Description: This articles describes some of the industry issues that new-generation risk modeling technologies can address and the emerging technology of simultion as it applies to risk modeling.

Description: The article discusses under which conditions it is appropriate to use the true probability distribution or the risk-neutral probability distribution for interest rate scenario generation. It addresses which should be used for valuation purposes and strategy development.

Description: This article discusses a simple simulation model that analyzes the implications of using real world assumptions for determining customer behavior when calculating hedge positions to support minimum guarantees for variable annuities. Article from Risk and Rewards, August 2006, Issue No. 8.

Description: Feature article discussing the use of stochastic volatility models in the pricing of investments and options.