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Published Articles
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January
2000, Leggett, D. and Craighead, S., "Risk Drivers Revealed: Quantile Regression and
Insolvency" will appear in ARCH and AFIR 2000- QR2.pdf |
December
1999, Craighead, S., "Insolvency Testing: An Empirical Analysis of the Generalized
Beta Type 2 Distribution, Quantile Regression and a Resampled Extreme Value
Technique" will appear in ARCH. � Soaentire.pdf |
October 1999, Craighead, S. "OSU Presentation: Cash Flow Testing of
Multifactor Economic Scenario Generators Using LDS"- OSUFall99.pdf |
September 1999, Craighead, S. "CIA Presentation: Behavioral
Microeconomics" � CIA99.pdf |
August
1999, Leggett, D. and Craighead, S. "ARC Presentation: Risk Drivers Revealed:
Quantile Regression". � Quant99.pdf |
July
1999, Jackson, R. and Craighead, S., "Proposal for an Asset/Liability Management
System Standards Feasibility Study" � Stand.pdf. |
July
1999, Craighead, S. "IBC�s 8th ALM Conference Presentation: Portfolio Selection
and �Floppy Triangles� Optimization" - RepoPres.pdf |
April
1999, Craighead, S.,"NYU Conference: Risk in the Insurance Industry"- NYU.pdf |
November
1998, Craighead, S. "Presentation: Financial Mathematics: Otherwise known as Bookie
101". - FinMath.pdf |
November
1998, Babcock, W. and Craighead, S., "Portfolio Optimization in Corporate
Models", Repo.pdf |
October
1998, Craighead, S., "Risk in Investment Accumulation Products of Financial
Institutions" � Toronto.pdf |
September 1998, Zhang, H. and Craighead, S.
"Valuation Actuary Presentation: Cash Flow Testing of Multifactor Economic Scenario
Generators using LDS" - Valact98.pdf |
August
1998, Babcock W. and Craighead, S., "ARC Conference: Portfolio Selection and
Repeating Empirical Progressive Optimization (REPO)" � RepoFl.pdf |
December
1997, Craighead, S. "ALM Conference Presentation: Maximizing Information from Minimum
Number of Scenarios" - ALM_Conf.pdf |
October
1997, Craighead, S. "SOA Presentation: Whither Scenarios" � Whither.pdf |
September
1997, Craighead, S. "Valuation Actuary Presentation: Maximizing Information from
Minimum Number of Scenarios" - ValActCf.pdf |
September
1997, Tenney, M. and Craighead, S., "Economic Scenario Generator for Insurance and
Pension Rational Decision Making Under Uncertainty."- Tenney.pdf |
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