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  • Real-World Interest Rate Models and Current Practices
    Real-World Interest Rate Models and Current Practices This article provides an overview of the different types of real world interest rate scenarios that practitioners use in the life insurance ...

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    • Authors: Jean-Philippe Larochelle, Marshall Lin, Francisco Orduna
    • Date: Jul 2015
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Grey Swans: Fifty Shades of Grey - Plausible Stress Testing
    Grey Swans: Fifty Shades of Grey - Plausible Stress Testing For the purposes of risk management and stress testing, we characterize a spectrum of plausible extreme events, that we dub Grey Swans, ...

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    • Authors: Gary Nan Tie
    • Date: Feb 2016
    • Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Scenario generation
  • Scenario Generation: Valuation versus Strategy Development
    Scenario Generation: Valuation versus Strategy Development The article discusses under which conditions it is appropriate to use the true probability distribution or the risk-neutral probability ...

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    • Authors: Luke Girard, Mark S Tenney
    • Date: Aug 1999
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • 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? by Stephen Britt from Risks and Rewards Newsletter, September 2000, Issue No. 35. Arbitrage; ...

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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
  • What Makes an Economic Scenario Generator "Realistic"?
    What Makes an Economic Scenario Generator "Realistic"? Explains considerations for stochastic modeling of credit spreads, inflation and exchange rate risk. credit risk;foreign ...

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    • Authors: Jonathan Mossman
    • Date: Aug 2015
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • Modeling Economic Series Coordinated withInterest Rate Scenarios
    Modeling Economic Series Coordinated withInterest Rate Scenarios The SOA’s Committee on Finance Research recently made available the results of a research study that explores economic series and ...

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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
  • Regulatory Update
    Regulatory Update Summary of NAIC's Winter National Meeting Appointed Actuary;Standard Valuation Law;Statutory accounting;Statutory codification;Statutory reserves 6442475468 3/1/2017 ...

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    • Authors: Karen Rudolph
    • Date: Mar 2017
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: In The Public Interest
    • Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
  • C-1 Risk and Investment
    C-1 Risk and Investment 1988 Valuation Actuary Symposium. The session discussed the C-3 risk, not the C-1 risk in the title. It explored the question: For testing purposes, how does one ...

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    • Authors: Gregory D Jacobs, Irwin T Vanderhoof
    • Date: Jan 1988
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Modeling & Statistical Methods>Scenario generation
  • A Practical Guide to Interest Rate Generators for C-3 Risk Analysis
    A Practical Guide to Interest Rate Generators for C-3 Risk Analysis This paper discusses interest rate generators which vary by intended purpose. The primary focus is on fairly elementary ...

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    • Authors: Sarah Christiansen
    • Date: Oct 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods>Scenario generation
  • Section 7 Opinions
    Section 7 Opinions This article discusses the pending elimination of Section 7 exemption for small companies. Asset modeling;Cash flow testing;Risk-based capital=RBC; 11161 11/1/2002 12:00:00 AM ...

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    • Authors: Mark C Rowley
    • Date: Nov 2002
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Small Talk
    • Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation