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Economic Capital: A Case Study To Analyze Longevity Risk
that generated by a principle-based model using dynamic assumptions for mortality. As part of this analysis ... approach that uses stochastic techniques and dynamic assumptions for mor- tality among a variety of ...- Authors: Stuart Silverman
- Date: Aug 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Are Your Scenarios on Target?
Are Your Scenarios on Target? Are Your Scenarios on Target?From Risks and Rewards Newsletter, ... even more realism is required, i.e., combining dynamic real world policyholder behavior with option valuation ...- Authors: Application Administrator
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models