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  • The Role of Conditional Probabilities in Risk Assessment
    The Role of Conditional Probabilities in Risk Assessment 2011 Enterprise Risk Management Symposium, Chicago. This paper highlights the impact that a change in conditional data would have on a ...

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    • Authors: Richard Joss
    • Date: Mar 2011
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management; Modeling & Statistical Methods>Forecasting
  • Longevity Risk and Regular Discount Sequence
    Longevity Risk and Regular Discount Sequence Presented at Living to 100 Symposium, January 2011. This study adapts the idea of regular discount sequence in the bandit problem, and uses it to ...

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    • Authors: Ching-Syang Jack Yue, HSIN-CHUNG WANG
    • Date: Jan 2011
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Demography>Longevity; Global Perspectives; Modeling & Statistical Methods>Forecasting
  • Collateralized Debt Obligations: Reducing Loss or Market Risk via Mortgage Assistance
    Collateralized Debt Obligations: Reducing Loss or Market Risk via Mortgage Assistance A research report that examines modeling of cash flow associated within a pool of mortgages and specifically ...

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    • Authors: Michael A Ekhaus
    • Date: Mar 2010
    • Competency: External Forces & Industry Knowledge
    • Topics: Economics>Financial economics; Modeling & Statistical Methods>Forecasting