SUMMER 2015 PROJECT MATERIAL

Immunization Article

GS10-April15-tabular version 10 yr rates.xlsm

GS10-April15-tabular version 20 yr rates.xlsm

HartfordActuariesInterestRateModelTalk

arc2013InterestRateModelTalk

First Monte Carlo formulas (use 1st two sections only and look for corrections below)

Corrections to Monte Carlo formulas (more corrections below)

Further corrections to Monte Carlo Formulas

AAA-SOA Scenario Generator FAQ

AAA-SOA Scenario Generator page

AAA-SOA Scenario Generator model

input.xlsm

interest rate generator.py

long_rate.csv

paper_functions.py

paper_functions.pyc

Scenario 1.png

Esscher Presentation

Esscher Paper

Material for Group 3