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  • Aspects of Loan Guarantees Portfolio Diversification
    1997/1998, Pedroza and Roll 1998). Options-based valuation models for financial guarantees stem from the ... below in Table 1. Table 1 : Base line values for a portfolio of 3 firms and a guarantor This table exhibits ...

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    • Authors: Michel Gendron, Application Administrator
    • Date: Jan 2001
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods
  • Ownership Considerations in a New Legal Structure of Life Insurance Company
    and compute its value using a risk neutral valuation relationship(RNVR). A RNVR is said to exist ... rate of interest. Note that, although this valuation relationship is the same as if all investors ...

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    • Authors: Michel Gendron, Denis Moffet
    • Date: Jan 1991
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Actuarial Research Clearing House
    • Topics: Financial Reporting & Accounting
  • On Expert Use in Portfolio Management
    On Expert Use in Portfolio Management This paper is concerned with the evaluation of the common ... the diversity of opinions, it is supposed that individual i in a set of n _> 2 financial experts has the ...

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    • Authors: Michel Gendron, Christian Genest
    • Date: Jan 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Portfolio management - Finance & Investments