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Multivariate Modeling of Asset Returns for Investment Guarantees Valuation
Multivariate Modeling of Asset Returns for Investment Guarantees Valuation Presentation at the 41st Actuarial ... paper considers the problem of extending regime-switching models for asset returns to the situation with ...- Authors: Christian-Marc Panneton, Mathieu Boudreault
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Principles of Capital Market Modeling
Principles of Capital Market Modeling Discussion of Capital Market Modeling techniques Asset modeling;Capital ... rates=Interest rates;Dynamic simulation models;Market value of assets;Monte Carlo simulation;Stochastic models; ...- Authors: Andres Vilms
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Portfolio management - ERM; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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Hand Over, not Fall Over: Focus on Actuarial Model Handoff
Hand Over, not Fall Over: Focus on Actuarial Model Handoff This article discusse key considerations ... to account for while planning for and executing the initial actuarial model handoff from development ...- Authors: Alexander Zaidlin, Youn Kim
- Date: Apr 2018
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Asset modeling
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Random Switching Times Among Randomly Parameterized Regimes of Random Interest Rate Scenarios
Parameterized Regimes of Random Interest Rate Scenarios The behavior of extreme paths in the usual stochastic ... plausible as the behavior of their expected values and variances. This paper proposes a new class of models ...- Authors: James Bridgeman
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models