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Setting Long-Term Investment Assumptions for Actuarial Models
Setting Long-Term Investment Assumptions for Actuarial Models Presented at May 2005 Spring ... course, on the casualty side, you might consider dynamic financial analysis, which is just cash-flow testing ...- Authors: Phillip Schechter, Kevin Ahlgrim
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Modeling Concepts
to write a custom option) and coming up with a dynamic hedging strategy are certainly there to mitigate ... account surplus that's accumulating. You have a dynamic activity occurring in the middle, and the result ...- Authors: Henry M McMillan, Harry Jamison, David M Walczak
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Modeling Concepts
second type of validation is what I call dynamic validation. Dynamic validation involves comparison of the ... level by asset class and at a portfolio level. Dynamic validation involves comparison of the projected ...- Authors: Scott Houghton
- Date: Sep 2002
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Modeling CMOs
Modeling CMOs This article suggests ways for small insurance companies to obtain modeling information ... you to enter either a constant PSA level or a dynamic vector of PSAs into the system and then have the ...- Authors: DALE ALLEN HALL
- Date: May 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Asset Modeling Concepts
defining the static spread, but also what is the dynamic solution between interest rates and yield spreads ... Practice Nos. 7 and 14, the Practice Notes, the Dynamic Financial Condition Analysis Handbook and even ...- Authors: Elizabeth Ward, David E Canuel
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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General Asset Issues
General Asset Issues This session from the 1993 Valuation Actuary Symposium looks at asset ... scenario generation. Asset liability management=ALM;Dynamic simulation models;Scenario generation=Scenario ...- Authors: Thomas W Reese, Kin O Tam, John C Sweeney
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Modeling: Basic Training
business which may generate large claim reserves, dynamic assumptions for lapses, policy persistency and ... that illustrate the importance of modeling using dynamic assumptions. Liability assnmption development ...- Authors: Arnold Dicke, Meredith Ratajczak
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Reserves - Annuities; Health & Disability>Health insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Interest Rate Volatility and Equilibrium Models of the Term Structure: Empirical Evidence
take advantage of the availabi l ity of the dynamic specif ication of the single forcing variable ... essential of the moment matching idea. It exploits the dynamic specif ication of the CIR model in testing the ...- Authors: Marc A Godin
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling