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Economic Scenario Generators
Economic Scenario Generators This presentation is a panel discussion, session number 9PD, from the 2000 Valuation Actuary Symposium, held September 14-15 in Washington, DC. A fundamental ...- Authors: Stephen Sonlin, Mark S Tenney, Marc Altschull, Stephen Britt
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Asset liability management; Global Perspectives; Modeling & Statistical Methods>Stochastic models
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Investment Actuary Symposium Modeling Credit Risks
Investment Actuary Symposium Modeling Credit Risks This article discusses techniques for modeling credit risk, including discussion of default assumptions and recovery rates. Asset modeling;Asset ...- Authors: Marc Altschull
- Date: Feb 2001
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods