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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 ...

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    • 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
  • Long-Term Forecasting for Interest Rates
    the top table gives the stationary periods based on the Kuiper criterion, and the bottom table gives ... January 2, 1998. Table 2.1 below presents the results of the comparison tests. In this table, the first ...

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    • Authors: Application Administrator, Vladimir S Ladyzhets, Vladimir Cherepanov
    • Date: Sep 2008
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
  • Interest Scenarios
    Interest Rate Model. Advances in Fixed Income Valuation: Modeling and Risk Management," F. Fabozzi, ed ... 1980 they passed an amendment to the Standard Valuation Law (SVL) which said that your interest rate for ...

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    • Authors: Application Administrator, John M Bragg, Larry M Gorski, John B Gould, Regina Lefkowitz, Sarah Christiansen, Jeffrey S Roth, John D Marcsik, Vladimir S Ladyzhets
    • Date: Oct 2000
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy