Transcription of Using Statistical Tools to Improve Actuarial Model …
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Using Statistical Tools to Improve Actuarial Model …
6/21/2011. Using Statistical Tools to Improve Actuarial Model efficiency John Hegstrom FSA, MAAA. Need for Modeling efficiency PBR/Solvency II/RBC C3 Phase III/IFRS. Product designs and resulting pricing Risk Management / Economic Capital Stochastic on Stochastic models Limits of Moore's Law Near real-time analysis desired for some applications 2. 1. 6/21/2011. PBR/Solvency II/RBC C3 Phase III/IFRS. PBR. 2015? Solvency II. 2013. RBC C3 Phase III. Soon? International Financial Reporting Standards ? 3.
6/21/2011 1 Using Statistical Tools to Improve Actuarial Model Efficiency John Hegstrom FSA, MAAA Need for Modeling Efficiency PBR/Solvency II/RBC C3 …
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