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Asset-Liability Integration: Introduction
mission for the modern insurance industry, its place in the financial intermediation network, and the role of ... of Asset/Liability Management in that mission from the perspective of what is known about capital markets ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management
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Introduction to Research Methods for Actuaries
Panelists discuss the importance of actuarial research, how and what to do, researching the literature, statistical ... statistical tests of significance, writing a research report and how to get published. N/A; 18746 5/1/2005 ...- Authors: Krzysztof Ostaszewski, Anthony Webb
- Date: May 2005
- Competency: Communication>Written communication; Professional Values>Practice expertise
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession; Actuarial Profession>Academic partnerships; Experience Studies & Data
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Asset-Liability Integration, Chapter 2: Defining Asset-Liability Management
Asset-Liability Integration, Chapter 2: Defining Asset-Liability Management An overview ... Asset-Liability Management An overview of the principles, underlying theories, and the various strategies employed ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Asset liability management
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Asset-Liability Integration, Chapter 6: ALM of Social Insurance
Asset-Liability Integration, Chapter 6: ALM of Social Insurance Discussion of the US Social security ... 6: ALM of Social Insurance Discussion of the US Social security system from the perspective of Asset ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Social Insurance>Social Security
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Revisiting Pension Actuarial Science: A Five-Part Series – Author Comments
response to comments by Ryan Labs Asset Management on paper by James J. Rizzo Krzysztof M. Ostaszewski ... liabilities=Pension obligations;Predictive modeling;Risk adjustment; 8741 6/1/2010 12:00:00 AM ...- Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
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Asset-Liability Integration, Chapter 1: What Are Financial Intermediaries Paid For?
For? The creation of the short/long portfolio is the essence of the intermediation business. The result ... result is that the efficiency of use of capital in the economy is improved, and economic growth is facilitated ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Asset liability management
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Asset-Liability Integration, Chapter 7: Valuation of Derivative Securities
Integration, Chapter 7: Valuation of Derivative Securities Generally, the assets acquired by financial institutions ... determined by established capital markets. However, the firm's liabilities become customer's' ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Finance & Investments>Asset liability management
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An Alternative Approach To Calculation of IBNR Reserve in Health Insurance
To Calculation of IBNR Reserve in Health Insurance This work investigates the use of a statistical approach ... approach to calculate the incurred but not reported IBNR reserve directly. This allows for the reserve to be ...- Authors: Jed Linfield, Krzysztof Ostaszewski, Jinadasa Gamage
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Stochastic models
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Actuarial Research Clearing House 1993 VOL. 1 Fussy Sets Methods in Actuarial Science
Actuarial Research Clearing House 1993 VOL. 1 Fussy Sets Methods in Actuarial Science This abstract ... This abstract describes an investigation into the use of Fuzzy Set Methodology. 338 1/1/1993 12:00:00 ...- Authors: Krzysztof Ostaszewski
- Date: Jan 1993
- Publication Name: Actuarial Research Clearing House