1
-
5
of
5
results (0.75 seconds)
Sort By:
-
Risk-Neutral Pricing for Insurance Contracts
Risk-Neutral Pricing for Insurance Contracts This article discusses the pricing of life insurance ... risk-neutral valuation techniques and 3 some caveats which need to be recognized. Life valuation; 10943 ...- Authors: Stephen Britt
- Date: Feb 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Life Insurance>Pricing - Life Insurance
-
Economic Scenario Generators
Economic Scenario Generators This presentation is a panel ... discussion, session number 9PD, from the 2000 Valuation Actuary Symposium, held September 14-15 in Washington ...- Authors: Stephen Sonlin, Mark S Tenney, Marc Altschull, Stephen Britt
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Asset liability management; Global Perspectives; Modeling & Statistical Methods>Stochastic models
-
Risk Position Reporting
where 5 is high. Table 1 presents the results of this by category of company. TABLE 1: ASSET RISK MATERIALITY ... of analysis performed by respondents is shown in Table 2. Note that no “life only” participant indicates ...- Authors: Mary M Wilson, Mary Gilkison, Anthony Dardis, Francois R Morin, Stephen Britt
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Financial Reporting & Accounting
-
Risks and Rewards Newsletter, February 2001, Issue No. 36
.12 page Investment Actuary Symposium Fair Valuation of Liabilities: Theoretical Considerations by ... existing actuarial techniques. All three of the valuation approaches presented by Babbel, Gold and Merrill ...- Authors: Lawrence N Bader, Nino A Boezio, Catherine Ehrlich, Luke Girard, Jeremy Gold, David Ingram, Victor Modugno, Max Rudolph, Stephen Strommen, Peter Tilley, David F Babbel, Sarah Christiansen, Gregory Goulding, Anthony Dardis, Edwin A Martin, William L Babcock, Craig Merrill, Marc Altschull, Stephen Britt, Peter D Jones
- Date: Feb 2001
- Publication Name: Risks & Rewards
-
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