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Generating Stochastic Interest Rate Scenarios
Generating Stochastic Interest Rate Scenarios This session from the 1995 SOA Boston Meeting covers a general overview of basic interest rate models, the meaning of an arbitrage free model, the ...- Authors: David N Becker, Michael F Davlin, Gordon E Klein, Mark S Tenney, Craig Merrill
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Algorithmic Aspects of Interest Rate Generators
Algorithmic Aspects of Interest Rate Generators Presented at May 1996 Spring Meeting. Teaching session on various types of algorithms that can be used, their applications and their pros and ...- Authors: Michael F Davlin, Sarah Christiansen, Mark S Tenney
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Scenario generation
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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators This paper, originally published in 1992 in the Transactions of Society of Actuaries Vol. 44, deals with a topic ...- Authors: Michael F Davlin, Merlin F Jetton, James A Tilley, Hal Warren Pedersen
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Stochastic models
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Economic Scenario Generators ESG and Actuarial Practice
Economic Scenario Generators ESG and Actuarial Practice 1998 Valuation Actuary Symposium. The panelists discussed applying economic scenario generators in the life insurance business, a ...- Authors: Michael F Davlin, Mark S Tenney, Steven Craighead, Hongfei Zhang, Vladimir S Ladyzhets
- Date: Jan 1998
- Competency: Results-Oriented Solutions
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation