Edition
Refine your search
  • {{result}}
Browse by Topic
or
Publication Browse
1 - 4 of 4 results (0.61 seconds)
Sort By:
  • When Is It Right To Use Arbitrage-FreeScenarios?
    When Is It Right To Use Arbitrage-FreeScenarios? When Is It Right To Use Arbitrage-Free Scenarios? ... September 2000, Issue No. 35. Arbitrage;Discount rates=Interest rates; 10935 9/1/2000 12:00:00 AM ...

    View Description

    • Authors: Stephen Britt
    • Date: Sep 2000
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Scenario generation
  • Modeling Economic Series Coordinated withInterest Rate Scenarios
    Modeling Economic Series Coordinated withInterest Rate Scenarios The SOA’s Committee on Finance ... Coordinated withInterest Rate Scenarios The SOA’s Committee on Finance Research recently made available ...

    View Description

    • Authors: Steven Siegel
    • Date: Aug 2005
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Scenario generation
  • Beware stochastic model risk!
    staple of actuarial work. In the life insurance and annuity business, they are often used for hedging of long-term ... stochastic model and fit the IS SU E 74 A U G U ST 2 01 9 4 | AUGUST 2019 RISKS & REWARDS ...

    View Description

    • Authors: Stephen Strommen
    • Date: Sep 2019
    • Competency: Professional Values; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
  • Scenario Generation: Valuation versus Strategy Development
    Scenario Generation: Valuation versus Strategy Development The article discusses under which conditions ... strategy development with respect to life and annuity blocks of insurance liabilities. These methods ...

    View Description

    • Authors: Luke Girard, Mark S Tenney
    • Date: Aug 1999
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Scenario generation
    • Per Page: