Description: This session 112 PD of the Toronto Spring Meeting covers principles developed during the Unified Valuation System UVS project of the American Academy of Actuaries with support from the Society of Actuaries and the Financial Reporting Section of the SOA. From the Record of the Society of Actuaries, Volume 27, No. 2.

Description: The article discusses under which conditions it is appropriate to use the true probability distribution or the risk-neutral probability distribution for interest rate scenario generation. It addresses which should be used for valuation purposes and strategy development.

Description: 1998 Valuation Actuary Symposium. The panelists discussed applying economic scenario generators in the life insurance business, a particular generator that has been developed at SS&C Technology Company, a way of reducing the number of scenarios to get the maximum amount of information, and what to look for in a software vendor.

Description: In session 70PD of the Montreal Spring Meeting panelists discuss tax, statutory, and GAAP accounting issues relating to equity-indexed annuities EIAs. From the Record of the Society of Actuaries, Vol. 23, No. 2.

Description: This presentation is a panel discussion, session number 9PD, from the 2000 Valuation Actuary Symposium, held September 14-15 in Washington, DC. A fundamental assumption in stochastic asset/liability modeling is the underlying economic scenario generator. In this session the panelists discuss various scenario generation techniques, assumptions underlying bond and equity scenario generators, and choosing suitable economic scenario generators for different applications. Discussion from participants is included.

Description: Full version of Risks and Rewards Newsletter, August 1999, Issue No. 33.

Description: This session from the 1995 SOA Boston Meeting covers a general overview of basic interest rate models, the meaning of an arbitrage free model, the considerations in choosing an appropriate interest rate scenario generator, the uses, alternative approaches, the double mean reverting process model - DMRP, and how good the results are in terms of historical rates. From the Record of the Society of Actuaries, Vol. 21, No. 4b.

Description: Presented at May 1996 Spring Meeting. Teaching session on various types of algorithms that can be used, their applications and their pros and cons.