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Economic Scenario Generators ESG and Actuarial Practice
Economic Scenario Generators ESG and Actuarial Practice 1998 Valuation Actuary Symposium. The ... Scenario Generators ESG and Actuarial Practice 1998 Valuation Actuary Symposium. The panelists discussed ...- Authors: Michael F Davlin, Mark S Tenney, Steven Craighead, Hongfei Zhang, Vladimir S Ladyzhets
- Date: Jan 1998
- Competency: Results-Oriented Solutions
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
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Generating Stochastic Interest Rate Scenarios
a monograph for the Society, which is titled" Valuation of Interest-Sensitive Financial Investments" [for ... becomes very useful, because we can do this same valuation more efficiently by using iterations of single-period ...- Authors: David N Becker, Michael F Davlin, Gordon E Klein, Mark S Tenney, Craig Merrill
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Algorithmic Aspects of Interest Rate Generators
Investment/Computer Science Key words: Forecasting, Valuation Actuary Moderator: MICHAEL F. DAVLIN Instructors: ... in your cash-flow testing. Now the Standard Valuation Law from the NAIC followed on the heels of New ...- Authors: Michael F Davlin, Sarah Christiansen, Mark S Tenney
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Scenario generation