1
-
10
of
13
results (0.3 seconds)
Sort By:
-
Grey Swans: Fifty Shades of Grey - Plausible Stress Testing
Grey Swans: Fifty Shades of Grey - Plausible Stress Testing For the purposes of risk management and stress testing, we characterize a spectrum of plausible extreme events, that we dub Grey Swans, ...- Authors: Gary Nan Tie
- Date: Feb 2016
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Scenario generation
-
The Modeling Platform
The Modeling Platform The April 2016 Issue of The Modeling Platform Financial accounting controls;Standards of practice;Operational risks;model validation;modeling efficiency;assumptions;ERM; ...- Authors: Society of Actuaries
- Date: Apr 2016
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management; 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: The Modeling Platform
- Topics: Actuarial Profession>Best practices; Actuarial Profession>Competencies; Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Life Insurance>Policyholder behavior - Life Insurance; Life Insurance>Universal life; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Software
-
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 ...- 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
-
Grey Swans: Fifty Shades of Grey - Plausible Stress Testing
Grey Swans: Fifty Shades of Grey - Plausible Stress Testing For the purposes of risk management and stress testing, we characterize a spectrum of plausible extreme events, that we dub Grey Swans, ...- Authors: Gary Nan Tie
- Date: Feb 2016
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Scenario generation
-
Longevity Catalysts
Longevity Catalysts This article describes some of the drawbacks to the assessment of longevity risk adopted by most practitioners within the UK together with an initiative that provides a ...- Authors: Society of Actuaries
- Date: Aug 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Reinsurance News
- Topics: Demography>Longevity; Experience Studies & Data>Mortality; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing
-
Modeling of Economic Series Coordinated with Interest Rate Scenarios Project
Modeling of Economic Series Coordinated with Interest Rate Scenarios Project This article discusses an upcoming SOA/CAS sponsored project regarding the Modeling of Economic Series Coordinated ...- Authors: Steven Siegel
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Small Talk
- Topics: Modeling & Statistical Methods>Scenario generation; Technology & Applications>Software
-
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 ...- 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
-
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 ...- 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
-
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 ...- 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
-
Impact of Terrorism on Future Mortality Assumptions
Impact of Terrorism on Future Mortality Assumptions Presented at May 2002 Spring Meeting. Presenters discuss a method of mortality projection on various scenarios about terrorism that have ...- Authors: Mark C Rowley, Peter C Bishop
- Date: May 2002
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation