1 - 3 of 3 results (0.39 seconds)
Sort By:
  • 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 ...

    View Description

    • 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, August 1999, Issue No. 33.
    .....................2 Scenario Generation: Valuation versus Strategy Development by Mark Tenney & ... market-value weighted average of the returns for the individual securities. Total return for each security includes ...

    View Description

    • Authors: Nancy Bennett, Nino A Boezio, Douglas Doll, Paul Donahue, Luke Girard, Peter Tilley, Mark Bursinger, Anthony Dardis, Craig Fowler, Frank Grossman, Edwin A Martin, William L Babcock, Mark S Tenney, Scott A Martin, Antero Ranne, Alton Cogert, Cecilia Green, Michael Murphy, Anne Chamberlain Shaw
    • Date: Aug 1999
    • Publication Name: Risks & Rewards
  • Portfolio Optimization in Corporate Models
    25¢7c 15% 60% 7.6% C 22.5% 20¢/ 57.5~7, 8.2% Table 1: Initial Portfolio Allocations Example values ... values of the rate of return are contained in Table 1. Note that point "A" is the worst of the three trials ...

    View Description

    • Authors: William L Babcock, Steven Craighead
    • Date: Jan 1999
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Stochastic models