Description: This article is a call for work that has been done in stochastic modeling and papers in the area of of stochastic modeling of investment returns in respect of the maturity and mortality guarantees offered on segregated fund and variable annuity products. These will be used in the symposium on stochastic modeling in September 1999 sponsored by the CIA, SOA and Actuarial Foundation.

Description: The article discusses under which conditions it is appropriate to use the true probability distribution or the risk-neutral probability distribution for interest rate scenario generation. It addresses which should be used for valuation purposes and strategy development.

Description: This article discusses a simple simulation model that analyzes the implications of using real world assumptions for determining customer behavior when calculating hedge positions to support minimum guarantees for variable annuities. Article from Risk and Rewards, August 2006, Issue No. 8.

Description: Feature article discussing the use of stochastic volatility models in the pricing of investments and options.

Description: Feature article about: one of the significant contributions of modern academic finance has been to introduce the concept of stochastic investment forecasting