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  • Interest Rate Model Risk
    Actuary Symposium. The purpose of this session is to enhance understanding of what it means to have ... based on cash-flow testing by taking the audience into the world of interest rate models and interest rate ...

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    • Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
    • Date: Jan 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Modeling & Statistical Methods
  • Specific Asset Modeling Issues and Applications Beyond Cash-Flow Testing
    from the 1994 Valuation Actuary Symposium covers the collapse of the real estate market in the early ... early 1990's and the problems it created in cash flow testing and valuation work. It also covers an integrated ...

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    • Authors: Jeremy Brown, Catherine Ehrlich, Douglas A George
    • Date: Jan 1994
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments>Investments; Modeling & Statistical Methods
  • Technology and the Actuarial Pricing Model - What Comes Next?
    Technology and the Actuarial Pricing Model - What Comes Next? Presented at May 1996 Spring Meeting. ... offers a retrospective and prospective look at the development of actuarial pricing models and technology tools ...

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    • Authors: Shane A Chalke, Thomas W Reese, Irwin T Vanderhoof, Douglas A George, Mark C Abbott
    • Date: May 1996
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods; Technology & Applications>Software
  • Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital
    Actuary Symposium. The panelists addressed the practical implications of how to use value-at-risk ... surplus, and an update of the C-3 component of RBC. This session is a mix between the regulatory situation ...

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    • Authors: Michael J Hambro, Alastair G Longley-Cook, David Sandberg, Douglas A George
    • Date: Jan 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods; Public Policy