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Benchmarking Investment Performance
Benchmarking Investment Performance This session at the SOA 2003 Washington, DC Spring Meeting ... performance against insurance liabilities. Asset valuation;Discount rates=Interest rates;Generally Accepted ...- Authors: Anson Glacy, Scott S Hartz, William H Panning
- Date: May 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Setting Credit Risk Limits
the risk of our bonds through the Securities Valuation Office (SVO) rating process. That's important ... correlations between these default probabilities at the individual issuer level. Here is how we compute the correlations ...- Authors: Scott S Hartz, Jack Z Reichman, Hal Warren Pedersen, Mark C Abbott, Nikunj Kapadia
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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Measuring Interest Margins-Part 1-Asset Segmentation
categories themselves. The investment manager, the valuation actuary, business unit heads, pricing actuaries ... surplus analysis, and ultimately to satisfying the valuation actuary in his upcoming responsibility to sign ...- Authors: David L Creswell, Scott S Hartz, Daniel J Kunesh
- Date: Jun 1990
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset allocation; Financial Reporting & Accounting
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Investment Performance Measurement for Insurance Companies
INVESTMENT MEASUREMENT FOR INSURANCE COMPANIES Table 1 is meant to illustrate some of the differences ... for an approach that we believe has some merit. TABLE 1 INSURANCE GENERAL ACCOUNT VERSUS OTHER INVESTMENT ...- Authors: Joseph J Buff, Scott S Hartz, Edwin P McCausland, David M Kuplic
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
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Measuring Interest Margins-Part 2-Measuring Investment Results
operates similarly to the mandatory securities valuation reserve (MSVR). Most of our assets are in bonds ... asset/liability management for both group and individual insurance products, trades futures and options ...- Authors: Scott S Hartz, Esther H Milnes, Sue W Ogden, Frederick M Borchardt
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments