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The Financial Reporter
transparency. The mod- eling platform will require dynamic and static assumptions, risk distributions and ... volumes of GMDB rollups/ratchets, • No allowance for dynamic hedging made in the Standard Scenario. It was ...- Authors: Darin Zimmerman, Patricia Matson, Alfonso Gonzales, Andy Ferris, Don Wilson, Matthew Dale Clark
- Date: Sep 2006
- Publication Name: The Financial Reporter
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Applied Modeling Concepts—Product Guarantees
two sides to validation: static validation and dynamic validation. Static means you need to check that ... that the data model was reasonably accurate. Dynamic validation is looking at the projection and making ...- Authors: Dennis L Stanley, James Stoltzfus, Don Wilson
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Guaranteed living benefits; Modeling & Statistical Methods
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Asset Modeling Concepts
an example of dynamic rebalancing where we use duration and convexity to do the dynamic rebalancing. ... works and balances. It’’s just that it has to be a dynamic hedge. It can’’t be a static portfolio. FROM ...- Authors: Don Wilson, ELLEN COOPER
- Date: Sep 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods