riskneural

10 ms·

31.
by riskneural 11y ago
I should have specified I meant negative risk free rates, not negative market yields.
32.
by riskneural 11y ago
They are effectively paying banks to lend. The aim is to stimulate investment, and also to drive inflation by making money less valuable.
33.
by riskneural 11y ago
Negative risk free rates were theoretically possible, but thought at the time to be stupid. See for example the development of the Cox Ingersoll Ross model, "The standard deviation factor, \sigma \sqrt{r_t}, avoids the possibility of n
34.
by riskneural 11y ago
Credit slushes around like crazy for years. These days it flows into an S&P trading near 20 P/E, negative government bond interest rates, corporate bond interest rates below historical default rates, reinsurance treaties and cat bo
35.
by riskneural 11y ago
I remember, in 2009, spending the effort to go through the code to make sure we had a check to set the interest rate to zero if it went negative in the simulation. Because negative interest rates make no sense, right?
36.
by riskneural 11y ago
Me too, and I've been lucky enough to have incredible research opportunities in finance and insurance, which all go unregistered, and which have today brought me to Holland to eat this cheese plate.
37.
by riskneural 11y ago
I just couldn't agree less. We must run in very different circles.
38.
by riskneural 11y ago
This especially goes for complaints about bullying or discrimination. Get a lawyer and a recruiter if it comes to that, but stay well away from HR. Your expenses might be investigated for anomalies. Workers' unions can also be risky. T
39.
by riskneural 11y ago
Hmmm. Are the best hiring managers attracted to such jobs? I would not enjoy interviewing so many people.
40.
by riskneural 11y ago
Who doesn't try to find places to hide from the endless stream of calls, meetings, and emails? In fact, once I check off the next four hours of meetings and client calls, I think I will go hide in the awesome Stadtbibliothek (the libra
41.
by riskneural 11y ago
Would you believe for a moment news published directly by facebook? What about the risk that they simply used your data as news? What about yesterday's fiasco, in which they digitally enabled support for fashionable Paris in geographic
42.
by riskneural 11y ago
R is for the stats part of the project. It does just that. I'd never implement a full system in it, but it does the stats bit fantastically.
43.
by riskneural 11y ago
Isn't bootstrap just amazing?
44.
by riskneural 11y ago
Doesn't the energy market already react exactly the same way? When the price gets above the cost of production for method x, produce for method x, increasing the supply.
45.
by riskneural 11y ago
The arms distribution is an unusual example of a left skewed distribution. Mostly we are thinking of right skewed distributions, where there are lots of observations humped up towards zero, and then they spread out towards infinity, or symm
46.
by riskneural 11y ago
Essentially, if it is not encrypted, corporations can fight for regulation to increase the barrier to entry for rival products and services, and we know they will. If it is encrypted, such regulations are futile.
47.
by riskneural 11y ago
The following contradiction is pasted from the British actuarial notes: (hopefully within the terms of fair use) "Overconfidence People tend to overestimate their own abilities, knowledge and skills. For example, if you ask 100 people
48.
by riskneural 11y ago
I'm findable on facebook with my name and the name of the city I live it. It's not so hard.
49.
by riskneural 11y ago
Rotten tomatoes represents the views of critics, which is one sort of view: was it good. Some viewers, like myself, may review more on a basis of: did I enjoy watching it. So, I wouldn't expect nor want a very strong correlation with a
50.
by riskneural 11y ago
Agreed... and there is certainly no reason to restrict the analysis to just two types of shops. However, fried chicken and coffee shops make for a really catchy way to introduce the possibilities of geo-analysis. I think maybe the point of
51.
by riskneural 11y ago
It sounds rather a likely risk though... I speculate the kind of manager that brings his own team thinks long term. When one thinks long term, multitudes of possible outcomes must be thought through. The vision has to be defended against al
52.
Europe's largest newspaper by circulation bans users with AdBlock(xing-news.com)
5 points by riskneural 11y ago|4 comments
53.
by riskneural 11y ago
Is this that thing that shows up when I swipe left on my work iphone with vapid news about celebrities and poorly-targeted sport-related tales? I'm unexpectedly finding XING's news stream peculiarly adequate these days. Nice to se
54.
by riskneural 11y ago
100k in stocks after a shock crazy crash of 70% can still be painfully liquidated for 30k.
55.
by riskneural 11y ago
It's a really interesting point. In defending against sparse 'violent' security issues, they increase the chance that their intellectual property flies out the door - where, arguably, America's real strength is.
56.
by riskneural 11y ago
The price is x% of the sum assured discounted at the risk neutral rates, plus admin expenses, plus customer acquisition cost, plus a target percentage of the economic capital (because their is a wee bit of risk), plus adjustments based on y
57.
by riskneural 11y ago
I give you Beam. http://www.beam.dental/ My understanding of the idea, which may be rubbish, runs as follows. 1. Find a way to identify good risks - in this case regular teeth brushers, or occupants of a crack-house that sh
58.
by riskneural 11y ago
You can diversify risk which is almost the same thing. The whole point of insurance is that each person has x% probability of dying, so they pay x% * the sum assured, and, as the pool of insured gets large enough, there is enough cheese in
59.
by riskneural 11y ago
Pretty much all countries have the no claim bonus for driving. (It's in the earliest actuarial exams.) You can clock up several years of no claims bonuses, and the discount increases with each year. Interestingly, the no claims bonus c
60.
by riskneural 11y ago
There is also Vitality UK from Prudential, and Beam - the wifi connected toothbrush. Telematics is all the rage in risk.

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