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    <title>Life Insurance Actuarial Models &amp; Variable Annuity 2026 Deep Dive: Lee-Carter, CBD, GMxB, K-ICS, IFRS 17 in One Place</title>
    <link>https://www.youngju.dev/blog/culture/2026-05-25-life-insurance-actuarial-mortality-models-variable-annuity-k-ics-ifrs17-2026-deep-dive.en</link>
    <description>A 2026 deep dive on life insurance actuarial science after the rollout of IFRS 17, Korea K-ICS phase 2, and Japan ICS 2025. Covers Lee-Carter, CBD, Heligman-Pollard, GMxB hedging, EIA, ILS and longevity bonds, EV/VIF, and Solvency II vs K-ICS vs ICS with real Python code and Korea-Japan case studies.</description>
    <pubDate>Mon, 25 May 2026 00:00:00 GMT</pubDate>
    <author>fjvbn2003@gmail.com (Youngju Kim)</author>
    <category>life-insurance</category><category>actuarial</category><category>lee-carter</category><category>cairns-blake-dowd</category><category>mortality-improvement</category><category>variable-annuity</category><category>gmxb</category><category>eia</category><category>solvency-ii</category><category>k-ics</category><category>ifrs17</category><category>embedded-value</category><category>ils</category><category>longevity-bond</category>
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    <guid>https://www.youngju.dev/blog/culture/2026-05-25-life-insurance-actuarial-mortality-models-variable-annuity-k-ics-ifrs17-2026-deep-dive.ja</guid>
    <title>生命保険アクチュアリーモデル &amp; 変額年金 2026 ディープダイブ:Lee-Carter、CBD、GMxB、K-ICS、IFRS 17 完全解説</title>
    <link>https://www.youngju.dev/blog/culture/2026-05-25-life-insurance-actuarial-mortality-models-variable-annuity-k-ics-ifrs17-2026-deep-dive.ja</link>
    <description>2026年、IFRS 17の日韓本格適用、K-ICSフェーズ2、日本ICS 2025本格導入後の生命保険アクチュアリーと変額年金の風景をLee-Carter、CBD、Heligman-Pollardモデル、GMxBヘッジ、EIA、ILS・ロンジェビティボンド、EV/VIF、ソルベンシーII比較まで一気通貫で整理します。実装Pythonコードと日韓保険会社の事例つき。</description>
    <pubDate>Mon, 25 May 2026 00:00:00 GMT</pubDate>
    <author>fjvbn2003@gmail.com (Youngju Kim)</author>
    <category>life-insurance</category><category>actuarial</category><category>lee-carter</category><category>cairns-blake-dowd</category><category>mortality-improvement</category><category>variable-annuity</category><category>gmxb</category><category>eia</category><category>solvency-ii</category><category>k-ics</category><category>ifrs17</category><category>embedded-value</category><category>ils</category><category>longevity-bond</category>
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    <guid>https://www.youngju.dev/blog/culture/2026-05-25-life-insurance-actuarial-mortality-models-variable-annuity-k-ics-ifrs17-2026-deep-dive</guid>
    <title>생명보험 계리 모델 &amp; 변액보험 2026 딥다이브: Lee-Carter, CBD, 변액연금, K-ICS, IFRS 17 완전 해부</title>
    <link>https://www.youngju.dev/blog/culture/2026-05-25-life-insurance-actuarial-mortality-models-variable-annuity-k-ics-ifrs17-2026-deep-dive</link>
    <description>2026년 IFRS 17 한일 본격 도입, K-ICS 2단계 시행, 일본 ICS 2025 본격화 이후 생명보험 계리·변액보험 풍경을 Lee-Carter, CBD, Heligman-Pollard 모델과 GMxB 헷지, EIA, ILS·롱제비티 본드, EV·VIF, 솔벤시 II 비교까지 한 번에 정리합니다. 실전 파이썬 코드와 한일 보험사 사례 포함.</description>
    <pubDate>Mon, 25 May 2026 00:00:00 GMT</pubDate>
    <author>fjvbn2003@gmail.com (Youngju Kim)</author>
    <category>life-insurance</category><category>actuarial</category><category>lee-carter</category><category>cairns-blake-dowd</category><category>mortality-improvement</category><category>variable-annuity</category><category>gmxb</category><category>eia</category><category>solvency-ii</category><category>k-ics</category><category>ifrs17</category><category>embedded-value</category><category>ils</category><category>longevity-bond</category>
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    <guid>https://www.youngju.dev/blog/culture/2026-05-25-reinsurance-cat-risk-modeling-munich-re-swiss-re-verisk-rms-aon-impact-forecasting-2026-deep-dive.en</guid>
