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Actuarial Methods for Valuing Illiquid Assets
Actuarial Methods for Valuing Illiquid Assets The valuation of illiquid assets is a vast topic, which is very ... ways. The literature review was focussed on the valuation of private placement debt PPD and real estate ...- Authors: Application Administrator
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value
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S-Curve Reserve For Universal Life
S-Curve Reserve For Universal Life Excerpts from Yee's presentation on the S-Curve reserve for Universal ... specific point on the Curve. Cash flow testing;Life valuation; 14786 1/1/2000 12:00:00 AM ...- Authors: Lone-Young Yee
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Value at risk - Finance & Investments; Life Insurance>Reserves - 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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Report on the Cash Flow Testing Software Web Survey
Report on the Cash Flow Testing Software Web ... permission of the Society of Actuaries. Table of Contents Executive Summary 4 ... Results 6 Appendix: Graphs and Tables for Individual Survey Questions 9 ...- Authors: Bruce Jones, Ying Zhang, PINGGUO LU
- Date: Mar 2005
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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An Excess Spread Approach to Nonparticipating Insurance Products
example, and a mortgage-backed securities (MBS) valuation technique, which is adapted in the next section ... rates. 234 EXCESS SPREAD APPROACH C. MBS Valuation The MBS is a pass-through security of principal ...- Authors: Mark Griffin
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management
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Back Testing of Investment Performance by Asset Class
the IRS guidelines involve a larger level of individual commitment. Today, the pension system has made ... period, there are not enough funds to sustain the individual, then he/she either does not retire or has to ...- Authors: Maneesh K Sharma, Thomas Totten, John F Cierzniak
- Date: Jan 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Investments
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The Matching of Assets and Liabilities
immunization examine the theory as it applies to the valuation of the assets and liabilities of an insurance ... pension fund. The papers deal primarily with valuation and little with how to determine investment strategy ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods
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Probabilistic Concepts in Measurement of Asset Adequacy
understanding of the practical procedures in the valuation actuary effort. The emerging thrust of this effort ... comprehensive papers in the Transactions on the valuation actuary effort in all its ramifications. At ...- Authors: Donald D Cody
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; 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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Actuarial Review of Insurer Insolvencies and Future Preventions – Phase 1
Casualty Actuarial Society, Society of Actuaries TABLE OF CONTENTS Section 1: Background and Scope ... studies have previously been conducted on both individual company insolvencies as well as insolvency from ...- Authors: David Heppen, Patricia Matson, Anna bondyra
- Date: Jan 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Asset liability management