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Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
article is the first installment of a three-part series that aims to provide an overview of ESGs and will ... focus on the general motivation for stochastic modeling, its advantages and its limitations. Future articles ...- Authors: Dean Kerr, Matthew Zhang, Rahat Jain
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Economic Scenario Generators, Part III: In-depth ESG Case Study—Academy Interest Rate Generator
Interest Rate Generator This article is the final installment of our three-part series on economic scenario ... in the November 2019 and August 2020 issues of The Modeling Platform. Part III contextualizes the framework ...- Authors: Rahat Jain , Dean Kerr, Matthew Zhang
- Date: Jul 2021
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Life Insurance; Modeling & Statistical Methods
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Session 174: R 101: Available Actuarial Packages & Creating Reproducible Actuarial Analyses
Analyses The session offers high-level initial steps to get started using R, as well as a list of helpful ... introduced to the markdown package for creating reproducible and reusable analyses and workflows. By the end of ...- Authors: Nicholas Hanewinckel, Matthew Zhang, Hadrien Dykiel, Ron Curran
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data; Experience Studies & Data>Mortality; Modeling & Statistical Methods
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Session 61: Latest Thoughts on Use of Economic Scenario Generators
Session 61: Latest Thoughts on Use of Economic Scenario Generators The academy generator is now a staple ... increasingly companies are using the AAA/SoA generator for a wider and wider range of applications which in some ...- Authors: Hal Warren Pedersen, Matthew Zhang, Daniel Schobel
- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities
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Economic Scenario Generators, Part II: Understanding Economic Scenario Generators
Understanding Economic Scenario Generators This article is the second installment in a three-part series on economic ... scenario generators (“ESGs”). Part I was published in the November 2019 issue. Part II addresses critical considerations ...- Authors: Matthew Zhang
- Date: Aug 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Economics