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When Is It Right To Use Arbitrage-FreeScenarios?
When Is It Right To Use Arbitrage-FreeScenarios? When Is It Right To Use Arbitrage-Free Scenarios? by Stephen Britt from Risks and Rewards Newsletter, September 2000, Issue No. 35. Arbitrage; ...- Authors: Stephen Britt
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation
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Market-Consistent Scenario Generation
Market-Consistent Scenario Generation This article discusses scenario generators to price or value insurance products. Derivatives;Equity-indexed annuities;Guaranteed living benefits=GLB;Scenario ...- Authors: Sam Nandi
- Date: Jul 2006
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Scenario generation
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Impact of Terrorism on Future Mortality Assumptions
Impact of Terrorism on Future Mortality Assumptions Presented at May 2002 Spring Meeting. Presenters discuss a method of mortality projection on various scenarios about terrorism that have ...- Authors: Mark C Rowley, Peter C Bishop
- Date: May 2002
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation
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The Actuary of 2010
The Actuary of 2010 Presented at June 2002 Spring Meeting. A noted expert with a degree from the graduate program in Studies of the Future at the University of Houston-Clear Lake discusses ...- Authors: Dorn Swerdlin, Ken Hamik
- Date: Jun 2002
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Competencies; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation
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Section 7 Opinions
Section 7 Opinions This article discusses the pending elimination of Section 7 exemption for small companies. Asset modeling;Cash flow testing;Risk-based capital=RBC; 11161 11/1/2002 12:00:00 AM ...- Authors: Mark C Rowley
- Date: Nov 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation
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Interest Rate Scenarios
Interest Rate Scenarios This paper describes several methods of creating interest rate scenarios that the actuary can use for pricing analysis or asset-liability testing. Discussions of the paper ...- Authors: Merlin F Jetton
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Scenario generation
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Real-world interest rate models in a low interest rate environment
Real-world interest rate models in a low interest rate environment This article presents a case study that examines the implication of using real-world interest rate scenario generators with a ...- Authors: Marshall Lin, Jean-Philippe Larochelle, Francisco Orduna
- Date: Dec 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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What Makes an Economic Scenario Generator "Realistic"?
What Makes an Economic Scenario Generator "Realistic"? Explains considerations for stochastic modeling of credit spreads, inflation and exchange rate risk. credit risk;foreign ...- Authors: Jonathan Mossman
- Date: Aug 2015
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Economic Scenario Generators – A Practical Guide
Economic Scenario Generators – A Practical Guide This publication is intended to serve as an in-depth primer on economic scenario generators. The first half of the publication provides more ...- Authors: Society of Actuaries
- Date: Jul 2016
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods>Scenario generation
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Economic Scenario Generators ESG and Actuarial Practice
Economic Scenario Generators ESG and Actuarial Practice 1998 Valuation Actuary Symposium. The panelists discussed applying economic scenario generators in the life insurance business, a ...- Authors: Michael F Davlin, Mark S Tenney, Steven Craighead, Hongfei Zhang, Vladimir S Ladyzhets
- Date: Jan 1998
- Competency: Results-Oriented Solutions
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation