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A Bond Manager's Method for ALM
This paper introduces the Bond Manager's Method for ALM which allows the impact of a change in interest ... rate levels on the present value of a stream of cash flows to be directly determined from the coupon rates ...- Authors: Application Administrator
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Bounds on Expected Values of Insurance Payments and Option Prices
Bounds on Expected Values of Insurance Payments and Option Prices This paper presents best upper and ... bounds on the expected value of a reinsurance payment under the terms of a contract written on a random ...- Authors: Samuel Cox
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
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On Uniqueness of Interest Rates in a Borrowing/Lending Model
On Uniqueness of Interest Rates in a Borrowing/Lending Model This paper presents a proof on the subject ... subject of uniqueness of interest rates in a borrowing/lending model for possible student use in undergraduate ...- Authors: Donald P Minassian
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Quantification of C-3 Risk vs. Risk-Based Capital: Developing a Methodology/Table
Quantification of C-3 Risk vs. Risk-Based Capital: Developing a Methodology/Table 1996 Valuation Actuary ... approach to quantifying C-3 risk and exploring ways to improve the C-3 component of the NAIC RBC formula. Asset ...- Authors: Dennis A Deeter, Larry M Gorski, Michael E Mateja, Stephen A J Sedlak, Michael L Zurcher, Michael Scott Smith, Lloyd Spencer
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Modelling and Measuring Business Risk
Modelling and Measuring Business Risk This paper focuses on business risks rather than market, credit ... risks. The author proposes a bottom-up approach for modelling and measuring business risk where the dynamic ...- Authors: Klaus Bocker
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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2023-health-virtual-s02d
"Hear AM Best rating analysts discuss the rating process and the best capital adequacy ratio (BCAR), a ... for AM Best’s assessment of carriers’ financial strength. The benchmarking of BCAR scores for various ...- Date: Jan 2024
- Competency: Strategic Insight and Integration
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods
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Economic Scenario Generator - Investment Section Web Series - Real World
Economic Scenario Generator ... Session #2 - Real World This session will cover the following points: 1. NAIC ESG 2. Strategic Asset ... Postmortem: Modeling and calibration changes because of recent events ...- Authors: David Schraub, Yury Krongauz, Sohini Chowdhury, Pawel Lojko, Hal Pedersen, Stephen Strommen
- Date: Jun 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Modeling & Statistical Methods; Pensions & Retirement
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Interest Rate Model Risk
Interest Rate Model Risk 1996 Valuation Actuary Symposium. The purpose of this session is to enhance ... understanding of what it means to have an adequate reserve based on cash-flow testing by taking the audience ...- Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Implementation of Intensity Model Approach to Constant Maturity Credit Default Swap Pricing
Implementation of Intensity Model Approach to Constant Maturity Credit Default Swap Pricing Constant ... approach, the default time is defined as the first arrival time of the Poisson process. From the market ...- Authors: Ohoe Kim
- Date: Jan 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Appropriate Standards for Profit Margins
Orlando. In this session the panelists debated the diversity of professional practice about how ... spoke of the traditional actuarial perspective, while the other represented the modern theory of finance ...- Authors: Stephen P D'Arcy, Charles McClenahan, Oakley E Van Slyke
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods; Public Policy