演讲题目：
Stochastic Modeling—Theory and Reality from an Actuarial Perspective
摘要：
Introduction to Stochastic Modeling & Techniques
Stochastic Models vs. Non-stochastic Models
When should stochastic models be used?
When should use of stochastic models be questioned?
Alternatives to stochastic models
Disadvantages of stochastic models
Interest Rate Stochastic Case Study
Health Case Study
Guidance on stochastic model implementation
Checking, Auditing, Communicating and Peer Review
Putting It All Together—Economic Capital Study
Q&A Section
演讲人：
James G. Stoltzfus
FSA, MAAA,CERA
Principal, Consulting Actuary
CURRENT RESPONSIBILITY
Jim is a principal with the Philadelphia office of Milliman . He joined the firm in 1982.
EXPERIENCE
Jim consults primarily to life and health insurance companies. His professional experience includes Actuarial appraisals for reinsurance, mergers and acquisitions; product development for Long Tem Care; asset and liability analysis with emphasis on valuation of fixed income securities and derivatives; cash flow testing; statutory and GAAP valuations; embedded value analyses; claim liability analyses; and other life and health insurance consulting. Most recently, he was one of the principal editors on the recently released IAA book on Stochastic Modeling-Theory and Reality form an Actuarial Perspective. In addition, he has published articles on Long Term Care, Mergers and Acquisitions, Economic Capital and Enterprise Risk Management. Jim is an expert in MG-ALFA- Milliman’s asset and liability system-assisting in the development of asset classes and life and health liability lines of business.
PROFESSIONAL ACTIVITIES
Currently, Jim is a member of the SOA Long Term Care Section Council and a frequent speaker at SOA and industry meetings on the topics of ERM, asset liability analysis, and LTC valuation. Also, Jim is currently chair of the SOA Private Placement Experience Committee.
报告时间：2013年10月10日18:30-20:30
报告地点：学术会堂706
欢 迎 各 位 老 师 同 学 参 加！
(责任编辑：xiaoxiao)
