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  • C-1 Risk and Investment
    pricing a term product and a client asks what mortality levels we expect, we can tell the client what ... the decision for the client as to what level of mortality he should be using in placing his term products ...

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    • Authors: Gregory D Jacobs, Irwin T Vanderhoof
    • Date: Jan 1988
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Modeling & Statistical Methods>Scenario generation
  • Building an Economic Scenario Generator
    else is, whether or not the recent behavior of the S&P is unusual or just plain unpleasant. The next question ... Let us look at the total return index for the S&P 500 on a logarithmic scale. In terms of its volatility ...

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    • Authors: Hal Warren Pedersen
    • Date: May 2003
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Modeling & Statistical Methods>Scenario generation