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Economic Scenario Generators
Economic Scenario Generators ... a panel discussion, session number 9PD, from the 2000 Valuation Actuary Symposium, held September 14-15 ... generators=Economic scenario generators; 14734 9/1/2000 12:00:00 AM ...- Authors: Stephen Sonlin, Mark S Tenney, Marc Altschull, Stephen Britt
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Asset liability management; Global Perspectives; Modeling & Statistical Methods>Stochastic models
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Generating Stochastic Interest Rate Scenarios
DAVIDN. BECKER GORDON E. KLEIN CRAIG B. MERRILL* MARK S. TENNEY# Recorder: MICHAEL F. DAVL1N What are the ... 00%. We won't need the last period's interest rate(s). Consider a one-year Treasury strip. To value it ...- 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