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How To Create Efficient Simulation Models for Finance and Insurance Applications
Insurance Applications At this session 114 PD of the Toronto Spring Meeting, participants learn how ... insurance. From the Record of the Society of Actuaries, Volume 27, No. 2, Session Currency risk;Discount rates=Interest ...- Authors: Charles L Gilbert, Moshe Arye Milevsky
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation
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Simulation Methodology For Actuaries
Meeting. This session discussion is about the use of simulation, or Monte Carlo, techniques to analyze ... considerations, and estimation of mortality and distribution of aggregate losses with the aid of a computer program ...- Authors: Edward Frees, Charles S Fuhrer, Farrokh Guiahi, Arnold Shapiro, Aaron Tenenbein
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation