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Economic Scenario Generators
Economic Scenario Generators This presentation is a panel discussion, session number 9PD, from the 2000 Valuation Actuary Symposium, held September 14-15 in Washington, DC. A fundamental ...- Authors: Stephen Sonlin, Mark S Tenney, Marc Altschull, Stephen Britt
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Asset liability management; Global Perspectives; Modeling & Statistical Methods>Stochastic models
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Weather Derivatives and Short-Period Rainfall Indices
Weather Derivatives and Short-Period Rainfall Indices Presentation discussing modeling of daily and hourly rainfall, both occurrence and amount. These distributions would be needed to price ...- Authors: Barry John Turner
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models