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Techniques for Taming Model Risk
Principle-Based Reserving (PBR), GAAP LDTI, and IFRS 17 require detailed cash flow projec- tion models ... Engine Embedded value Calculation Engine GAAP / IFRS Calculation Engine Cash flow projections Calculation ...- Authors: Bill Cember, Scott Houghton, Dylan Strother
- Date: Oct 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: CompAct
- Topics: Technology & Applications
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Asset Modeling Concepts
Asset Modeling Concepts 2002 Valuation Actuary Symposium, Lake Buena Vista, FL. In this teaching ... of an asset like this. Asset Modeling Concepts 17 They use a single spread or single option-adjusted ...- Authors: Scott Houghton
- Date: Sep 2002
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling