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Financial Modeling Integration
stochastic methods for insurance product pricing and valuation, financial analysts have focused on discrete mathematical ... option-pricing techniques for derivative pricing and valuation. With the recognition of insurance products as ...- Authors: Josephine Marks, Russell Osborn, Craig Merrill, S Michael McLaughlin
- Date: Jun 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Course 485 Lite: A Less Filling Overview of the Fellowship Exam on Advanced Portfolio Management
benchmark that was specific to the fund manager. Table 1 shows the results, which were quite interesting ... actually achieved, on average, by these managers. TABLE 1 Factor Actual Return Potential Return Minimum ...- Authors: Ian Gibb, Josephine Marks
- Date: Apr 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Professional development
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How is Behavioral Finance Behaving?
How is Behavioral Finance Behaving? This presentation ... There's an obvious relationship here as shown in Table 1. How Is Behavioral Finance Behaving? ... 5 TABLE 1 RESET EXPERIENCE BY SIZE # Resets # Contracts ...- Authors: Josephine Marks, Boris Brizeli, David Neaven
- Date: Oct 2000
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Behavioral economics
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Stochastic Immunization
curve, what we need is a technique to start the valuation process, and I want to describe the most common ... statistics associated with this simple portfolio. Table 1 shows the asset liability management balance sheet ...- Authors: Josephine Marks, Claus S Metzner, Scott E Navin, Steven Craighead, Frederick Slater, Jose Siberon
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Risks and Rewards Newsletter, September 2000, Issue No. 35
of the actual statistics on December 31, 1999 (Table 1). Short rates at year-end were roughly 40 basis ... Market Triathlon Results by Frank M. Grossman Table 1 Recent Historical Data 3-Month T-Bill Yield ...- Authors: Jeremy Gold, Josephine Marks, Victor Modugno, Max Rudolph, Peter Tilley, Richard Wendt, Frank Grossman, Stephen Britt
- Date: Sep 2000
- Publication Name: Risks & Rewards
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Successful Communications with Investment Professionals
side, we have the product design and pricing, valuation and finance, tax, legal, marketing and sales ... Communications with Investment Professionals 11 Table 1 Different Viewpoints Guaranteed Equity Products ...- Authors: David Ingram, Josephine Marks, Adrian Hussey
- Date: Jun 2001
- Competency: Communication
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Equity-Linked Notes - What's New?
and there are several components that affect valuation. First, as interest rates increase the cost of ... you're trying to accomplish and look at the cost. Table 1 shows some illustrative pricing for some ten-year ...- Authors: Glen Keller, Josephine Marks, Michael H Siegel
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Stochastic Immunization Charts 1-4
Stochastic Immunization Charts 1-4 These are Charts 1-4 from a presentation entitled 'Stochastic Immunization' From ... 15 CHART 2 VALUATION YIELD CURVE (0.60, 0.68, .072) Interest Rates ...- Authors: Josephine Marks, Scott E Navin, Steven Craighead
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Risks and Rewards Newsletter, April 2000, Issue No. 34
interesting dilemmas for those involved in corporate valuation. The Internet can substantially reduce cost in ... have had a chance to respond. The Problem of Valuation We have all been hearing stories about how Internet ...- Authors: Nino A Boezio, Josephine Marks, Marshall C Greenbaum, Robert Brown, Carl E Walsh, Daniel L Thornton, Frank Schmid, Joel Prakken, Jim Sweeney
- Date: Apr 2000
- Publication Name: Risks & Rewards
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Managing Risk-Based Capital [RBC]
Managing Risk-Based ... VQDGOCFGWRD[VJGRTQHKVQPVJG DWUKPGUU TABLE 1 MCCSR—IMPACT ON SPREAD Target ROCE: 12% 15% ... CRKVCNVJCVçUCUUQEKCVGFYKVJVJCV CUUGV TABLE 2 MCCSR—IMPACT ON SPREAD TARGET PRE-TAX RETURN=26% ...- Authors: Josephine Marks, Bradley M Smith, Application Administrator
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments