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Economic Scenario Generators
Economic Scenario Generators This presentation is a panel discussion, session number 9PD, from the 2000 ... asset/liability modeling is the underlying economic scenario generator. In this session the panelists discuss ...- Authors: Stephen Sonlin, Mark S Tenney, Marc Altschull, Stephen Britt
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Asset liability management; Global Perspectives; Modeling & Statistical Methods>Stochastic models
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Economic Scenario Generators ESG and Actuarial Practice
Economic Scenario Generators ESG and Actuarial Practice 1998 Valuation Actuary Symposium. The ... The panelists discussed applying economic scenario generators in the life insurance business, a particular ...- 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
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Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty
Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty In ... presentation, the authors develop a stochastic generator for the generation of scenarios of the S & P ...- Authors: Mark S Tenney, Steven Craighead
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial markets
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Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty
Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty This ... from the 32nd Actuarial Research Conference develops a stochastic generator for the generation of scenarios ...- Authors: Mark S Tenney, Steven Craighead
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Modeling & Statistical Methods>Scenario generation
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Risks and Rewards Newsletter, August 1999, Issue No. 33.
Risks and Rewards Newsletter, August 1999, Issue No. 33. Full version of Risks and Rewards Newsletter, ... Newsletter, August 1999, Issue No. 33. Full version of Risks and Rewards Newsletter, August 1999, Issue ...- Authors: Nancy Bennett, Nino A Boezio, Douglas Doll, Paul Donahue, Luke Girard, Peter Tilley, Mark Bursinger, Anthony Dardis, Craig Fowler, Frank Grossman, Edwin A Martin, William L Babcock, Mark S Tenney, Scott A Martin, Antero Ranne, Alton Cogert, Cecilia Green, Michael Murphy, Anne Chamberlain Shaw
- Date: Aug 1999
- Publication Name: Risks & Rewards
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Unified Valuation System Project
This session 112 PD of the Toronto Spring Meeting covers principles developed during the Unified Valuation ... project of the American Academy of Actuaries with support from the Society of Actuaries and the Financial ...- Authors: Douglas A Eckley, Mark S Tenney, Thomas Grondin
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Scenario Generation: Valuation versus Strategy Development
Development The article discusses under which conditions it is appropriate to use the true probability ... probability distribution or the risk-neutral probability distribution for interest rate scenario generation.- Authors: Luke Girard, Mark S Tenney
- Date: Aug 1999
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation
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Algorithmic Aspects of Interest Rate Generators
Algorithmic Aspects of Interest Rate Generators Presented at May 1996 Spring Meeting. Teaching ... Teaching session on various types of algorithms that can be used, their applications and their pros and cons ...- Authors: Michael F Davlin, Sarah Christiansen, Mark S Tenney
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Scenario generation
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Generating Stochastic Interest Rate Scenarios
session from the 1995 SOA Boston Meeting covers a general overview of basic interest rate models, the meaning ... meaning of an arbitrage free model, the considerations in choosing an appropriate interest rate scenario generator ...- Authors: David N Becker, Michael F Davlin, Gordon E Klein, Mark S Tenney, Craig Merrill
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Equity-Indexed Annuities EIAs: Accounting, Reserving, and Investment Strategy
Reserving, and Investment Strategy In session 70PD of the Montreal Spring Meeting panelists discuss tax, ... equity-indexed annuities EIAs. From the Record of the Society of Actuaries, Vol. 23, No. 2. Annuity ...- Authors: James P Greaton, Edward Robbins, Joseph M Rafson, Mark S Tenney
- Date: Jun 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Financial Reporting & Accounting