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The Growing Demand for More Robust Economic Scenario Generators
The Growing Demand for More Robust Economic Scenario Generators Reviews basic desirable features in ... in an economic scenario generator. Discusses basics of model structure and validation process Interest ...- Authors: Ken Griffin, Hal Warren Pedersen
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management
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The Objective Function of Asset/Liability Management
The Objective Function of Asset/Liability Management This article discusses asset-liability management ... a simulation of the firm as an external observer e.g. shareholder would view it, and the other a “still ...- Authors: David N Becker
- Date: Mar 1998
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value
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Earnings Focused Asset-Liability Management
Earnings Focused Asset-Liability Management There ... are two main techniques for evaluating the financial impact of interest rate movements on insurance companies: ...- Authors: Barry Freedman
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Insurance Liability Duration in a Low-Interest-Rate Environment
Environment This article discusses the recent low interest rate environment and the asset-liability management ... introduces the more robust duration measure called effective duration, which is the product of option-adjusted ...- Authors: Paul Heffernan
- Date: Jul 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management