Description: This session discussion is about application of actuarial analysis and models to evaluate investment features. From Record of the Society of Actuaries Vol. 15, No. 1.

Description: Panelists at this session of the SOA 1998 Maui II Spring Meeting present methods for scenario generation and establishing stochasitc models for pension plans.

Description: This paper develops some new uses of the Choleski factor matrix, including modeling serial correlation, adding asset classes with contingent returns, adjusting premliminary results to final targets, and adjusting large unfactorable matrices. From Actuarial Research Clearing House 1993, VOL. 3.

Description: In 2003, the American Academy of Actuaries Life Capital Adequacy Subcommittee LCAS published a set of 10,000 stochastic scenarios that was intended to be used to support the publication, “Recommended Approach for Setting Regulatory Risk-Based Capital Requirements for Variable Products with Guarantees Excluding Index Guarantees.” The primary purpose of this article is to illustrate statistical measures that can be used to evaluate stochastic simulations.