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  • Fair Valuation of Insurance Liabilities-Implications for Economic Performance Measurement and Strategic Decision Making
    Fair Valuation of Insurance Liabilities-Implications for Economic Performance Measurement and Strategic ...

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    • Authors: Charles D Friedstat, Kenneth LaSorella, Gregory Goulding, David M Walczak, Joseph Koltisko, Marsha Wallace, Scott Witt
    • Date: Jun 2000
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Record of the Society of Actuaries
    • Topics: Financial Reporting & Accounting>Fair value accounting
  • The Financial Reporter
    a new Mortality Table that would be appropriate for use in the current US valuation system. This new ... new Mortality Table is intended to update mortality to reflect insurance experience for new business. Insurance ...

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    • Authors: Application Administrator, Thomas Nace, Raymond Ted Schlude, Barry L Shemin, Anthony J Zeppetella, Russell Menze, Joseph Koltisko
    • Date: Apr 2001
    • Publication Name: The Financial Reporter
  • The Financial Reporter
    two Society meetings quickly approaching — the Valuation Actuary Symposium, which will be held in Boston ... involuntary and depends upon the death of an annuitant. Additionally, if a hedge is used, frequent ...

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    • Authors: Michael Eckman, David C Heavilin, Thomas Nace, David C Scheinerman, Raymond Ted Schlude, Joseph Koltisko, Steven F Grondin, Mary S Saslow
    • Date: Sep 2001
    • Publication Name: The Financial Reporter
  • Risks & Rewards Newsletter, August 2005, Issue No. 47
    The results are set out in the table and chart above. As the table shows, the pension expense for the ... percent. However, as shown in the third line of the table, there is a 2.5 percent chance that the funded ratio ...

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    • Authors: Society of Actuaries, W Paul McCrossan, Michael J O'Connor, Steven Siegel, Joseph Koltisko, Application Administrator, Barry Freedman, Cees Dert
    • Date: Aug 2005
    • Publication Name: Risks & Rewards
  • Risk and Rewards Newsletter, August 2007, Issue No. 50
    premises are direct results of the risk neutral valuation assumption. Premise 1: All present values are ... physical settled options, such as listed options on individual stocks, both legs of the transaction occur upon ...

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    • Authors: Catherine Ehrlich, Richard S Mattison, Joseph Koltisko, Stephen Stone, Steven Scoles, Marc Altschull, Nicola P Barrett, Aaron Meder, Valdimar Armann, Daniel Blamont, Pierre Haviller, David Prieul
    • Date: Jul 2007
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, May 2002, Issue No. 39
    low-cost loans (called“advances”) offered by the individual banks of the Federal Home Loan Bank (FHLB) system ... Senior management 2. Mark to market 3. Market valuation methodology 4. Identify revenue sources 5. Measure ...

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    • Authors: Nino A Boezio, Anson Glacy, David Ingram, Victor Modugno, Max Rudolph, Hubert B Mueller, Joseph Koltisko
    • Date: May 2002
    • Publication Name: Risks & Rewards
  • NAIC Model Investment Law
    don't think I've seen anybody on either side of the table try to address that other than to say you must trust ... of the NAIC, and the chairperson of the parent Valuation of Securities task force, during a conference ...

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    • Authors: Arthur Fliegelman, Joseph Koltisko, Ron Cacciola, Stephen Kruft
    • Date: May 1995
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Financial Reporting & Accounting; Public Policy
  • Canadian Dollar Time Series
    from Bloomberg. The parameters are shown in the table on page 15. The mean reversion target, 125.16, ... turn to page 16 Table 1: Canadian Dollar Time Series Parameters This table shows the moderate ...

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    • Authors: Joseph Koltisko
    • Date: Aug 2005
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods
  • LIBOR Transition End Game
    LIBOR Transition End Game Updates readers on the LIBOR Transition, and explains why credit-sensitive ... and opinions expressed herein are those of the individual author and are not necessarily those of the Society ...

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    • Authors: Joseph Koltisko
    • Date: Sep 2021
  • Interest Rate Regimes - An Empirical Description
    in A can be represented with each eigenvector. Table 1 and Figure 1 show the results of this analysis ... opposite adjust- ments to the state variables. In Table 1, they have been scaled so that the monthly change ...

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    • Authors: Joseph Koltisko
    • Date: Jul 2004
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods