Most recent
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Speculative Fiction Contest: New Name and Expanded Ways to Enter and Win
An announcement about the new name of the Speculative Fiction Contest as well as some information about the contest's new categories for entry. -
Immunize Against Inflation Risk? Protecting an Insurance Portfolio Against Persistent Inflation
It is prudent to raise an alarm over the persistency of current inflation risk as part of a proactive risk management strategy. There is a chance that the current rise in inflation may subside as has happened numerous times during the past decades, but that does not preclude the need to build a robust portfolio that can withstand a more sustained and persistent inflation shock. I hereby present a framework to construct an optimal portfolio that protects investors against persistently higher inflation. -
The Tests Never End: An Overview of Software Testing Methods for Actuaries – Part 2 of 3
This is the second in a 3-part series where Joe Alaimo and Andy Rallis discuss the different types of testing, what they are, how they are performed and ways that they apply to the software development that actuaries are involved in. -
Meet Hybrid Data: A Blend of Alternative and Traditional Data. A Case Study to Construct an Improved Inflation Index
In the following article, I introduce the concept of “hybrid data,” a combination of alternative and traditional data, which I illustrate through an example on inflation, to be of better value than considering purely a traditional data or alternative data source alone. We present a case where we use alternative data from Zillow, to improve upon the Consumer Price Index (CPI), and thus create an index that is more pertinent to consumers and investors alike. -
The Tests Never End: An Overview of Software Testing Methods for Actuaries – Part 1 of 3
This is the first in a 3-part series where Joe Alaimo and Andy Rallis discuss the different types of testing, what they are, how they are performed and ways that they apply to the software development that actuaries are involved in. -
Reproducible Research
This article summarizes use of programming collaboration tools and source and version control (SVC) to make research products reproducible. -
Deep Learning in Segregated Fund Valuation: Part 2
This article is the second part of an article that appeared in April 2022 on the Emerging Topics Community webpage. It will discuss the data preparation, hyperparameter tuning and selection, and the training and testing process of the deep learning models. To reach the final conclusions, the article will continue to compare the projected cash flow results from LSTM and LSTM-Attn with those from the traditional method, and evaluate the time series generations of interest rates and equity returns by WGAN and TCN-GAN -
The Probability Principle of Group Testing: The Full-Scale Nucleic Acid Testing in Tianjin
On January 9 2022, a full-scale nucleic acid testing in Tianjin was launched. Over 10 millions of people were tested with the results announced within 2 days. The speedy efficiency was partly due to group testing with 10 persons per group. With this background, the aim of this article is to explain the probabilistic principle underlying group testing. To make the expository vivid, some numerical results and figures were provided using R language, a popular software in actuarial science and statistics. -
Anders vs. Shea, Part 4: A Champion is Crowned
Shea Parkes, FSA, MAAA, and Anders Larson, FSA, MAAA, reveal the results of the competition and share some final thoughts on the 2021 Milliman Health Practice Hackathon. -
Section Elections: How to Become an SOA Section Council Member
Now is the time to become a candidate for an SOA Section Council. Current Section Council members Joe Alaimo and Kevin Durand walk you through why and how to volunteer for this important leadership position.
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