    <title>Reinsurance + Cat Risk Modeling 2026 Deep-Dive: Munich Re, Swiss Re, Verisk AIR, RMS, Aon Impact Forecasting + Korean Re and Tokio Marine Retrocession Full Analysis</title>
    <link>https://www.youngju.dev/blog/culture/2026-05-25-reinsurance-cat-risk-modeling-munich-re-swiss-re-verisk-rms-aon-impact-forecasting-2026-deep-dive.en</link>
    <description>The 2026 landscape of global reinsurance and natural-catastrophe modeling — Munich Re NatCatSERVICE, Swiss Re sigma, Verisk AIR Touchstone, RMS (Moodys), Aon Impact Forecasting, the cat bond and ILS market, plus Korean Re GoLog and Tokio Marine retrocession. Monte Carlo PML, 1-in-100/250-year return periods, and climate-change RCP scenarios walked through with real code.</description>
    <pubDate>Mon, 25 May 2026 00:00:00 GMT</pubDate>
    <author>fjvbn2003@gmail.com (Youngju Kim)</author>
    <category>reinsurance</category><category>cat-risk</category><category>munich-re</category><category>swiss-re</category><category>hannover-re</category><category>scor</category><category>verisk-air</category><category>rms-moodys</category><category>cat-bond</category><category>ils</category><category>climate-risk</category><category>korea-re</category><category>monte-carlo-pml</category>
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    <guid>https://www.youngju.dev/blog/culture/2026-05-25-reinsurance-cat-risk-modeling-munich-re-swiss-re-verisk-rms-aon-impact-forecasting-2026-deep-dive.ja</guid>
    <title>再保険 + Cat Risk モデリング 2026 Deep-Dive: Munich Re・Swiss Re・Verisk AIR・RMS・Aon Impact Forecasting + コリアンリー・東京海上 Retrocession 完全解説</title>
    <link>https://www.youngju.dev/blog/culture/2026-05-25-reinsurance-cat-risk-modeling-munich-re-swiss-re-verisk-rms-aon-impact-forecasting-2026-deep-dive.ja</link>
    <description>2026年のグローバル再保険と自然災害モデリングの全体像 — Munich Re NatCatSERVICE、Swiss Re sigma、Verisk AIR Touchstone、RMS(Moodys)、Aon Impact Forecasting、Cat bond と ILS 市場、そして韓国 コリアンリー GoLog と東京海上の retrocession までを Monte Carlo PML、1-in-100/250-year リターンピリオド、気候変動 RCP シナリオの実コードと共に解説します。</description>
    <pubDate>Mon, 25 May 2026 00:00:00 GMT</pubDate>
    <author>fjvbn2003@gmail.com (Youngju Kim)</author>
    <category>reinsurance</category><category>cat-risk</category><category>munich-re</category><category>swiss-re</category><category>hannover-re</category><category>scor</category><category>verisk-air</category><category>rms-moodys</category><category>cat-bond</category><category>ils</category><category>climate-risk</category><category>korea-re</category><category>monte-carlo-pml</category>
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    <title>재보험 + Cat Risk 모델링 2026 Deep-Dive: Munich Re·Swiss Re·Verisk AIR·RMS·Aon Impact Forecasting + 코리안리·東京海上 Retrocession 완전 분석</title>
    <link>https://www.youngju.dev/blog/culture/2026-05-25-reinsurance-cat-risk-modeling-munich-re-swiss-re-verisk-rms-aon-impact-forecasting-2026-deep-dive</link>
    <description>2026년 글로벌 재보험과 자연재해 모델링 풍경 - Munich Re NatCatSERVICE, Swiss Re sigma, Verisk AIR Touchstone, RMS Moodys, Aon Impact Forecasting, Cat bond와 ILS 시장, 그리고 코리안리 GoLog와 東京海上 retrocession까지. Monte Carlo PML, 1-in-100/250-year return period, 기후변화 RCP 시나리오를 코드와 함께 다룹니다.</description>
    <pubDate>Mon, 25 May 2026 00:00:00 GMT</pubDate>
    <author>fjvbn2003@gmail.com (Youngju Kim)</author>
    <category>reinsurance</category><category>cat-risk</category><category>munich-re</category><category>swiss-re</category><category>hannover-re</category><category>scor</category><category>verisk-air</category><category>rms-moodys</category><category>cat-bond</category><category>ils</category><category>climate-risk</category><category>korea-re</category><category>monte-carlo-pml</category>
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