generator, central estimate assumptions, assumption objectivity ...

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    • Authors: Mark Birdsall
    • Date: Apr 2019
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: The Financial Reporter
    • Topics: Life Insurance>Reserves - Life Insurance; Life Insurance>Secondary guarantees; Life Insurance>Term life; Life Insurance>Universal life; Life Insurance>Whole life; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
  • Need for Speed: How to optimize models for maximal run efficiency

    Need for Speed: How to optimize models for maximal run efficiency Producing a crystal-clear balance roll-forward on time, obtaining a fresh model output the first time or providing model results ...

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    • Authors: Housseine Essaheb
    • Date: May 2019
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: CompAct
    • Topics: Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Automation