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The Need for Speed: Achieving Maximum Run Time Performance
The Need for Speed: Achieving Maximum Run Time Performance Presented at May 2005 Spring Meeting. Panelists discuss strategies for increased modeling speed as risk management, valuation and ...- Authors: Philip Gold, Francis Sabatini, Alex Korogodsky
- Date: May 2005
- Competency: Strategic Insight and Integration>Management partnership; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Management skills; Modeling & Statistical Methods>Modeling efficiency; Technology & Applications>Computer science; Technology & Applications>Software
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Inforce Data Compression Methods for Actuarial Modeling
Inforce Data Compression Methods for Actuarial Modeling Presented at August 2011 46th Actuarial Research Conference. Compression methods improve model run time. This talk discusses compression ...- Authors: Matthew Wininger
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Modeling efficiency
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Optimizing the Valuation Process
Optimizing the Valuation Process Panelists discuss prevailing business models adopted by valuation departments to meet business needs. Two case studies are discussed as a means of illustrating ...- Authors: Roger W Smith, Kenneth Joyce, Robert Lemke
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods>Modeling efficiency
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A Bias Reduction Technique for Monte Carlo Pricing of Early Exercise Options
A Bias Reduction Technique for Monte Carlo Pricing of Early Exercise Options This presentation discusses a technique to reduce the bias from using Monte Carlo simulation to value American ...- Authors: Ronald Mark Reesor, MATT DAVISON, Tyson Whitehead
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Modeling efficiency