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  • Horses for Courses
    Horses for Courses Explores the open vs. closed systems debate with regards to actuarial modeling and exposes the over-simplification. Valuable for anyone who uses models. stochastic models; ...

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    • Authors: Van Beach
    • Date: Oct 2017
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Change management; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: CompAct
    • Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Technology & Applications>Analytics and informatics; Technology & Applications>Business intelligence; Technology & Applications>Computer science; Technology & Applications>Data warehousing; Technology & Applications>Software
  • 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 ...

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    • 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
  • Stochastic Optimization Techniques for Pricing Callable Bonds: Continuous Time Approach
    Stochastic Optimization Techniques for Pricing Callable Bonds: Continuous Time Approach This paper presents a new methodology for obtaining fast algorithms and closed form solutions for pricing ...

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    • Authors: Mark Saksonov
    • Date: Jan 1996
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models