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  • 2017 SOA Annual Meeting - Session 58 - Validation of Assets

    2017 SOA Annual Meeting - Session 58 - Validation of Assets The article summarizes a session on asset validation; the featured speakers were an investment manager, a company investment actuary, ...

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    • Authors: Scott Houghton
    • Date: Feb 2018
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; 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: Risks & Rewards
    • Topics: Finance & Investments>Asset liability management
  • 2016 Asset Allocation Contest Winners Announced!

    2016 Asset Allocation Contest Winners Announced! The winners of the Investment Section's 2016 Asset Allocation Contest are announced, along with a recap of the contest and market ...

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    • Authors: James Kosinski
    • Date: Feb 2017
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investment strategy - Finance & Investments
  • Layering Your Own Views into a Stochastic Simulation - Without a Recalibration

    Layering Your Own Views into a Stochastic Simulation - Without a Recalibration Provides a metric based on the concept of "entropy" from information theory/signal processing, for ...

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    • Authors: Tony Dardis, Loic Grandchamp-Desraux, David Antonio
    • Date: Aug 2013
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Stochastic models
  • A Few Comments on Academic Finance

    A Few Comments on Academic Finance Discussion of significant anomalies in option pricing due to the independent identically distributed assumption of the Black Scholes formula. ;; Financial ...

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    • Authors: Richard Joss
    • Date: Sep 2012
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Economics>Financial economics; Finance & Investments>Derivatives
  • 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