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Measuring Collateralized Mortgage Obligation Cash-Flow Variability: Regulatory Developments
were needed and what those scenados should be. A primary goal was to minimize the number of scenarios to ... later. Taking the absolute value means that I don't care if it's sooner or later. Either way, it is somethingthat ...- Authors: David A Hall, Andrew S Davidson, Christopher T Anderson, Michael H Siegel
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
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Asset Modeling Concepts
Show.” Ron Howard has been hired by Disney to direct the movie version of the Alamo, and he has had ... services the mortgage. It’s difficult to establish a direct statistical link, but there are some prepayment ...- Authors: Scott Houghton
- Date: Sep 2002
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Modeling Function: To Centralize or Not To Centralize?
Modeling Function: To Centralize or Not To Centralize? In reaction to a spate of model conversion ... but models also come with costs. • There is the direct cost of devoting resources to develop and implement ...- Authors: Joshua Chee, Sean Hayward, Michael Porcelli
- Date: Aug 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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General Assest Modeling Issues
sensitive to prepayment speeds as others, extreme care must be used when modeling the more prepayment-sensitive ... prepayment-sensitive instruments. Even with this extra care, one must realize that modeling results for these ...- Authors: Martin Klein, Thomas W Reese
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Modeling II
Asset Modeling II 1996 Valuation Actuary Symposium. This session about asset modeling discussed ... different than these other asset models. A primary difference is the attention paid to details. When ...- Authors: John E Heinmiller, Joseph M Rafson, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Setting Long-Term Investment Assumptions for Actuarial Models
using the RBC committee, where you really don't care about the average, you're throwing away 65 or 90 ... guarantees that could be reset every year. We really care about the path, and it's hard to come up with in ...- Authors: Phillip Schechter, Kevin Ahlgrim
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Modeling Concepts
profitability, growth and interest rates. These are the primary inputs to the Dividend Discount Model, and it applies ... items that I call special considerations. Our primary input data comes from our investment accounting ...- Authors: Henry M McMillan, Harry Jamison, David M Walczak
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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General Asset Issues
General Asset Issues This session from the 1993 Valuation Actuary Symposium looks at asset models and ... 85 Year Note that an incidence rate is not direct ly comparable to a prevalence rate, the N in a ...- Authors: Thomas W Reese, Kin O Tam, John C Sweeney
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Modeling: Basic Training
cells are reasonably chosen, homogeneity should take care of itself. However, it is necessary to check that ... requirements of each specific project. Although care should be used in modeling them, existing assets ...- Authors: Arnold Dicke, Meredith Ratajczak
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Reserves - Annuities; Health & Disability>Health insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models