Description: This is a display of a CRAN Mirror dropdown list.

Description: In this article the author compares ERM issues, strategies and scenarios to the process of driving to work on a four-lane highway.

Description: Description of the scheduled sessions that are either sponsored or co-sponsored by the E&R Section.

Description: This article list descriptions of the sessions that are either sponsored or co–sponsored by the Education and Research Section.

Description: This figure displays an image of the install packages list.

Description: This paper defines Distributable Earnings as the generalized pricing and valuation framework for financial contracts containing the requirement to hold capital or reserves in support of the obligations. It examines the Market Value paradigm and its foundation arising from the pricing of fixed income securities. It reconciles these two methods, showing that market value methods ignore mandatory capital and reserve requirements, which carry both risk and cost. The paper makes the case for the Distributable Earnings framework, not Market Value, as the true basis for economic value for these financial contracts. Finally, it concludes that this framework must be employed in risk-management processes, else fail to recognize a significant source of risk.

Description: This article looks at an extensive integrated collection of financial mathematical modeling packages available in R, a language and environment for statistical computing.