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  • Design a Stochastic Valuation/Forecast System
    Design a Stochastic Valuation/Forecast System Panelists at this session of the SOA 1998 Maui II Spring Meeting present methods for scenario generation and establishing stochasitc models for ...

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    • Authors: Richard Wendt, Chris K Madsen, John M Mulvey
    • Date: Jun 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension investments & asset liability management
  • Stochastic Simulation for C3 Risk:A Statistical Review
    Stochastic Simulation for C3 Risk:A Statistical Review In 2003, the American Academy of Actuaries Life Capital Adequacy Subcommittee LCAS published a set of 10,000 stochastic scenarios that was ...

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    • Authors: Richard Wendt
    • Date: Feb 2005
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models