1
-
4
of
4
results (0.39 seconds)
Sort By:
-
Chairperson's Corner
Chairperson's Corner Overview of Investment Section activity and vision ahead. 6/12/2020 12:00:00 ... Chairperson's Corner Overview of Investment Section activity and vision ahead. 6/12/2020 12:00:00 AM ...- Authors: Hal Warren Pedersen
- Date: Jun 2020
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments
-
Highlights From “COVID-19: Implications for Capital Markets and Investment Modeling” Town Hall and Some Additional Commentary
setting of the Fed Funds rate to zero. • Collapse of U.S. 10-year treasury yield to about 0.6 percent (i ... negative prices on May contracts. • Shutdowns in U.S. meat processing plants leading to signif- icant ...- Authors: Hal Warren Pedersen
- Date: Jun 2020
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments
-
Session 081: Economic Scenario Generation for Life, Pension and P&C Applications
Session 081: Economic Scenario Generation for Life, Pension and P&C Applications ... applications testing the limits of the academy generator's intended function. The session will give a brief overview ...- Authors: Daniel B Finn, Hal Warren Pedersen, David Schraub
- Date: Feb 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments; Finance & Investments>Economic Scenario Generators
-
Building an Economic Scenario Generator
else is, whether or not the recent behavior of the S&P is unusual or just plain unpleasant. The next question ... Let us look at the total return index for the S&P 500 on a logarithmic scale. In terms of its volatility ...- Authors: Hal Warren Pedersen
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods>Scenario generation