Announcement: SOA congratulates the new ASAs and CERAs for November 2022.

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  • Asset Modeling Concepts
    Show.” Ron Howard has been hired by Disney to direct the movie version of the Alamo, and he has had ... services the mortgage. It’s difficult to establish a direct statistical link, but there are some prepayment ...

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    • Authors: Scott Houghton
    • Date: Sep 2002
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
  • Asset Modeling Concepts
    portfolio. Asset Modeling Concepts 7 Care must be used with realistic models to avoid exploitation ... taking the risk instead of the company. Why do we care? Let’s look at an example. This is another ...

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    • Authors: Michael J Hambro, Scott Houghton
    • Date: Nov 2001
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Modeling & Statistical Methods>Asset modeling; Public Policy
  • Equity-Indexed Modeling
    Equity-Indexed Modeling This session at the 1998 Valuation Actuary Symposium discusses the modeling ... that the price of the security would have a very direct impact on the price of the derivative. Therefore ...

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    • Authors: Alan Downey, Duc Ho, Scott Houghton
    • Date: Sep 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods
  • Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products
    Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products From a session at the Spring ... that much, we simply hedge once a day and don’t care what the movement is. With regard to the notional ...

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    • Authors: Anson Glacy, Francis Sabatini, Boris Brizeli, Scott Houghton, Kevin P Guckian, Henning Hasle, THOMAS K BAUER
    • Date: May 1999
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models