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Economic Scenario Generators
Economic Scenario Generators ... a panel discussion, session number 9PD, from the 2000 Valuation Actuary Symposium, held September 14-15 ... generators=Economic scenario generators; 14734 9/1/2000 12:00:00 AM ...- Authors: Stephen Sonlin, Mark S Tenney, Marc Altschull, Stephen Britt
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Asset liability management; Global Perspectives; Modeling & Statistical Methods>Stochastic models
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An Optimal Model for Asset Liability Management
An Optimal Model for Asset Liability Management This paper addresses the stochastic modeling for managing ... life=VUL;Yield curve=Term structure;Interest rate risk;Mortality risk; 653 1/1/1996 12:00:00 AM ...- Authors: Lijia Guo
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models
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Real-Time Stochastic Analysis
MODELS 1 1 1 i ~ , I~T~ AS~ETMO°EL I I O,SC~T~*~S~T MOOC~ I I O,SCRETE ^SSETMO°~ I REAL-T IME STOCHASTIC ... interest rates, and so we hit a 5% guarantee on an annuity line. For example, we're starting to see that ...- Authors: Frederick W Jackson, Mel Stein
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models
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How to Prevent the Big Mistake
of those entities that possess guaranteed mortality death bene- fit (GMDB) risk have been well documented; ... regulatory require- ment. It can be argued that the U.S. indus- try’s troubles with GMDB started with enterprising ...- Authors: Edward Betteto
- Date: Mar 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Reinsurance News
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Modeler Q&A with David Yu
peeve? A: Using the annuity module to model retirement products. The annuity module is designed for ... for an individual annuity, and it may not be equipped to model some retirement- specific fea- tures. For ...- Authors: Hoi Kwan, Donghai Yu
- Date: Nov 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Annuities>Group plans - Annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models