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Search: Posts Made By: Olrich
Forum: Life 01-30-2019, 04:05 PM
Replies: 21
Views: 1,578
Posted By Olrich
The specifics of the life insurance policy are...

The specifics of the life insurance policy are important here. I think there's a fair bit of this done in the Indexed Universal Life (IUL) market - e.g. this piece...
Forum: General Actuarial 12-13-2018, 10:27 AM
Replies: 9
Views: 1,481
Posted By Olrich
They also list the data sources, if you want/need...

They also list the data sources, if you want/need to validate against an original source. E.g, 1 year treasury
https://fred.stlouisfed.org/series/DGS1

notes the source is this Fed release...
Forum: Life 09-26-2018, 05:33 PM
Replies: 3
Views: 1,025
Posted By Olrich
An idea to start - look at the #1 ETF for each of...

An idea to start - look at the #1 ETF for each of these assets classes, and take its benchmark

e.g., for, 12) U.S. Intermediate Term Government Bonds...
Forum: Life 09-24-2018, 11:20 AM
Replies: 1
Views: 1,006
Posted By Olrich
Academy practice note on credibility would be a...

Academy practice note on credibility would be a good place to start

https://www.actuary.org/files/publications/Practice_note_on_applying_credibility_theory_july2008.pdf
Forum: Software & Technology 07-19-2018, 04:36 PM
Replies: 381
Views: 93,932
Posted By Olrich
Controversial use of pie chart (282 + 5 out of...

Controversial use of pie chart (282 + 5 out of the S&P 500)
https://twitter.com/michaelbatnick/status/1019680856837849090

[[spoiler removed]]
Forum: Life 05-10-2018, 03:46 PM
Replies: 73
Views: 18,930
Posted By Olrich
Yes, cash value would be actual cash value. ...

Yes, cash value would be actual cash value. There was a presentation at LAS that might be of interest, tax reform stuff starts on page 21
...
Forum: Software & Technology 03-20-2018, 11:36 AM
Replies: 1
Views: 537
Posted By Olrich
I've played around with it, nothing serious. It...

I've played around with it, nothing serious. It has a lot of nice ideas / features. Great package manager, reasonable solution to memory safety without a GC, nice ergonomic things like type...
Forum: Life 03-09-2018, 09:24 AM
Replies: 2
Views: 959
Posted By Olrich
Not a direct answer to your question, but one...

Not a direct answer to your question, but one place to start would be looking at how the Academy Scenario generator does bond funds - I believe it's more like the former of the two approaches you...
Forum: Life 01-26-2018, 10:32 AM
Replies: 2
Views: 748
Posted By Olrich
http://www.actuarialoutpost.com/actuarial_discussi...

http://www.actuarialoutpost.com/actuarial_discussion_forum/showthread.php?t=328541
Forum: Software & Technology 01-04-2018, 01:52 PM
Replies: 8
Views: 2,029
Posted By Olrich
There is a newer package called `plotnine` that I...

There is a newer package called `plotnine` that I think is a more complete/faithful version of ggplot in python.

http://pltn.ca/plotnine-superior-python-ggplot/
...
Forum: Software & Technology 12-04-2017, 03:19 PM
Replies: 25
Views: 2,109
Posted By Olrich
Presumably it's already on your list, but if not,...

Presumably it's already on your list, but if not, PS Vue (https://www.playstation.com/en-us/network/vue/) is also worth a look. Similar service, slightly different pricing/channels/devices.

I'm...
Forum: Life 10-04-2017, 11:04 AM
Replies: 3
Views: 829
Posted By Olrich
See also, previous threads. Recurring opinion...

See also, previous threads. Recurring opinion that decreasing term isn't worth the complexity, given the potentially small premium difference from a level DB.
...
Forum: Life 09-14-2017, 10:37 AM
Replies: 9
Views: 1,431
Posted By Olrich
I've often found looking at actual products to be...

