1 - 3 of 3 results (0.41 seconds)
Sort By:
  • Interest Rate Model Risk
    Interest Rate Model Risk 1996 Valuation Actuary Symposium. The purpose of this session is to enhance ... understanding of what it means to have an adequate reserve based on cash-flow testing by taking the audience ...

    View Description

    • Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
    • Date: Jan 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Modeling & Statistical Methods
  • Asset Modeling I
    This session discusses the purposes of building an asset model, the resource requirements, model ... rates=Interest rates;Lapse rates=Lapses;Market value of assets;Yield curve=Term structure; 18277 1/1/1996 ...

    View Description

    • Authors: John E Heinmiller, Joseph M Rafson, Peter Fitton
    • Date: Jan 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling
  • Asset Modeling II
    MR. JOHN E. HF~INMILLER: Peter Fitton will begin the second asset modeling session by talking about ... discuss the securities with options. MR. PETER FITTON: Modeling securities with options could be the most ...

    View Description

    • Authors: John E Heinmiller, Joseph M Rafson, Peter Fitton
    • Date: Jan 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Asset modeling