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Economic Scenario Generators
Economic Scenario Generators ... a panel discussion, session number 9PD, from the 2000 Valuation Actuary Symposium, held September 14-15 ... generators=Economic scenario generators; 14734 9/1/2000 12:00:00 AM ...- 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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Real-Time Stochastic Analysis
MODELS 1 1 1 i ~ , I~T~ AS~ETMO°EL I I O,SC~T~*~S~T MOOC~ I I O,SCRETE ^SSETMO°~ I REAL-T IME STOCHASTIC ... interest rates, and so we hit a 5% guarantee on an annuity line. For example, we're starting to see that ...- Authors: Frederick W Jackson, Mel Stein
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models