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Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty
Making Under Uncertainty In this presentation, the authors develop a stochastic generator for the generation ... generation of scenarios of the S & P 500 index, dividend yield, consumer price index, and U.S. Treasury ...- Authors: Mark S Tenney, Steven Craighead
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial markets
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Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty
Rational Decision Making Under Uncertainty This 1997 presentation from the 32nd Actuarial Research Conference ... develops a stochastic generator for the generation of scenarios of the S&P 500 index, dividend yield ...- Authors: Mark S Tenney, Steven Craighead
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Modeling & Statistical Methods>Scenario generation
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Statistics and the Valuation Manual
Statistics and the Valuation Manual The modern valuation manual steps up the need for actuaries to know ... recall of common actuarial statistical techniques is more than one standard deviation below the mean, ...- Authors: Steven Craighead, Douglas Robbins, Karen Rudolph
- Date: Aug 2017
- Competency: Technical Skills & Analytical Problem Solving
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Economic Scenario Generators ESG and Actuarial Practice
Symposium. The panelists discussed applying economic scenario generators in the life insurance business ... Technology Company, a way of reducing the number of scenarios to get the maximum amount of information, and what ...- Authors: Michael F Davlin, Mark S Tenney, Steven Craighead, Hongfei Zhang, Vladimir S Ladyzhets
- Date: Jan 1998
- Competency: Results-Oriented Solutions
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
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Stochastic Immunization
meeting of the Society of Actuaries held in San Diego, CA, June 22-23, 2000 A discussion of how stochastic ... efficiently and effectively consider a wide variety of scenarios and outcomes and how these tools can be ...- Authors: Josephine Marks, Claus S Metzner, Scott E Navin, Steven Craighead, Frederick Slater, Jose Siberon
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Sample Calculations, Extreme Value Theory
Sample Calculations, Extreme Value Theory Spreadsheet of sample calculations for extreme value theory. Extreme ... from a given ordered sample of a given random variable, the probability of events that are more extreme ...- Authors: Society of Actuaries, Steven Craighead, Debbie Jay
- Date: Jan 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Mortality Modeling using Projection Pursuit Regression
Projection Pursuit Regression These are the slides that go with the paper 'Mortality Modeling using Projection ... ' In that paper, the authors develop sixteen separate mortality models based on the current SOA mortality ...- Authors: Thomas Edwalds, Steven Craighead
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
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Stochastic Immunization: Charts 5-8
Immunization'. From a session at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23 ... 2000 Discount rates=Interest rates;Market value of entities;Interest rate risk; 17873 6/1/2000 12:00:00 ...- Authors: Josephine Marks, Scott E Navin, Steven Craighead
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Stochastic Immunization Charts 1-4
Immunization' From a session at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23 ... management=ALM;Discount rates=Interest rates;Market value of entities;Interest rate risk; 14519 6/1/2000 12:00:00 ...- Authors: Josephine Marks, Scott E Navin, Steven Craighead
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models