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Session 45: Dynamic Hedging - Fair Valuation for FAS 133
Session 45: Dynamic Hedging - Fair Valuation for FAS 133 Presented at May 2002 Spring Meeting. ... long-duration contracts and for separate accounts. Asset valuation;Equity-indexed annuities;Guaranteed living benefits=GLB;Hedge ...- Authors: Ejaz Haroon, Martin Hall
- Date: May 2002
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Global Variable Annuity Relected in New Zealand Product Design
minimum withdrawal benefits=GMWB;Hedging;Individual annuities;Individual life plans;Investment policy;Investment ... policy;Investment risk;Liability valuation;Life and annuity expenses;Investment strategyMortality modeling;Mortality ...- Authors: Murray Alan Hilder, Ralph Stewart
- Date: Jan 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: International News
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Individual annuities; Annuities>Investment strategy - Annuities; Annuities>Marketing and distribution - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Annuities>Variable annuities; Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Derivatives; Finance & Investments>Investment policy; Finance & Investments>Investments
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Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions
Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions In 1993 ... portfolio of policies. This article presents a valuation formula for the contract, under the assumption ...- Authors: Jacques F Carriere, Kevin Andrew Buhr
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
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Valuing American Options in a Path Simulation Model
model by presenting a general algorithm for such valuation, and thus remove what has been considered a major ... Discussions of this paper are included. Asset valuation; 2711 10/1/1993 12:00:00 AM ...- Authors: James A Tilley
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Dynamic simulation models
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rar-2012-iss60-boudreault
rar-2012-iss60-boudreault Introduction to option pricing, with special attention to issues ... of mathematical finance including risk-neutral valuation. Derivatives; Financial economics; Asset liability ...- Authors: Mathieu Boudreault
- Date: Sep 2012
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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Financial Economics: The Option You Can't Refuse
Financial Economics: The Option You Can't Refuse Presented at June 1996 Spring Meeting. Provides overview ... how they relate to insurance companies. Asset valuation; 17188 6/1/1996 12:00:00 AM ...- Authors: David N Becker
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling
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Quasi-Monte Carlo Methods in Numerical Finance
Quasi-Monte Carlo Methods in Numerical Finance This is the abstract of the paper Quasi-Monte ... that has attractive properties for the numerical valuation of derivatives. The traditional Monte Carlo method ...- Authors: Ken Seng Tan
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Simulation
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Asset-Backed Securities
Asset-Backed Securities Presented at May 1996 Spring Meeting. In this teaching ... critical parameters involved. Asset modeling;Asset valuation;Mortgage-backed securities;Return on investment;Investment ...- Authors: Francis Sabatini, D L Auxier
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond
Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond ... of mathematical finance including risk-neutral valuation. Asset Liability management;Derivatives;Financial ...- Authors: Mathieu Boudreault
- Date: Mar 2013
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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New York Regulation 163: Insurer's Derivative Activities
New York Regulation 163: Insurer's Derivative Activities From a panel discussion ... Activities From a panel discussion session at the 2000 Valuation Actuary Symposium held in Washington DC, September ...- Authors: Phillip A Eisenberg, Anson Glacy, John A Gmelch, Thomas E Workman, Michael Moriarty
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting; Public Policy