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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators This paper, originally published in 1992 in the Transactions of Society of Actuaries Vol. 44, deals with a topic ...- Authors: Michael F Davlin, Merlin F Jetton, James A Tilley, Hal Warren Pedersen
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Stochastic models
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The Frequency of Inversions of the Yield Curve and Historical Data on the Volatility and Level of Interest Rates
The Frequency of Inversions of the Yield Curve and Historical Data on the Volatility and Level of Interest Rates This article presents some observations on inverted yield curves of U.S. Treasury ...- Authors: David N Becker
- Date: Oct 1999
- Competency: External Forces & Industry Knowledge
- Topics: Economics>Financial economics
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Advances in Modeling of Financial Series
Advances in Modeling of Financial Series There have been continual advances in the modeling of financial series but most are aimed at the pricing of derivatives. Different criteria are needed for ...- Authors: Gary G Venter
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Enterprise Risk Management>Risk measurement - ERM
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The Optimal Timing of Risk Management
The Optimal Timing of Risk Management Many risk management decisions involve the timing of implementing risk strategies. The cost of hedging, capital raising and securitization changes with the ...- Authors: Kailan Shang
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Economics>Financial economics
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The Economics of Enterprise Risk Management
The Economics of Enterprise Risk Management Within this paper, we take an applied approach to examine the economics of ERM. We provide readers with a series of economically based warning signs ...- Authors: Adam Wadecki
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Technology & Applications>Business intelligence
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Bayesian Reserving Models Inspired by Chain Ladder Methods and Implemented Using WinBUGS
Bayesian Reserving Models Inspired by Chain Ladder Methods and Implemented Using WinBUGS This paper examines some new Bayesian models for loss reserving inspired by a consideration of some of the ...- Authors: David Scollnik
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Stochastic models
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A Structural Model of Sovereign and Bank Credit Risk
A Structural Model of Sovereign and Bank Credit Risk Abstract: A model for analyzing the probability and severity of default of sovereign entities and banks. The methodology analyzes the risks ...- Authors: Dan diBartolomeo, Emilian Nikolaev Belev
- Date: Apr 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Economics>Financial economics; Economics>Macroeconomics; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments
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Expected Internal Rate of Return
Expected Internal Rate of Return This paper discusses a problem in corporate finance, the problem of selecting from among a group of possible economic projects. This problem most certainly ...- Authors: Thomas O'Brien
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial economics; Finance & Investments>Risk measurement - Finance & Investments
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The Risk-Adjusted Premiums for Life Insurance and Annuities
The Risk-Adjusted Premiums for Life Insurance and Annuities In the context of insurance economics, the PH-transform is justified through some basic postulates on market premiums. In this paper ...- Authors: Shaun Wang
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial economics; Finance & Investments>Risk measurement - Finance & Investments