Actuarial Outpost
Go Back   Actuarial Outpost > Actuarial Discussion Forum > General Actuarial
FlashChat Actuarial Discussion Preliminary Exams CAS/SOA Exams Cyberchat Around the World Suggestions

Upload your resume securely at
to be contacted when our jobs meet your skills and objectives.

General Actuarial Non-Specific Actuarial Topics - Before posting a thread, please browse over our other sections to see if there is a better fit, such as Careers - Employment, Actuarial Science Universities Forum or any of our other 100+ forums.

Thread Tools Display Modes
Old 01-01-2018, 10:25 AM
Tsin Tsin is offline
Join Date: Jul 2017
Posts: 70
Default Market-Consistent valuation

How does it look in practice? Where can I read more about it?

bonus question: how advanced programming knowledge (mostly C++) is required by EL modelling actuary?
Reply With Quote
Old 01-01-2018, 02:01 PM
Breadmaker's Avatar
Breadmaker Breadmaker is offline
Join Date: May 2009
Studying for CPD - and nuttin' else!
Favorite beer: Guinness
Posts: 2,005

There's a study note in the ILA LFV syllabus that talks about MCEV. You may be able to download it from the CIA website.
"I'm tryin' to think, but nuthin' happens!"
Reply With Quote
Old 01-01-2018, 09:54 PM
whoanonstop's Avatar
whoanonstop whoanonstop is offline
Join Date: Aug 2013
Location: Los Angeles, CA
Studying for Spark / Scala
College: College of William and Mary
Favorite beer: Orange Juice
Posts: 5,649
Blog Entries: 1

Originally Posted by Tsin View Post
bonus question: how advanced programming knowledge (mostly C++) is required by EL modelling actuary?
None. Can you run excel? :P

It is impossible to have a professional forum where the majority of your professionals are anonymous.

Map of Actuarial Hiring Companies
Reply With Quote
Old 01-04-2018, 03:33 PM
Hydraskull's Avatar
Hydraskull Hydraskull is offline
Join Date: Jun 2008
Location: Svalbard
Studying for life
Favorite beer: Six Point Resin
Posts: 6,392

Here is a good beginner's article on market-consistent valuation. If after you read this, you have more specific questions, I am happy to help.
Originally Posted by Abraham Weishaus View Post
Only Hydraskull knows what he's talking about.
Retracted below.
Reply With Quote

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

All times are GMT -4. The time now is 06:00 AM.

Powered by vBulletin®
Copyright ©2000 - 2018, Jelsoft Enterprises Ltd.
*PLEASE NOTE: Posts are not checked for accuracy, and do not
represent the views of the Actuarial Outpost or its sponsors.
Page generated in 0.23861 seconds with 11 queries