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Modeling Assets
Modeling Assets Asset modeling is becoming increasingly complex, detailed and important ... processing involved in market consistent reporting and dynamic hedging simula- tion boggle the mind and devour ...- Authors: Trevor Howes
- Date: Mar 2015
- Publication Name: Risks & Rewards
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Managing Model Risk
traditional products and risks of yesterday. Faced with dynamic flexible products sensitive to interest rates, ... as models have become more complex and more dynamic, requiring market-consistent or current assumption ...- Authors: Trevor Howes
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Modeling & Statistical Methods
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Gestion du risque, Mars 2007, revue no 10
Gestion du risque, Mars 2007, revue no 10 Full French version of Risk Management, March 2007, ... de l’automne 1993. MØLLER Stochastic orders in dynamic rein- surance markets, ASTIN Colloquium de 2003 ...- Authors: Douglas W Brooks, Trevor Howes, David Ingram, Denise Lang, Gary G Venter, Hubert B Mueller, Paul J Brehm, David T Henderson, Matthew P Clark
- Date: Sep 2007
- Publication Name: Risk Management
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Risk Management, March 2007, Issue No. 10
6:3, Fall 1993. Moller “Stochastic orders in dynamic reinsur- ance markets,” ASTIN Colloquium 2003 ... Instrat research that includes the following. • A dynamic financial modeling paradigm that simulates activities ...- Authors: Douglas W Brooks, Trevor Howes, David Ingram, Denise Lang, Gary G Venter, Hubert B Mueller, Paul J Brehm, Anthony Dardis, David T Henderson, Ronald Harasym, Matthew P Clark
- Date: Mar 2007
- Publication Name: Risk Management
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Transitional Solvency Provision
Transitional Solvency Provision This session at the 1989 Valuation Actuary Symposium discusses the ... therefore, cannot be handled merely by the dynamic assessment of surplus levels, which is intended ...- Authors: Trevor Howes
- Date: Sep 1989
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting
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Sovency Standards Developments Canada
objective is the development and implementation of Dynamic Solvency Testing -- that is, the process of projecting ... emphasis to date has been on the first objective, dynamic solvency testing. This has been reflected by ...- Authors: Trevor Howes
- Date: Sep 1989
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting