1
-
6
of
6
results (0.5 seconds)
Sort By:
-
Building an Economic Scenario Generator
Generator This session at the SOA 2003 Washington, DC Spring Meeting focuses on the issues involved in building ... It covers the data set used to develop and calibrate the generator as well as a discussion of different ...- Authors: Hal Warren Pedersen
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods>Scenario generation
-
C-1 Risk and Investment
C-1 Risk and Investment 1988 Valuation Actuary Symposium. The session discussed the C-3 risk, not ... not the C-1 risk in the title. It explored the question: For testing purposes, how does one create the ...- Authors: Gregory D Jacobs, Irwin T Vanderhoof
- Date: Jan 1988
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods>Scenario generation
-
Economic Scenario Generators
40 on 'Economic Scenario Generators' of the 2011 SOA IFRS Seminar held in Hong Kong. The spreadsheet ... spreadsheet facilitated the learning objectives of this workshop about ESG. Scenario generation=Scenario ...- Authors: Eric Man Chun Yau
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Scenario generation
-
Regulation 126 Revisited
session, the presenter suggests the value of the Reg 126 testing is a function of the attitude of the company ... company toward the process. He also explored the differences in results by product of using deterministic ...- Authors: Peter B Deakins
- Date: Jan 1988
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Scenario generation; Public Policy
-
Stability of Representative Pricing Scenarios
Stability of Representative Pricing Scenarios The primary focus of this 1997 presentation from the 32nd Actuarial ... Conference is the adaptation of the representative scenario method such that the distribution of the primary ...- Authors: Sarah Christiansen, Kelley Buchacker
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Modeling & Statistical Methods>Scenario generation
-
Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty
from the 32nd Actuarial Research Conference develops a stochastic generator for the generation of scenarios ... scenarios of the S&P 500 index, dividend yield, consumer price index, and U.S. Treasury yields. The authors ...- Authors: Mark S Tenney, Steven Craighead
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Modeling & Statistical Methods>Scenario generation