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Asset Modeling Concepts
Asset Modeling Concepts This session at the 2003 Valuation Actuary Symposium discusses asset model validation ... of the balance sheet, both for pricing and for valuation, are discussed. Asset liability management=ALM;Asset ...- Authors: Henry M McMillan, Harry Jamison, David M Walczak
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Measuring and Pricing for Tail Risk
those people have a lot that they can bring to the table. Let me begin by trying to define tail risk in ... you have $1 billion of benefit in force. The valuation actuary steps up and says, "I'm going to value ...- Authors: Henry M McMillan, David M Walczak, Douglas Robbins
- Date: Jun 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Interest Rates Are On The Move: Is Your Company Prepared?
statistics. I broke them out by "my decades" in Table 1. I always thought that one of the advantages of ... 10-year periods you can see what we've had. Table 1 Some Summary Data by "My Decades" DECADE ...- Authors: Henry M McMillan, Ross Bowen, David Weinsier
- Date: May 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Finance & Investments; Life Insurance
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A Case Study in Risk Management: U.S. Monetary Policy
A Case Study in Risk Management: U.S. Monetary Policy This article discusses how risk management ... policymaker. It is perhaps even harder for an individual risk manager because the financial markets depend ...- Authors: Henry M McMillan
- Date: Jul 2004
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Economics