Monthly Archives: September 2012

Markets require mass transparency to get even a few people to have a dialogue on substance based on numbers.  This requires a population of millions to generate a substantive discussion by even a few people. Derivatives data that is hidden … Continue reading →

SLV RS-DMRP Comparison Graph  one year yield Dec 2000.  This is a repeat of earlier graph but is given here for completeness with others.  Click on graph to see clearer version with distinct writing. == ==

SLV RS-DMRP Comparison Graph 20 year minus one year yield Dec 2000.  Click on graph to see clearer version with distinct writing. == ==

The Academy of Actuaries SLV model and Regime Switching DMRP are compared starting from December 2000.  Click on graph to see clearer version with more distinct writing. = == SLV v RSDMRP 20 year yield start Dec 2000

Faye Albert and Mark Tenney presentation on Economic Scenario Generators at 2011 Valuation Actuary Symposium. http://www.soa.org/files/pd/2011-orlando-valact-57.pdf The graphs are hard to read, so you may want to buy the e-book version, which has clear copies of the graphs. e-book vendor … Continue reading →