Actuarial Update

Hi Everyone:   I Have to confess it has been almost 8 months since my last blog entry.   Apparently the world at large has not noticed, but I felt it was important to make the effort and provide a quick update on the status of Actuarial Modeling and Window HPC Server.   We continue…

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Some Hard Data on the Effectiveness of Hedging

In my last post I posed the question “Does Hedging really Work”. Since that time I’ve been doing some research for an article in Windows in Financial Services and received the following quote From    Ken Mungan, FSA, MAAA, and Principal at the Milliman Financial Risk Management practice:  Research at Milliman has shown that life…

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Does Hedging really work?

A number of large VA providers have active Equity Hedge programs in place for risk management against adverse effects of stock market fluctuations. after the last 18 months of craziness in the stock market, maybe this is the perfect time to examine the cost and effectiveness of hedging programs? One of the best know practitioner…

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Matlab Users among Actuaries?

We recently had the chance to speak with some modelers using Matlab to run some analysis for their Enterprise Risk Management program.   They were surprised to find out that Matlab was supported on the Windows Compute Cluster Server. Is anybody else out there running Matlab for Economic capital analysis or ERM?   Please let…

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