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Implementing the Longstaff-Schwartz Model
Implementing the Longstaff-Schwartz Model The article discusses that drawbacks of the HJM Heath-Jarrow-Morton ... Heath-Jarrow-Morton class of stochastic interest models and suggests the use of the Longstaff-Schwartz string ...- Authors: L SS
- Date: Oct 2002
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
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Deflators - The Solution to a Stochastic Conundrum?
Deflators - The Solution to a Stochastic Conundrum? As stochastic modeling has evolved, it has divided ... re-united through the use of deflators. Scenario generation=Scenario generators=Economic scenario generators;Stochastic ...- Authors: Don Wilson
- Date: Jul 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Life Insurance; Modeling & Statistical Methods>Stochastic models
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Are Your Scenarios on Target?
2005, Issue No. 47. Actuaries are faced with the dilemma of how to incorporate advances in insurance products ... Increasingly, this means looking at a large number of potential outcomes using stochastic simulations.- Authors: Application Administrator
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
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CIA Task Force on Segregated Fund Investment Guarantees excerpt from the Canadian Institute of Actuaries
excerpt from the Canadian Institute of Actuaries A discussion of methods used to determine the liability ... liability of segregated fund or separate account investment guarantees. Asset modeling;Stochastic models; 10956 ...- Authors: 107929_firstname Canadian Institute of Actuaries
- Date: Jul 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
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Stochastic Simulation for C3 Risk:A Statistical Review
2003, the American Academy of Actuaries Life Capital Adequacy Subcommittee LCAS published a set of 10,000 ... scenarios that was intended to be used to support the publication, “Recommended Approach for Setting Regulatory ...- Authors: Richard Wendt
- Date: Feb 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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Stochastic Model: A Telescope or Kaleidoscope?
Kaleidoscope? The author notes “a telescope and a kaleidoscope both provide a view but that is where the similarities ... pieces of glass. This article will analyze which analogy is closer to the stochastic modeling of interest ...- Authors: Vivek Gupta
- Date: Feb 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Global Perspectives>Global markets; Modeling & Statistical Methods>Stochastic models