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  • Predictive modeling

    Predictive modeling Summary of SOA research report "Optimizing Risk Retention" which applies parametric survival models and Monte Carlo simulation to a block of term life ...

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    • Authors: Kai Kaufhold
    • Date: Nov 2016
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Reinsurance News
    • Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Reinsurance>Life reinsurance

  • 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

  • Developing A Stochastic Mortality Framework To Support The Reinsurance Market

    Developing A Stochastic Mortality Framework To Support The Reinsurance Market This article looks at stochastic techniques actuaries can use to quantify the non-market risks in insurance products ...

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    • Authors: Matthew P Clark, Chad R Runchey
    • Date: Feb 2008
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Reinsurance News
    • Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models; Reinsurance; Reinsurance>Stop-loss insurance

  • Understanding the Riskiness Of A GLWB Rider For FIAs

    Understanding the Riskiness Of A GLWB Rider For FIAs The article explores impact of resetting cap vs static cap choice for the GLWB rider for a Fixed Index Annuity for a Point to Point. Moreover, ...

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    • Authors: Pawel Konieczny, Jae Jung
    • Date: Apr 2016
    • 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: Risk Management
    • Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models

  • Modeling Efficiency Research Project: The Academy Needs Your Help!

    Modeling Efficiency Research Project: The Academy Needs Your Help! Looking for volunteer organizations to help Academy test new modeling techniques for PBR. Modeling efficiency;Principles-based ...

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    • Date: Jan 2010
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: CompAct
    • Topics: Modeling & Statistical Methods>Stochastic models

  • June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method

    June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method Describes using the new multi-risk scenario generator to create sensitivity tests at moderately ...

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    • Authors: Mark Birdsall
    • Date: Sep 2017
    • Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Small Talk
    • Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models

  • Loaded Participation Rates For Equity-Indexed Annuities

    Loaded Participation Rates For Equity-Indexed Annuities This paper first derives the fair participation rate based on a fair value of the equity-indexed annuity EIA. Then using risk measures, a ...

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    • Authors: PATRICE GAILLARDETZ, Youssef Joe Lakhmiri
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Annuities>Equity-indexed annuities; Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models

  • 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

  • Nested Stochastic Pricing: A Case Study

    Nested Stochastic Pricing: A Case Study Continuation of article from previous issue. This article illustrates the practical and financial implications of applying nested stochastic techniques to ...

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    • Authors: Craig Reynolds, Sai Man
    • Date: Oct 2008
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Product Matters!
    • Topics: Actuarial Profession>Best practices; Modeling & Statistical Methods>Stochastic models

  • Modeler Q&A with David Yu

    Modeler Q&A with David Yu Modeling experience sharing by David Yu who leads the retirement product and asset model development team within Prudential Financial Modeling ...

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    • Authors: Hoi Kwan, Donghai Yu
    • Date: Nov 2018
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Annuities>Group plans - Annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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