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ERM Stochastic Analysis Tools: Risk Drivers Revealed
ERM Stochastic Analysis Tools: Risk Drivers Revealed This paper demonstrates the use of Quantile ... position 7. Aiding in the design and pricing of dynamic hedges to reduce the risk of extreme events 8 ...- Authors: Steven Craighead
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Commuting and ERM
be able to do this. When driving, there is a dynamic interplay between capacity, conditions and behavior ... Bringing all of this together you have a rich, dynamic and frustrating system. Over time, if you observe ...- Authors: Steven Craighead
- Date: Jun 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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R Corner – Graphics
R Corner – Graphics Discusses the graphics capabilities of the computer language R. Computer ... Nicholas Lewin-Koh maintains the Graphic Displays & Dynamic Graphics & Graphic Devices & Visualization CRAN ...- Authors: Steven Craighead
- Date: Apr 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: CompAct
- Topics: Technology & Applications>Software
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The R Corner
The R Corner A disscussion of actuar R, an R package for actuarial science, and its facilities ... or plotting functions. This allows for a very dynamic modeling–estimation–diagnosis–prediction process ...- Authors: Steven Craighead
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Expanding Horizons
- Topics: Modeling & Statistical Methods; Technology & Applications>Software
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The Technical Corner
The Technical Corner This article looks at an extensive integrated collection of financial mathematical ... fSeries: This package allows you to model the dynamic processes underlying markets by conducting either ...- Authors: Steven Craighead
- Date: Sep 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Expanding Horizons
- Topics: Modeling & Statistical Methods; Technology & Applications>Software
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Risk Management, November 2004, Issue No. 3
rise in new- money rates will quickly change this dynamic. The fact that significant portions of an insurer’s ... representation of the process is required for the dynamic hedge. For the dynamics of the interest rate process ...- Authors: Francis Sabatini, Fred Tavan, Thomas Ho, Steven Craighead, Mary Hardy, David Ingram
- Date: Nov 2004
- Publication Name: Risk Management
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Stochastic Immunization
also invest at the same strategy. Then with the dynamic portfolio strategy, we're going to determine what ... different one. What we're going to determine in a dynamic strategy, is a portfolio mix below the limit, the ...- Authors: Josephine Marks, Claus S Metzner, Scott E Navin, Steven Craighead, Frederick Slater, Jose Siberon
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Portfolio Optimization in Corporate Models
toolbox. One of our next steps will be to employ a dynamic asset strategy through- out the projection period ... some of these methods to determine the optimal dynamic asset strategy to support a line of business.- Authors: William L Babcock, Steven Craighead
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Economic Scenario Generators ESG and Actuarial Practice
Economic Scenario Generators ESG and Actuarial Practice 1998 Valuation Actuary Symposium. The ... this, but the bottom line is you may get a new dynamic link library (DLL) from a vendor, and your code ...- Authors: Michael F Davlin, Mark S Tenney, Steven Craighead, Hongfei Zhang, Vladimir S Ladyzhets
- Date: Jan 1998
- Competency: Results-Oriented Solutions
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
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Chaotic Analysis on U.S. Treasury Interest Rates
take in the vector space as t changes. If the dynamic system that generates X(t) converges, the orbit ... point. If the dynamic system is periodic, the orbit will form a closed path. If the dynamic system diverges ...- Authors: Steven Craighead
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Finance & Investments; Modeling & Statistical Methods