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The Sensitivity of Cash-Flow Analysis to the Choice of Statistical Model for Interest Rate Changes
The Sensitivity of Cash-Flow Analysis to the Choice of Statistical Model for Interest Rate Changes This ... This paper explores some of the implications of rejecting the hypothesis that successive interest rate ...- Authors: Gordon E Klein
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Asset modeling
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C-3 Task Force Report - The Impact of C-3 Risk of Combining Lines of Business
C-3 Task Force Report - The Impact of C-3 Risk of Combining Lines of Business Case Study is used to ...- Authors: Peter B Deakins
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Axioms for the Internal Rate of Return of an Investment Project
for the Internal Rate of Return of an Investment Project This paper studies the internal rate of return ... return of a finite series of cash flows in terms of three natural axioms. Examples of rate of return functions ...- Authors: S. Promislow, David Spring
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling
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Interest Rate Volatility and Equilibrium Models of the Term Structure: Empirical Evidence
Models of the Term Structure: Empirical Evidence This research paper examines the justification of using ... using the one-factor general equilibrium model of Cox, Ingersoll, and Ross to model the term structure of ...- Authors: Marc A Godin
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling
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Modeling CMOs
easily incorporated into cash-flow testing models, the newer and more intricate assets ... create modeling ... a push and pullbetween the analysis that needs to be performed and the costs of getting that analysis ...- Authors: DALE ALLEN HALL
- Date: May 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Session 68 - Products Across the Valuation Manual: Comparing PBR to PBR
Session 68 - Products Across the Valuation Manual: Comparing PBR to PBR As the Valuation Manual continues ... increasingly important for companies to understand where the requirements are consistent across products, as well ...- Authors: Jason Kehrberg, Reanna Nicholsen, Benjamin Slutsker
- Date: Sep 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Asset Modeling Concepts
Buena Vista, FL. In this teaching session the instructor explained how to scrutinize model results ... strategic decisions. Specific topics included validation of asset models, modeling considerations for derivatives ...- Authors: Scott Houghton
- Date: Sep 2002
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Setting Long-Term Investment Assumptions for Actuarial Models
2005 Spring Meeting. Panelists discuss the process of setting long-term investment assumptions from ... including changes in equity return premium, use of risk-neutral scenarios and methodology, and special ...- Authors: Phillip Schechter, Kevin Ahlgrim
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Modeling Best Practices in the Current Environment
Asset Modeling Best Practices in the Current Environment Asset cash flow modeling and asset assumptions ... with PBR especially considering the low interest rate environment. The Academy’s Life Practice Council ...- Authors: Marc Altschull, Daniel B Finn, Frederick J. Hill, Patrick Ledlee
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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General Assest Modeling Issues
session from the 1994 Valuation Actuary Symposium focuses on the modeling of assets and the problems and ... modeling;Deterministic models;Investment strategy;Market value of assets;Stochastic models;Yield curve=Term structure; ...- Authors: Martin Klein, Thomas W Reese
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling