1
-
6
of
6
results (0.98 seconds)
Sort By:
-
Scenario Generation: Valuation versus Strategy Development
Development The article discusses under which conditions it is appropriate to use the true probability ... probability distribution or the risk-neutral probability distribution for interest rate scenario generation.- 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
-
Modeling Economic Series Coordinated withInterest Rate Scenarios
Scenarios The SOA’s Committee on Finance Research recently made available the results of a research ... and provides an Excel-based tool for generating future economic scenarios. From Risks and Rewards Newsletter ...- 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
-
When Is It Right To Use Arbitrage-FreeScenarios?
Assumptions for Pension Plans Invite Arbitrage: The Case of Pension Obligation Bonds by Jeremy Gold ... ... Contracts by Victor M odugno .................12 The Investment Actuary Symposium ...................- Authors: Stephen Britt
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation
-
Beware stochastic model risk!
Beware stochastic model risk! The article warns against treating the results of a stochastic model with more ... describes some hidden risks involved with choice of model and calibration. Statistical methods 9/17/2019 ...- 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
-
Modeling of Economic Series Coordinatedwith Interest Rate Scenarios Project
Modeling of Economic Series Coordinatedwith Interest Rate Scenarios Project This article describes the proposal ... involving the modeling of economic series. The proposal submitted by the research team of Kevin Ahlgrim ...- Authors: Steven Siegel
- Date: Oct 2002
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation
-
What Makes an Economic Scenario Generator "Realistic"?
What Makes an Economic Scenario Generator "Realistic"? ... Explains considerations for stochastic modeling of credit spreads, inflation and exchange rate risk ...- Authors: Jonathan Mossman
- Date: Aug 2015
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models