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Session 29 - ALM - Considerations and Tradeoffs in Approaches to Asset Modeling
at LW Consulting Group August 26, 2019 2019 Valuation Actuary Symposium SESSION 29: CONSIDERATIONS ... curve vs Simulation Approach • Embedded option valuation using interest rate trees • Average PV of cashflow ...- Authors: Stephen Krupa, Patrick Ledlee, Carl Tracy, Donghai Yu
- Date: Aug 2019
- Competency: External Forces & Industry Knowledge
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Modeler Q&A with David Yu
Modeler Q&A with David Yu Modeling experience sharing by David Yu who leads the retirement ... products. The annuity module is designed for an individual annuity, and it may not be equipped to model ...- Authors: Hoi Kwan, Donghai Yu
- Date: Nov 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Annuities>Group plans - Annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models