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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
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SOA Research in Progress: Interest Rate Swaps Exposed
SOA Research in Progress: Interest Rate Swaps Exposed Abstract of Research Project on Interest Rate ... Progress: Interest Rate Swaps Exposed Abstract of Research Project on Interest Rate Risk ;; Asset ...- Authors: Paul Ferrara
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Simulation
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Stochastic Simulation for C3 Risk:A Statistical Review
2003, the American Academy of Actuaries Life Capital Adequacy Subcommittee LCAS published a set of 10,000 ... scenarios that was intended to be used to support the publication, “Recommended Approach for Setting Regulatory ...- Authors: Richard Wendt
- Date: Feb 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models