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Stochastic Simulation for C3 Risk:A Statistical Review
of Detailed Statistics for the U.S. Equity Class Table 1 shows the year-by-year distribution of U.S. equity ... each year. The statistics in the bottom row of the table are the arithmetic aver- ages of the annual statistics ...- Authors: Richard Wendt
- Date: Feb 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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SOA Research in Progress: Interest Rate Swaps Exposed
SOA Research in Progress: Interest Rate Swaps Exposed Abstract of Research Project on Interest Rate ... both life insurance product development and valuation. Seyed Ali Nezzamoddini received his Ph.D. in ...- Authors: Paul Ferrara
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Simulation
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Beware stochastic model risk!
the mathematics of stochastic processes to the valuation of stock options. His work implied that one might ... been widely adopted by actuaries and others for valuation of all sorts of out-of- the money options and ...- Authors: Stephen Strommen
- Date: Sep 2019
- Competency: Professional Values; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models