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Mortality Cost Valuation of Underwriting Requirements
Mortality Cost Valuation of Underwriting Requirements The purpose of this paper is to provide a unified ... discussion of this paper is included. Health factors;Individual life plans;Risk categories=Risk classes;Mortality ...- Authors: Robert Reitano
- Date: Oct 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Underwriting - Life Insurance
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Multivariate Duration Analysis
Multivariate Duration Analysis In this paper, a general multivariate duration analysis is introduced ... 1991, Vol. 43. Analytics and informatics;Asset valuation;Discount rates=Interest rates;Yield curve=Term ...- Authors: Robert Reitano, Elias Shiu, Anthony J Zeppetella
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
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Multivariate Duration Analysis
Multivariate Duration Analysis In this paper, a general multivariate duration analysis is introduced ... liability management=ALM;Asset modeling;Asset valuation;Statistical methods;Yield curve=Term structure; ...- Authors: Robert Reitano
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Update on Fair-Value Reporting
path-dependent, should that be taken into account in the valuation? It would seem so to me. And do we look at homogeneous ... liabilities or individual liabilities? When we value a block as a liability and do a liability valuation on a ...- Authors: J Duran, W Paul McCrossan, Robert Reitano, Wayne S Upton
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Fair value accounting
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Two Paradigms for the Market Value of Liabilities
infrequent, and each is based on methods of valuation consistent with finance-theoretic approaches ... each paradigm allows for a sequence of ad hoc valuation methodologies, which differ in the extent to ...- Authors: Robert Reitano
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Financial Reporting & Accounting>Fair value accounting
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Funding for Investment Risks
the NAIC activity on the mandatory securities valuation reserve (MSVR). I'll then switch gears from credit ... Task Force, a subcommittee of the Committee on Valuation and Related Areas. She recently co- authored a ...- Authors: Application Administrator, David A Hall, Daniel E O'Sullivan, Robert Reitano
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Asset Share Mathematics
techniques are developed within the context of individual life insurance asset shares, but may be applied ... as "the estimated amount attributable to an individual [unit of coverage] if the accumulated net funds ...- Authors: Pierre Chouinard, Mark Evans, Peyton J Huffman, Frank C Metz, Robert Reitano, James A Tilley
- Date: Oct 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting
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COURSE 230 LIGHT- A LESS FILLING OVERVIEW OF THE FELLOWSHIP EXAM ON PRINCIPLES OF ASSET-LIABILITY MANAGEMENT
His current duties includeanalysisand design of valuation and projectionsystems, cash-flow testing and the ... are 90 required credits and 60 elective credits. Table 1 is a listing of the investment and finance examinations ...- Authors: Robert Reitano, Judy L Strachan, Gordon E Klein
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management
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Multivariate Immunization Theory
representing the yield curve drivers in a given valuation model, which can be taken as the yields at the ... that it reflects the relative magnitude of the individual shift amounts. A typical shift can then be modeled ...- Authors: Robert Reitano, Elias Shiu
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
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A Statistical Analysis of Banded Data with Applications
terminology of risk theory [1], this is the individual risk model for aggregate claims. In general, ... formula. Table 1 provides some numerical results: STATISTICAL ANALYSIS OF BANDED DATA TABLE 1 389 ...- Authors: Robert Reitano
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Claims - Life Insurance; Modeling & Statistical Methods