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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 ...

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    • Authors: Robert Crompton
    • Date: Sep 2017
    • Competency: External Forces & Industry Knowledge>External forces and business performance
    • Publication Name: Pension Section News
    • Topics: Economics>Macroeconomics
  • 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 ...

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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
    into the map. Manual items often require special care and con- sideration in effective model management ... and other indirect experience items as well as direct application of profes- sional judgment to assumptions ...

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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
  • Model Governance Versus Normalized Policy Deviance
    and history of policy deviations should be a primary red flag. A single deviation from model policy ... from isolated behavior, organizations must take care that punitive actions are proportional to culpability ...

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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
  • GAAP Recoverability Issues for Interest-Sensitive Products
    highlight those for you. Essentially the accountants direct us to calculate an amortization ratio on a given ... that go into the amorti- zation of DAC are the direct expenses and the indirect expenses. True over- ...

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    • Authors: Ian M Charlton, Robert Crompton, John T Glass, William P Morrow
    • Date: Jun 1988
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Record of the Society of Actuaries
    • Topics: Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
  • The Financial Reporter
    business combination determination. Until now, the primary guidance for determining whether a business combination ... programmer and the actuary have to exercise due care in making sure that all of the individual pieces ...

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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 ... products. Although none of these changes has any direct effect on considerations for flooring negative ...

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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]
  • The Actuarial Paradigm
    The Actuarial Paradigm Our paradigm constrains our view of the world, but also provides guidance ... lost, and the earth, and no man’s wit can well direct him where to look for it.” —John Donne We live ...

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    • Authors: Robert Crompton
    • Date: Nov 2018
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
    • Publication Name: The Modeling Platform
    • Topics: Actuarial Profession>Competencies
  • Roll Your Own Cluster Model
    Roll Your Own Cluster Model This article walks through the process of building a cluster model ... What is the optimal number of clusters? If we don’t care much about model fit, and are mainly concerned ...

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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
  • Making Spreadsheets Great Again
    Making Spreadsheets Great Again How to deal with worst practices in spreadsheets and still ... the links to access unintended data. There is no direct way to detect downstream connections from a workbook ...

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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