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  • Modeling Economic Series Coordinated withInterest Rate Scenarios
    potential future operating conditions. An example of a direct applica- tion of scenario generation is cash flow ... INTEREST RATE SCENARIOS From Page 29 and our primary motivation for this is to recruit investment professionals ...

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    • 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
  • Modeling of Economic Series Coordinatedwith Interest Rate Scenarios Project
    Modeling of Economic Series Coordinatedwith Interest Rate Scenarios Project This article describes ... and/or statistical journals. A summary of the primary findings and procedures appearing in the review ...

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    • 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
  • 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? ... and uses of our Section’s financial surplus. The primary objective is to use Section assets to fund invest- ...

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    • Authors: Stephen Britt
    • Date: Sep 2000
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Scenario generation
  • Beware stochastic model risk!
    Beware stochastic model risk! The article warns against treating the results of a stochastic ... calibration should be treated with just as much care and review as the underlying actuarial assumptions ...

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    • 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