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Options on Bonds and Applications to Product Pricing
Options on Bonds and Applications to Product Pricing This ... paper presents a theoretical approach to the valuation of options on bonds, a computer model for valuing ...- Authors: Robert P Clancy
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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New Investments and New Investment Strategies
STRATEGIES market throughout most of this decade. Table 1, which compares the volatility of the S&P 500 ... than if he were going back to the primary, or individual cash flows, since then he would have to make ...- Authors: Robert P Clancy, Kenneth Eiger, Alan W Sibigtroth, Gary E Wendlandt, John A Richards, Jess Yawitz
- Date: May 1987
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Finance & Investments>Portfolio management - Finance & Investments
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Principles of Actuarial Science
PRINCIPLES OF ACTUARIAL SCIENCE The following table gives the organization of the remainder of the paper ... that, while the event is not insurable on an individual basis, it is insurable on a group basis, since ...- Authors: Robert P Clancy, Arnold Dicke, Warren Luckner, Robert A Miller, Harry H Panjer, Donald M Peterson, BRADLEY WAYNE BERGQUIST, Charles Barry H. Watson
- Date: Oct 1992
- Competency: Professional Values>Practice expertise
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Best practices
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Practical Applications Of Statistics And Operational Research For Actuaries
create in our own companies in accounting and valuation. These examples might include the use of multiple ... "Problems With Sampling Procedures for Reserve Valuation", Journal of the American Statistical Association ...- Authors: Robert P Clancy, James C Hickman, David Holland, Edward Robbins, James L Sweeney
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Professional development; Modeling & Statistical Methods
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Are We Prepared for Interest Rates to Rise Again?
statisticalcorrelationto subsequentchanges in interest rates. Table 1 shows the relationshipof the yieldcurve slope ... that is specificto the life insuranceindustry. Table 2 shows the averagecompositionof life company invest- ...- Authors: Randall Boushek, Shane A Chalke, Robert P Clancy, Prakash A Shimpi
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Economics; Finance & Investments
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Investment Quality Measures Review
Investment Quality Measures Review Panelists discuss: [1] investment quality as a dynamic ... impact on conclusions you would reach, either for valuation actuary work or for pricing work. MR. FREDERICK ...- Authors: Robert P Clancy, Peter B Deakins, Edward I Altman
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments