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Chaotic Analysis on U.S. Treasury Interest Rates
Chaotic Analysis on U.S. Treasury Interest Rates This paper analyzes the U. S. Treasury monthly ... 1992 for various forms of chaotic behavior. The primary analysis was in determining the Burst Exponent ...- Authors: Steven Craighead
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Finance & Investments; Modeling & Statistical Methods
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Risk Management, November 2004, Issue No. 3
annuities, traditional life insurance, long-term care and disability income, will actu- ally benefit from ... not only to the in-force business. There is no direct relation- ship between managing the total returns ...- Authors: Francis Sabatini, Fred Tavan, Thomas Ho, Steven Craighead, Mary Hardy, David Ingram
- Date: Nov 2004
- Publication Name: Risk Management
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Stochastic Immunization
typically. The price function of the model is a direct result of the rate changes at particular points ... we have to average things out and let things take care of them. We also make a real effort to make sure ...- Authors: Josephine Marks, Claus S Metzner, Scott E Navin, Steven Craighead, Frederick Slater, Jose Siberon
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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The Case for Distributable Earnings
either cash flows or distributable earnings. The primary difference between these is that cash flow valuation ... competing valuation approaches, labeling them “direct” and “indirect” market value calculations. He examines ...- Authors: Steven Craighead, Christopher Foote
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Economic value
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The Case for Distributable Earnings
The Case for Distributable Earnings This paper defines Distributable Earnings as the generalized ... either cash flows or distributable earnings. The primary difference between these is that cash flow valuation ...- Authors: Christopher Foote, Steven Craighead
- Date: Aug 2019
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Economic value
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2004 Bowles Symposium: Extreme Value Seminar
2004 Bowles Symposium: Extreme Value Seminar This article discusses the Extreme ... statistics who is from Ohio State University, was the primary speaker. His pres- entation was excellent (notwithstanding ...- Authors: Steven Craighead
- Date: Nov 2004
- Publication Name: Risk Management
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Statistics and the Valuation Manual
error margin of ≤ 5%. Bühlmann method can use the direct approximation formula for Z provided in VM- 20 ... margin of ≤ 5%. Bühlmann method can use the direct approximation formula for Z provided in VM-20 ...- Authors: Steven Craighead, Douglas Robbins, Karen Rudolph
- Date: Aug 2017
- Competency: Technical Skills & Analytical Problem Solving
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R Corner
R Corner This column discusses the use and management of data withn the computer language ... that one can store and access data within R. The primary ones that I want to discuss will be scalars, vectors ...- Authors: Steven Craighead
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: CompAct
- Topics: Technology & Applications>Software
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ERM Stochastic Analysis Tools: Risk Drivers Revealed
ERM Stochastic Analysis Tools: Risk Drivers Revealed This paper demonstrates the use of Quantile ... estimate of the coecients. These ve columns are direct output from the rq function in R as discussed in ...- Authors: Steven Craighead
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Portfolio Optimization in Corporate Models
Portfolio Optimization in Corporate Models Design and future maintenance of an asset portfolio ... thank lily wife Patricia Craighead who had to take care of our five children (Samuel, Michelle, Bradley ...- Authors: William L Babcock, Steven Craighead
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models