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Understanding the Connection between Real-World and Risk-Neutral Scenario Generators
kinds of items traded in the market, including both direct investments and derivatives. The process of calibration ... as a problem in the context of valuation. But care must be exercised when using such risk-neutral parameter ...- Authors: Stephen Strommen
- Date: Sep 2022
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Actuarial Technology, A Roundtable Discussion on Current Issues
and black box data analysis need to be used with care. Testing for bias is important – it can sometimes ... for internal use rather than external sale, but care and attention are still required. Maintainability ...- Authors: Stephen Strommen
- Date: Jan 2022
- Competency: External Forces & Industry Knowledge
- Topics: Technology & Applications
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Actuarial Technology, A Roundtable Discussion on Current Issues - 2022 Update
Actuarial Technology, A Roundtable Discussion on Current Issues - 2022 Update The Society of Actuaries ... longevity; diversity, equity and inclusion; health care cost trends; and catastrophe and climate risk.- Authors: Stephen Strommen
- Date: Jun 2022
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession; Technology & Applications