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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 ...

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    • Authors: Matthew Clayton Modisett
    • Date: Nov 2008
  • 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 ...

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    • 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
  • 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; ...

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    • 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]
  • 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 ...

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    • 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
  • 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, ...

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    • 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