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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
  • Cash Flow Analysis: A New Approach to Understand and Manage Risk
    Risk From the 1985 Valuation Actuary Symposium Discussion of the practical application of cash flow ... flow testing in the valuation process. Asset modeling;Cash flow testing;Discount rates=Interest rates;Economic ...

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    • Authors: James A Geyer, Michael E Mateja
    • Date: Jan 1985
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
  • Quantification of C-3 Risk vs. Risk-Based Capital: Developing a Methodology/Table
    Quantification of C-3 Risk vs. Risk-Based Capital: Developing a Methodology/Table 1996 Valuation Actuary ... C-3 risk and exploring ways to improve the C-3 component of the NAIC RBC formula. Asset liability ma ...

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    • Authors: Dennis A Deeter, Larry M Gorski, Michael E Mateja, Stephen A J Sedlak, Michael L Zurcher, Michael Scott Smith, Lloyd Spencer
    • Date: Jan 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Modeling & Statistical Methods
  • Making Valuations Using Cash Flow Analysis
    Making Valuations Using Cash Flow Analysis From the 1986 Valuation Actuary Symposium, held in Washington ... Washington DC in October 1986 Examination of the nuts and bolts of cash flow testing analysis. Annuity reserves;Asset ...

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    • Authors: Joseph J Buff, Michael E Mateja, Michael R Tuohy
    • Date: Oct 1986
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods