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COURSE 230 LIGHT- A LESS FILLING OVERVIEW OF THE FELLOWSHIP EXAM ON PRINCIPLES OF ASSET-LIABILITY MANAGEMENT
LIGHT- A LESS FILLING OVERVIEW OF THE FELLOWSHIP EXAM ON PRINCIPLES OF ASSET-LIABILITY MANAGEMENT 1994 ... who missed the opportunity to study ALM material on their road to Fellowship. The focus of this session ...- Authors: Robert Reitano, Judy L Strachan, Gordon E Klein
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management
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The Sensitivity of Cash-Flow Analysis to the Choice of Statistical Model for Interest Rate Changes
The Sensitivity of Cash-Flow Analysis to the Choice of Statistical Model for Interest Rate Changes This ... This paper explores some of the implications of rejecting the hypothesis that successive interest rate ...- Authors: Gordon E Klein
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Asset modeling
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A Note on Annuities Payable at a Different Frequency than Interest is Compounded
A Note on Annuities Payable at a Different Frequency than Interest is Compounded This paper proves the ... the formula representing the present value of an annuity of 1 per year payable m times per year as l ...- Authors: Gordon E Klein
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities
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Developing Confidence in Results of Multiscenario Testing
Developing Confidence in Results of Multiscenario Testing Discusses multi-scenario [stochastic] cash-flow ... cash-flow testing for adequacy of reserves. Session 2 of the 1991 Valuation Actuary Symposium. Cash flow ...- Authors: Jacqueline M Keating, Donna Claire, Gordon E Klein
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Reserves - Annuities; Life Insurance>Reserves - Life Insurance
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Generating Stochastic Interest Rate Scenarios
session from the 1995 SOA Boston Meeting covers a general overview of basic interest rate models, the meaning ... meaning of an arbitrage free model, the considerations in choosing an appropriate interest rate scenario generator ...- 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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Simulating Random Variates from Makeham's Distribution and from Others with Exact or Nearly Log-Concave Densities
Carlo and related methods recently presented in the statistical literature can be used to quickly and ... nearly log-concave densities. From Transactions of Society of Actuaries 1995, Vol. 47. Markov Chain;Monte ...- Authors: Jacques F Carriere, John A Mereu, Gordon E Klein, David Scollnik, Jeffrey S Pai
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods