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The Devil Is In The Interactions
The Devil Is In The Interactions This article introduces the reader to probabilistic methods used to ... to model interactions in the financial market place. Three topics are specifically discussed, two concern ...- Authors: Michael A Ekhaus
- Date: Feb 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: The Actuary Magazine
- Topics: Economics>Financial markets; Modeling & Statistical Methods
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Collateralized Debt Obligations: Reducing Loss or Market Risk via Mortgage Assistance
via Mortgage Assistance This report, part of the Society of Actuaries [SOA} ‘Research Projects – Finance/Investment ... sponsored by the SOA Committee on Finance Research. This research report examines modeling of cash flow ...- Authors: Society of Actuaries, Michael A Ekhaus
- Date: Mar 2010
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Copula Phase Transitions
and [2] to calculate the probability of defaulting in the context of a portfolio of correlated mortgages ... Understanding and measuring the effects that contagion has on the probability of defaulting, for both single ...- Authors: Michael A Ekhaus
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Technology & Applications>Analytics and informatics
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Collateralized Debt Obligations: Reducing Loss or Market Risk via Mortgage Assistance
modeling of cash flow associated within a pool of mortgages and specifically focusing on the effectiveness ... effectiveness of infusing a limited amount of capital into the pool. Asset modeling;Cash flow testing;Mortgages; ...- Authors: Michael A Ekhaus
- Date: Mar 2010
- Competency: External Forces & Industry Knowledge
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Forecasting
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Modeling treatment costs associated with a multi-stage pandemic
costs associated with a multiple stage pandemic. The model population receives differing treatments with ... differing costs depending on the stage of exposure/infection. The total cost of treatment is a time varying ...- Authors: Michael A Ekhaus
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Health & Disability