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The Growing Demand for More Robust Economic Scenario Generators
The Growing Demand for More Robust Economic Scenario Generators Reviews basic desirable features in an economic scenario generator. Discusses basics of model structure and validation process ...- Authors: Ken Griffin, Hal Warren Pedersen
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management
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Pension Reform in Eastern Europe and Central Asia—A Multi-Pillar Approach
Pension Reform in Eastern Europe and Central Asia—A Multi-Pillar Approach This articles describes the multi-pillar system of 1 pay as you go and 2 individual capital accounts to fund public ...- Authors: Michael Cohen
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Global Perspectives; Pensions & Retirement>Funding
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Are Genetic Algorithms Even Applicable To Actuaries
Are Genetic Algorithms Even Applicable To Actuaries Feature article discussing whether or not genetic algorithms can be used by actuaries. Asset liability management=ALM;Asset management;Economic ...- Authors: Benjamin Steward Wadsley
- Date: Feb 2011
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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Present Values, Investment Returns and Discount Rates
Present Values, Investment Returns and Discount Rates The selection of a discount rate is one of the most important assumptions for the calculations of present values. The paper presents the ...- Authors: Dimitry D Mindlin
- Date: Feb 2014
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Pensions & Retirement>Assumptions and methods
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Dealing with Difficult Data
Dealing with Difficult Data Provides an example of using numerical methods to estimate the credit risk spread curve from sparse historical data. Applies Baysian and Normal models. Uses Gibbs ...- Date: Aug 2015
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
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Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond
Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond Introduction to option pricing using Black-Scholes. Discussion on the limitations of Black-Scholes and ...- Authors: Mathieu Boudreault
- Date: Mar 2013
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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Those Pesky Arithmetic Means
Those Pesky Arithmetic Means Feature article describing the use of arithmetic means in the production of return results predictions. Return on investment; 11077 02/01/2011 06:00:00 ...- Authors: Richard Joss
- Date: Feb 2011
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments
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Present Values, Investment Returns and Discount Rates: Part 1
Present Values, Investment Returns and Discount Rates: Part 1 Part one of a two-part article, to be contined in Feb 2014. Provides useful rules of thumb for breaking out investment return into ...- Authors: Dimitry D Mindlin
- Date: Aug 2013
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Strategic Factor Allocation: Case Studies
Strategic Factor Allocation: Case Studies Uses Blackrock's macroeconomic and style factors in asset allocation examples for an insurance portfolio and a pension portfolio. Investment ...- Authors: Robert T Bass, Andrew Ang
- Date: Aug 2018
- Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Middle Way" for Long Term Interest Rates
Middle Way" for Long Term Interest Rates Summarizes the state of US government balance sheet and defends the view that inflation will not rise sharply in the next few years. capital ...- Authors: Suhrid Swaminarayan
- Date: Aug 2018
- Competency: Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial markets; Economics>Macroeconomics; Finance & Investments>Investments