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  • Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries
    Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries A study on stochastic simulation literature as it applies to a health actuary. Dynamic simulation models; ...

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    • Authors: Louise H Anderson, Ian G Duncan, Katherine Hall, Brian C Martinson
    • Date: Sep 2007
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance
    • Topics: Enterprise Risk Management; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
  • From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM
    From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM To deal with future correlation crises, the author suggests the implementation of ‘’quanlitative analysts’’ ...

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    • Authors: Stephane Loisel
    • Date: Aug 2012
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Systematic risk; Modeling & Statistical Methods>Dynamic simulation models