I've often found looking at actual products to be most educational. e.g., Google "Company XYZ Name Brand Fixed Indexed Annuity" and you can usually find marketing and disclosure materials that walk...
Forum: Software & Technology 09-07-2017, 09:49 PM
Replies: 3
Views: 687
Posted By Olrich
You are very likely running into issues with R's...

You are very likely running into issues with R's non-standard evaluation. I don't know the exact fix, but these docs seem to have the answer, something to do with quoting the function parameter.
...
Forum: Software & Technology 09-02-2017, 10:25 AM
Replies: 3
Views: 779
Posted By Olrich
You may have already run across this in your...

You may have already run across this in your research, but if not, this page has an interesting benchmark of various distributed data solutions, the author does a nice job of documenting his exact...
Forum: Software & Technology 09-01-2017, 01:41 PM
Replies: 3
Views: 779
Posted By Olrich
Former (reformed) SAS user. Never heard of this,...

Former (reformed) SAS user. Never heard of this, but just tried out the free trial.

The SAS interface seemed pretty much like classic SAS in a web interface. DATA steps, PROC SORT, etc. ...
Forum: Life 05-03-2017, 02:26 PM
Replies: 7
Views: 1,308
Posted By Olrich
The answer is truly "it depends." Floor and cap...

The answer is truly "it depends." Floor and cap are most likely applied last, but participation / spread could be in either order, I think both have existed in the market.
Forum: Life 04-12-2017, 03:53 PM
Replies: 1
Views: 827
Posted By Olrich
IA can be bought with pre-tax dollars. If...

IA can be bought with pre-tax dollars.

If the SP Life rider is "life insurance," i.e. complies with 7702 - then it can't be bought with pre-tax dollars. Payments to fund the policy would be a...
Forum: Life 03-30-2017, 11:32 AM
Replies: 3
Views: 975
Posted By Olrich
Generally speaking, no, the cost basis would...

Generally speaking, no, the cost basis would still be $1,000. The one exception I'm aware of is for tax-qualified LTC riders, where the rider charge would reduce the basis, see 72(e)11 below.
...
Forum: Life 03-03-2017, 01:54 PM
Replies: 3
Views: 1,163
Posted By Olrich
I would agree with this - see page 8-9 of this...

I would agree with this - see page 8-9 of this presentation for a similar summary.

https://www.soa.org/Files/Pd/2014/product-tax/2014-washington-product-tax-session-01a.pdf
Forum: Life 12-30-2016, 09:30 AM
Replies: 3
Views: 826
Posted By Olrich
Just my opinion, I'm sure others will differ. ...

Just my opinion, I'm sure others will differ.

1. MLC probably isn't a waste of time to get the basics of life-contingent math, although I don't really know what's on 3L.

2. FAP modules...
Forum: Software & Technology 12-08-2016, 10:10 AM
Replies: 4
Views: 810
Posted By Olrich
Presumably you've checked this, but are both...

Presumably you've checked this, but are both machines running the exact (including minor updates, 32 bit vs 64 bit, etc) same version of Excel?
Forum: Software & Technology 10-06-2016, 10:21 AM
Replies: 381
Views: 93,932
Posted By Olrich
for python - a nice survey of some of the...

for python - a nice survey of some of the visualization libraries

https://dansaber.wordpress.com/2016/10/02/a-dramatic-tour-through-pythons-data-visualization-landscape-including-ggplot-and-altair/
Forum: Software & Technology 09-27-2016, 04:59 PM
Replies: 100
Views: 10,032
Posted By Olrich
If you like living on the bleeding edge, in 3.6...

If you like living on the bleeding edge, in 3.6 (currently in beta) you'll be able to do (note the f')


>>> last = 'Smith'
>>> first = 'Joe'
>>> print(f'My name is {first} {last}')
My name is...
Forum: Software & Technology 09-19-2016, 09:46 AM
Replies: 100
Views: 10,032
Posted By Olrich
The latest version (2015) of the free Community...

The latest version (2015) of the free Community Edition of Visual Studio generally just works with python 3.5. Meaning if it's installed and you do `pip install module_needing_compiler`, python will...
Showing results 1 to 25 of 161

 

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