1 - 2 of 2 results (0.34 seconds)
Sort By:
  • April 2020 issue of Risk Management
    Society of Actuaries (SOA). The paper looks at how dynamic stochastic general equilibrium and multifactor ... outcomes. As a unique part of this new type of ESG, dynamic stochastic general equilibrium (DSGE) models are ...

    View Description

    • Authors: Society of Actuaries
    • Date: Apr 2020
    • Competency: External Forces & Industry Knowledge; Results-Oriented Solutions
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Global Perspectives
  • Guaranteed Annuity Options or a Fine Mess
    Guaranteed Annuity Options or a Fine Mess This article discusses the problems created ... representation of the process is required for the dynamic hedge. For the dynamics of the interest rate process ...

    View Description

    • Authors: Mary Hardy
    • Date: Nov 2004
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Annuities; Global Perspectives