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Low Interest Rates and the NAIC Economic Scenario Generator Project
Stephen J. Strommen Risk & Rewards, June 2022 The valuation of insurance liabilities for accounting purposes ... asset-liability simulation model. In the U.S. such valuation methods have been called “principle-based” and ...- Authors: Stephen Strommen
- Date: Jun 2022
- Publication Name: Risks & Rewards
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Understanding the Connection between Real-World and Risk-Neutral Scenario Generators
Fair value, Principle-based Reserves, and the Valuation Manual ...................................... ... accompany this paper. The workbook illustrates the valuation of a simple put option on equity stock using ...- Authors: Stephen Strommen
- Date: Sep 2022
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Understanding the Connection between Real-World and Risk-Neutral Scenario Generators
Understanding the Connection between Real-World and Risk-Neutral Scenario Generators ... whatsoever should be assumed or implied by any individual of this spreadsheet or its fitness for any particular ...
- Authors: Stephen Strommen
- Date: Sep 2022
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Enterprise Risk Management>Financial management
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Actuarial Technology, A Roundtable Discussion on Current Issues
of APL1, a powerful programming tool for the individual user, but one that has fallen out of use partly ... were shared where organizations had selected individual tools for data storage, modeling, and ad hoc ...- Authors: Stephen Strommen
- Date: Jan 2022
- Competency: External Forces & Industry Knowledge
- Topics: Technology & Applications