Description: This paper examines a differential equation model, whose solutions have yield curve shapes. The paper also examines the relevance of the model with historical monthly U. S. Treasury nominal rates. From the Actuarial Research Clearing House 1992 Vol. 1 .

Description: 2011 Enterprise Risk Management Symposium, Chicago. This is the abstract of the entitled paper.

Description: Technical paper on how to efficiently perform scenario testing for principle-based approaches.

Description: This paper demonstrates the use of Quantile Regression in the development and understanding of conditional value at risk (VaR) models for enterprise risk management.

Description: From a session at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23, 2000 A discussion of how stochastic modeling techniques can be used to efficiently and effectively consider a wide variety of scenarios and outcomes and how these tools can be used to optimize portfolio performance?

Description: Discusses using the tseries package in the R computer language for developing historical series of data.

Description: Discusses how to use the Dependent Multivariate Fractional Brownian Motion, or DMFBM, function in the computer language R. The function can be used for, among other things, calculating quantities such as reserve requirements for a block of variable annuities with living benefit riders.

Description: This displays the result of the "fix(MyData)" command.

Description: In this article the author compares ERM issues, strategies and scenarios to the process of driving to work on a four-lane highway.

Description: This is the abstract of a paper in which the authors develop sixteen separate mortality models based on the current SOA mortality data being used for the preferred life study. The models are constructed using projection pursuit regression. The sixteen models arise from all combinations of sex, smoker status, select and ultimate status, and per life vs. per dollar mortality rates. In general the models confirm the following four facts: 1 Mortality rates increase as attained age increases. 2 Mortality rates increase as duration increases. 3 Mortality rates decrease as Face Amount Bands increase. 4. Mortality rates decrease if preferred underwriting is present.