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The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic Simulation
The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic Simulation ... Simulation An Overview of Stochastic Simulation modeling techniques and usages Conditional Tail Expectation=CTE;Dynamic ...- Authors: Ronald Harasym
- Date: Sep 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Financial management; Financial Reporting & Accounting; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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More Efficient Monte Carlo Simulations for Mortality Assumption Testing
Article from: The Financial Reporter June 2003 – Issue 53 T he advent of Model Regulation ... most states, hasimposed on the industry a need toquantitatively evaluate the antici- pated mortality rates ...- Authors: Douglas Robbins
- Date: Jun 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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Modeling Variable Annuity Minimum Guaranteed Death Benefits
Modeling Variable Annuity Minimum Guaranteed Death Benefits Discussion of the biases understatement ... Guaranteed Death Benefits Discussion of the biases understatement of risk/reserves that arise when aggregating ...- Authors: Donald A Skokan
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation