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  • Risks and Rewards Newsletter, July 2001, Issue No. 37
    call asset classes; classes are comprised of individual issues. Issues within an asset class respond ... stimuli. So asset classes are more interesting than individual issues for C1. The investment literature characterizes ...

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    • Authors: Lawrence N Bader, Nino A Boezio, Paul Donahue, David C Gilliland, Anson Glacy, David Ingram, Peter Tilley, Richard Wendt, Bradley Buechler, Linda Blatchford, Thomas Merfeld, Rob Royall, Victor Canto
    • Date: Jul 2001
    • Publication Name: Risks & Rewards
  • Exploring C1 Risk
    is, debt effectively reduces cash. Table 3 increases the Table 2 portfolio by .36% by adding 20% to ... without regard to the signs of asset class weights. Table 3 Original New Standard Class Weight Derivative ...

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    • Authors: Thomas Merfeld
    • Date: Feb 2002
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments
  • Risks and Rewards Newsletter, February 2002, Issue No. 38
    Dave Becker gently twisted my arm to speak at a Valuation Actuary Symposium session. He continued to encourage ... is, debt effectively reduces cash. Table 3 increases the Table 2 portfolio by .36% by adding 20% to ...

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    • Authors: Nino A Boezio, David Ingram, Victor Modugno, Max Rudolph, Peter Tilley, Richard Wendt, Marshall C Greenbaum, Adam Zivitofsky, Thomas Merfeld
    • Date: Feb 2002
    • Publication Name: Risks & Rewards
  • Market Value and Duration Estimates of Interest Sensitive Life Contracts
    provide false indications of problems. Most valuation actuary certifications are designed to protect ... procedures to liabilities. Securities-type valuation and risk management methodology can be applied ...

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    • Authors: Thomas Merfeld
    • Date: Jan 1995
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Financial Reporting & Accounting>Fair value accounting; Life Insurance
  • Exploring C1 Risk
    call asset classes; classes are comprised of individual issues. Issues within an asset class respond ... stimuli. So asset classes are more interesting than individual issues for C1. The investment literature characterizes ...

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    • Authors: Thomas Merfeld
    • Date: Jul 2001
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management>Portfolio management - ERM