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Economic Scenario Generators ESG and Actuarial Practice
Symposium. The panelists discussed applying economic scenario generators in the life insurance business ... Technology Company, a way of reducing the number of scenarios to get the maximum amount of information, and what ...- 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
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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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Algorithmic Aspects of Interest Rate Generators
Aspects of Interest Rate Generators Presented at May 1996 Spring Meeting. Teaching session on various ... various types of algorithms that can be used, their applications and their pros and cons. Interest rate ...- Authors: Michael F Davlin, Sarah Christiansen, Mark S Tenney
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Scenario generation