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  • Dealing with Difficult Data
    Dealing with Difficult Data Provides an example of using numerical methods to estimate the credit risk spread curve from sparse historical data. Applies Baysian and Normal models. Uses Gibbs ...

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    • Date: Aug 2015
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risks & Rewards
  • 2017 SOA Annual Meeting - Session 58 - Validation of Assets
    2017 SOA Annual Meeting - Session 58 - Validation of Assets The article summarizes a session on asset validation; the featured speakers were an investment manager, a company investment actuary, ...

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    • Authors: Scott Houghton
    • Date: Feb 2018
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Asset liability management