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Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios
derivatives and the asso- ciated insurance on the U.S. subprime mortgage market lead to the interna- ∗All ... business to a small change in an assumption, such as mortality or lapse. As the use of market guarantees have ...- Authors: Steven Craighead
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Economic Scenario Generators ESG and Actuarial Practice
Craighead, Moderator Michael F. Davlin Vladimir S. Ladyzhets Mark Tenney Hongfei Zhang ECONOMIC ... generators in the life insurance business in the U.S. I'll relate a little bit to the experience I've ...- 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