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  • Generating Stochastic Interest Rate Scenarios
    Generating Stochastic Interest Rate Scenarios This session from the 1995 SOA Boston Meeting ... model. These quantitative stylized facts have a direct translation into whether we get reasonable results ...

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    • Authors: David N Becker, Michael F Davlin, Gordon E Klein, Mark S Tenney, Craig Merrill
    • Date: Oct 1995
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Stochastic models
  • Algorithmic Aspects of Interest Rate Generators
    Algorithmic Aspects of Interest Rate Generators Presented at May 1996 Spring Meeting. Teaching ... are constant for the various asset types. I don't care what Algorithmic Aspects of Interest Rate Generators ...

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    • Authors: Michael F Davlin, Sarah Christiansen, Mark S Tenney
    • Date: May 1996
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Scenario generation