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Stochastic Immunization Charts 1-4
Immunization' From a session at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23 ... management=ALM;Discount rates=Interest rates;Market value of entities;Interest rate risk; 14519 6/1/2000 12:00:00 ...- Authors: Josephine Marks, Scott E Navin, Steven Craighead
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios
Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios 2011 Enterprise Risk Management ... Management Symposium, Chicago. This is the abstract of the entitled paper. N/A; 28281 3/14/2011 12:00:00 ...- Authors: Steven Craighead
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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R Corner – Functions
R Corner – Functions Introduces readers to the R language used for statistics and modeling ... Functions Introduces readers to the R language used for statistics and modeling of data. Modeling efficiency; ...- Authors: Steven Craighead
- Date: Jan 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods
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Sample Calculations, Extreme Value Theory
Sample Calculations, Extreme Value Theory Spreadsheet of sample calculations for extreme value theory. Extreme ... from a given ordered sample of a given random variable, the probability of events that are more extreme ...- Authors: Society of Actuaries, Steven Craighead, Debbie Jay
- Date: Jan 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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R Corner
R Corner In this article, the author describes how to get data into and out of R. Computer science; ... Corner In this article, the author describes how to get data into and out of R. Computer science; 7836 ...- Authors: Steven Craighead
- Date: Jan 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: CompAct
- Topics: Technology & Applications>Software
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R Corner: Extreme Grey Swan Scenarios—DMFBM
how to use the Dependent Multivariate Fractional Brownian Motion, or DMFBM, function in the computer language ... language R. The function can be used for, among other things, calculating quantities such as reserve ...- Authors: Steven Craighead
- Date: Apr 2011
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: CompAct
- Topics: Technology & Applications
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Mortality Modelling using Projection Pursuit Regression
Projection Pursuit Regression This is the abstract of a paper in which the authors develop sixteen separate ... models based on the current SOA mortality data being used for the preferred life study. The models are constructed ...- Authors: Thomas Edwalds, Steven Craighead
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
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Differential Equation Model For Yield Curves
solutions have yield curve shapes. The paper also examines the relevance of the model with historical monthly ... monthly U. S. Treasury nominal rates. From the Actuarial Research Clearing House 1992 Vol. 1 . Yield ...- Authors: Steven Craighead
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Analytics and informatics
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Mortality Modeling using Projection Pursuit Regression
Projection Pursuit Regression These are the slides that go with the paper 'Mortality Modeling using Projection ... ' In that paper, the authors develop sixteen separate mortality models based on the current SOA mortality ...- Authors: Thomas Edwalds, Steven Craighead
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
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Stochastic Immunization: Charts 5-8
Immunization'. From a session at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23 ... 2000 Discount rates=Interest rates;Market value of entities;Interest rate risk; 17873 6/1/2000 12:00:00 ...- Authors: Josephine Marks, Scott E Navin, Steven Craighead
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models