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  • Considerations in Generating Economic Scenarios
    "From 1970 through 2001, the Standard and Poor's (S&P) 500 Index (net of dividends) had an average return ... was close. It was 9.75 percent. However, the S&P 500's value at year-end 1970 was about 92. At year-end ...

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    • Authors: Douglas Robbins, David Weinsier, ELLEN COOPER
    • Date: Sep 2004
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods
  • Asset Modeling Concepts
    2004, Society of Actuaries Note: The chart(s) referred to in the text can be found at the end of ... markets. Chart 1 is a graph of the Standard & Poor's (S&P) Asset Modeling Concepts 3 500 Index up ...

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    • Authors: Don Wilson, ELLEN COOPER
    • Date: Sep 2004
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods
  • Asset-Liability Modeling Issues: An Open Forum
    every year. If any of your companies are variable annuity carriers, use of C3 Phase II results and regulations ... critical in this new environment. In the variable annuity models we typically run, we’re not really modeling ...

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    • Authors: Tracey Polsgrove, ELLEN COOPER
    • Date: May 2005
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods