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Change Points and a Regime-Switching, Scenario Generator with Continuous Parameter Distributions for Mean and Volatility
Change Points and a Regime-Switching, Scenario Generator with Continuous Parameter Distributions for Mean and Volatility This is an abstract for research that uses change-points to calibrate a ...- Authors: Matthew Clayton Modisett
- Date: Nov 2008
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A Market Value Balance Sheet: Why and How
A Market Value Balance Sheet: Why and How This paper presents a theoretical framework for moving from book value accounting toward market value accounting. From Actuarial Research Clearing ...- Authors: Matthew Clayton Modisett
- Date: Jan 1993
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Financial Reporting & Accounting>Fair value accounting
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Country Focus: Euroland
Country Focus: Euroland In this article, the author discusses Solvency II and Risk Management in Europe. Asset liability management=ALM;Derivatives;International Accounting Standards Board=IASB; ...- Authors: Matthew Clayton Modisett
- Date: Dec 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: International News
- Topics: Financial Reporting & Accounting>International Accounting Standards Board [IASB]
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The Valuation of Interest-Senstive Cash Flows Using the Symbolic Methed
The Valuation of Interest-Senstive Cash Flows Using the Symbolic Methed This paper introduces the symbolic valuation, a stochastic valuation which allows flexible interest rate and cash flow ...- Authors: Matthew Clayton Modisett
- Date: Jan 1992
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Fixed annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Market-Value Accounting
Market-Value Accounting 1994 SOA Spring Meeting, Orlando. This session is about market-value accounting including FAS 107 and FAS 115, calculation methods for fair value of liabilities, ...- Authors: James Hohmann, Douglas C Kolsrud, James D Wallace, Matthew Clayton Modisett
- Date: Apr 1994
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Fair value accounting