1
-
2
of
2
results (0.41 seconds)
Sort By:
-
Introduction to Value-At-Risk
custom research, custom valuation modeling, and convertible bond valuation. Mark joined BARRA in 1997 ... deviation of returns of the portfolio, and the full valuation VAR, which generates distribution. The Monte Carlo ...- Authors: Edward P Mohoric, Deborah K Orlando, Mark C Abbott
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Value at risk - Finance & Investments
-
Assessing the Transfer of Risk: An Actuarial Perspective
concept as follows: Risk shifting emphasizes the individual aspect of insur- ance: the effecting of a contract ... accounting literature can be met. In 2002, the Valuation, Finance, and Investments Committee (VFI Committee) ...- Authors: Christian J DesRochers
- Date: Feb 2009
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Taxing Times
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments; Reinsurance