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  • SOA Research in Progress: Interest Rate Swaps Exposed
    SOA Research in Progress: Interest Rate Swaps Exposed Abstract of Research Project on Interest Rate ... Rate Swaps Exposed Abstract of Research Project on Interest Rate Risk ;; Asset modeling; Financial ...

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    • Authors: Paul Ferrara
    • Date: Sep 2012
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Simulation
  • Stochastic Simulation for C3 Risk:A Statistical Review
    Stochastic Simulation for C3 Risk:A Statistical Review In 2003, the American Academy of Actuaries Life Capital ... published a set of 10,000 stochastic scenarios that was intended to be used to support the publication, ...

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    • Authors: Richard Wendt
    • Date: Feb 2005
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models