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Asset Modeling Concepts
Asset Modeling Concepts From a teaching session at the 2001 Valuation Actuary Symposium, held in Lake Buena Vista, Florida, November 29-30, 2001 Panelists analyze the modeling considerations ...- Authors: Michael J Hambro, Scott Houghton
- Date: Nov 2001
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Public Policy
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Interest Scenarios
Interest Scenarios From a session at the annual meeting of the Society of Actuaries held in Chicago, Illinois, October 15-18, 2000 Discussion of purposes and approaches for creating ...- Authors: Application Administrator, John M Bragg, Larry M Gorski, John B Gould, Regina Lefkowitz, Sarah Christiansen, Jeffrey S Roth, John D Marcsik, Vladimir S Ladyzhets
- Date: Oct 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
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Asset Modeling Concepts - ValAct 00
Asset Modeling Concepts - ValAct 00 From a session at the 2000 Valuation Actuary Symposium held in Washington DC, September 14-15, 2000 Technical discussion of asset modeling concepts and ...- Authors: Douglas Doll, Frederick W Jackson, Teri Geske
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling
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General Asset/Asset Specific Modeling
General Asset/Asset Specific Modeling Presented at September 1995 Valuation Actuary Symposium. This session talks about the tools and methods for asset modeling, particularly mortgages and ...- Authors: David N Becker, Peter Tilley
- Date: Sep 1995
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Software
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Implementation of Arbitrage-free Discretization of Interest Rate Dynamics and Calibration via Swaptions and Caps in Excel VBA
Implementation of Arbitrage-free Discretization of Interest Rate Dynamics and Calibration via Swaptions and Caps in Excel VBA We consider Libor market model and calibration process. We estimate ...- Authors: Ohoe Kim, Swathi D Gaddam
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics>Financial economics; Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Asset Modeling Specifics
Asset Modeling Specifics Presented at May 1996 Spring Meeting. Panelists provide guidance and suggestions in modeling certain forms of an insurance company's assets, including equity and ...- Authors: Gregory J Roemelt, David White
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling
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Accounting for Investments
Accounting for Investments Presented at May 1996 Spring Meeting. The investment environment has undergone significant change over the last several years through the introduction of many ...- Authors: Douglas C Kolsrud, Cathy Engelbert, Arnold Brousell
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting; Modeling & Statistical Methods>Asset modeling
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Asset Valuation Methods: Smoothing Out the Ride
Asset Valuation Methods: Smoothing Out the Ride Presented at October 1996 Annual Meeting. This panel reviews asset valuation methods in use for retirement plans, pros and cons of each method, ...- Authors: Matthew Sloan, Robert Schmidt
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling; Pensions & Retirement>Defined benefit plans
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Financial Economics: The Option You Can't Refuse
Financial Economics: The Option You Can't Refuse Presented at June 1996 Spring Meeting. Provides overview of modern pricing of assets such as derivatives. It includes theory and practical ...- Authors: David N Becker
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling
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Multivariate Modeling of Asset Returns for Investment Guarantees Valuation
Multivariate Modeling of Asset Returns for Investment Guarantees Valuation Presentation at the 41st Actuarial Research Conference held on August 10-12, 2006 in Montreal, QC. This paper considers ...- Authors: Christian-Marc Panneton, Mathieu Boudreault
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models