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Modeling Economic Series Coordinated withInterest Rate Scenarios
Modeling Economic Series Coordinated withInterest Rate Scenarios The SOA’s Committee on Finance Research recently made available the results of a research study that explores economic series and ...- Authors: Steven Siegel
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation
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Beware stochastic model risk!
Beware stochastic model risk! The article warns against treating the results of a stochastic model with more deference than other actuarial analysis, and describes some hidden risks involved with ...- Authors: Stephen Strommen
- Date: Sep 2019
- Competency: Professional Values; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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Modeling of Economic Series Coordinatedwith Interest Rate Scenarios Project
Modeling of Economic Series Coordinatedwith Interest Rate Scenarios Project This article describes the proposal selected for research involving the modeling of economic series. The proposal ...- Authors: Steven Siegel
- Date: Oct 2002
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation
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When Is It Right To Use Arbitrage-FreeScenarios?
When Is It Right To Use Arbitrage-FreeScenarios? When Is It Right To Use Arbitrage-Free Scenarios? by Stephen Britt from Risks and Rewards Newsletter, September 2000, Issue No. 35. Arbitrage; ...- Authors: Stephen Britt
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation
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What Makes an Economic Scenario Generator "Realistic"?
What Makes an Economic Scenario Generator "Realistic"? Explains considerations for stochastic modeling of credit spreads, inflation and exchange rate risk. credit risk;foreign ...- Authors: Jonathan Mossman
- Date: Aug 2015
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Scenario Generation: Valuation versus Strategy Development
Scenario Generation: Valuation versus Strategy Development The article discusses under which conditions it is appropriate to use the true probability distribution or the risk-neutral probability ...- Authors: Luke Girard, Mark S Tenney
- Date: Aug 1999
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation