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Asset Modeling Concepts
Asset Modeling Concepts From a teaching session at the 2001 Valuation Actuary Symposium, held in Lake Buena Vista, Florida, November 29-30, 2001 Panelists analyze the modeling considerations ...- Authors: Michael J Hambro, Scott Houghton
- Date: Nov 2001
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Public Policy
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Interest Scenarios
Interest Scenarios From a session at the annual meeting of the Society of Actuaries held in Chicago, Illinois, October 15-18, 2000 Discussion of purposes and approaches for creating ...- Authors: Application Administrator, John M Bragg, Larry M Gorski, John B Gould, Regina Lefkowitz, Sarah Christiansen, Jeffrey S Roth, John D Marcsik, Vladimir S Ladyzhets
- Date: Oct 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
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Asset Modeling Concepts - ValAct 00
Asset Modeling Concepts - ValAct 00 From a session at the 2000 Valuation Actuary Symposium held in Washington DC, September 14-15, 2000 Technical discussion of asset modeling concepts and ...- Authors: Douglas Doll, Frederick W Jackson, Teri Geske
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling
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Implementation of Arbitrage-free Discretization of Interest Rate Dynamics and Calibration via Swaptions and Caps in Excel VBA
Implementation of Arbitrage-free Discretization of Interest Rate Dynamics and Calibration via Swaptions and Caps in Excel VBA We consider Libor market model and calibration process. We estimate ...- Authors: Ohoe Kim, Swathi D Gaddam
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics>Financial economics; Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Capital Market Assumptions —A 2000 Update
Capital Market Assumptions —A 2000 Update An update on the Capital Market Assumptions used for asset allocation maybe useful to actuaries given the parallels with the assumptions an actuary uses ...- Authors: Timothy C Burns
- Date: Sep 2001
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Pension Section News
- Topics: Actuarial Profession>Standards of practice; Finance & Investments>Asset allocation; Modeling & Statistical Methods>Asset modeling; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Pension accounting
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General Asset/Asset Specific Modeling
General Asset/Asset Specific Modeling Presented at September 1995 Valuation Actuary Symposium. This session talks about the tools and methods for asset modeling, particularly mortgages and ...- Authors: David N Becker, Peter Tilley
- Date: Sep 1995
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Software
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2012 AAT Survey Results
2012 AAT Survey Results Survey of appointed actuaries about asset adequacy testing techniques currently being used in 2012. Cash flow testing 4294993415 11/30/2012 12:00:00 AM ...- Authors: Society of Actuaries
- Date: Nov 2012
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Life Insurance>Policyholder behavior - Life Insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Asset Modeling Challenges for VM-20 Projections
Asset Modeling Challenges for VM-20 Projections This article describes methods for addressing technical challenges related to modeling asset cash flows for PBR reserve projections. asset ...- Authors: Benjamin Slutsker, Reanna Nicholsen, Jason Kehrberg
- Date: Mar 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling
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Asset Modeling Specifics
Asset Modeling Specifics Presented at May 1996 Spring Meeting. Panelists provide guidance and suggestions in modeling certain forms of an insurance company's assets, including equity and ...- Authors: Gregory J Roemelt, David White
- 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>Asset modeling
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Actuarial Model Component Design
Actuarial Model Component Design The article describes the key components of actuarial model, leading practices in designing them, and characteristics of well-built models. Asset modeling; ...- Authors: Bill Cember, Jeffrey Yoon
- Date: Nov 2017
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models