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General Asset/Asset Specific Modeling
General Asset/Asset Specific Modeling Presented at September 1995 Valuation Actuary Symposium. This session talks about the tools and methods for asset modeling, particularly mortgages and ...- Authors: David N Becker, Peter Tilley
- Date: Sep 1995
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Software
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Risks in Investment Accumulation Products: Recent Research
Risks in Investment Accumulation Products: Recent Research 1999 SOA Annual Meeting, San Francisco. This panel expanded on earlier research to examine the potential costs of long-term ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods
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Cox, Ingersoll and Ross Models of Interest Rates
Cox, Ingersoll and Ross Models of Interest Rates Presented at May 2002 Spring Meeting. Our lecturer presents findings from a research project relating to the Cox, Ingersoll & Ross model ...- Authors: Peter Tilley, Wojciech Szatzschneider
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Forecasting
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Advanced Topics in Annuity Modeling
Advanced Topics in Annuity Modeling 1997 Valuation Actuary Symposium, Session 21 looks at advanced topics in annuity modeling. Asset liability management=ALM;Asset modeling;Investment strategy; ...- Authors: Francis Sabatini, Peter Tilley, Russell Osborn
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Modeling & Statistical Methods