Log in / My SOA
Refine your search
  • {{result}}
Browse by Topic
or
Publication Browse
1 - 6 of 6 results (0.3 seconds)
Sort By:

  • Arithmetic vs. Geometric Mean Returns

    Arithmetic vs. Geometric Mean Returns Discussion of the appropriate use of geometric versus arithmetic average returns to use in a stochastic interest rate generator to be equivalent to a ...

    View Description

    • Authors: Douglas Doll
    • Date: Apr 2003
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Product Matters!
    • Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models

  • 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 ...

    View Description

    • 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

  • Stochastic Modeling Is On the Rise

    Stochastic Modeling Is On the Rise This article explains why stochastic modeling is becoming more pervasive, and describes a specific stochastic application with metrics to measure results.

    View Description

    • Authors: Michael Failor, David Wylde
    • Date: Nov 2016
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Product Matters!
    • Topics: Modeling & Statistical Methods>Simulation; 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 ...

    View Description

    • 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

  • Universal Life With Secondary Guarantees: Stochastic Pricing Analysis

    Universal Life With Secondary Guarantees: Stochastic Pricing Analysis This article is based on an excerpt from a Milliman Research Report on universal life insurance with secondary guarantees, ...

    View Description

    • Authors: Robert Stone, Andrew Steenman
    • Date: Feb 2012
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Product Matters!
    • Topics: Life Insurance>Secondary guarantees; Life Insurance>Universal life; Modeling & Statistical Methods>Stochastic models

  • Interactions Between Dynamic Lapses and Interest Rates in Stochastic Modeling

    Interactions Between Dynamic Lapses and Interest Rates in Stochastic Modeling Discusses the interactions between dynamic lapses and interest rates in stochastic modeling for variable annuities.

    View Description

    • Authors: Yuhong Xue
    • Date: Jun 2010
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Product Matters!
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
    • Per Page: