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Quantification of C-3 Risk vs. Risk-Based Capital: Developing a Methodology/Table
Quantification of C-3 Risk vs. Risk-Based Capital: Developing a Methodology/Table 1996 Valuation ... Risk-Based Capital: Developing a Methodology/Table 1996 Valuation Actuary Symposium. Topics discussed ...- Authors: Dennis A Deeter, Larry M Gorski, Michael E Mateja, Stephen A J Sedlak, Michael L Zurcher, Michael Scott Smith, Lloyd Spencer
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Liability Modeling II - Life Insurance Products
Liability Modeling II - Life Insurance Products 1996 Valuation Actuary Symposium. In this teaching session ...- Authors: Greg Mateja, Michael J Murphy, Meredith Ratajczak
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Life Insurance; Modeling & Statistical Methods
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Interest Rate Model Risk
Interest Rate Model Risk 1996 Valuation Actuary Symposium. The purpose of this session is to enhance ...- Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Practitioners' Forum
Practitioners' Forum 1996 Valuation Actuary Symposium. In this practitioners' forum the ... Practitioners' Forum 1996 Valuation Actuary Symposium. In this practitioners' forum the ...- Authors: Errol Cramer, James Hohmann, W. Michael Pressley, Stephen A J Sedlak
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Asset Modeling Best Practices in the Current Environment
Asset Modeling Best Practices in the Current Environment Asset cash flow modeling and asset assumptions ... The Academy’s Life Practice Council and Life Valuation Committee have formed a Low Interest Rate Asset ...- Authors: Marc Altschull, Daniel B Finn, Frederick J. Hill, Patrick Ledlee
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Implementation of Intensity Model Approach to Constant Maturity Credit Default Swap Pricing
Maturity Swap and Credit Default Swap. The valuation of a CMCDS is implemented in Excel VBA and derives ... derives important quantities relating to CMCDS valuation based on the work of D. Brigo[1] 1. Credit ...- Authors: Ohoe Kim
- Date: Jan 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Risks in Investment Accumulation Products: Recent Research
Equity-Indexed Products, Investment Products, Models, Valuation of Liabilities Moderator: PETER D. TILLEY Panelists: ... based on a higher death rate, an older mortality table? We have things like floor guarantees and guaranteed ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods
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Operational Risk Capital Provisions for Banks and Insurance Companies
court filings and news reports. In addition to individual losses, the data set contains various organizations’ ... provided for the contributors of losses and individual losses that occurred in the United States. Contributors ...- Authors: Edoh Afambo
- Date: Jan 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Banking - Finance & Investments; Modeling & Statistical Methods; Public Policy
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Reducing Risk in Risk Assessment Models
more appropriate lev- els of capital held by individual companies and support optimal risk-based business ... comparability between companies, consistency between valuation dates and between risks, transparency of mod- ...- Authors: Trevor Howes
- Date: Dec 2008
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Finance & Investments; Modeling & Statistical Methods
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Option Bounds in Discrete Time with Transaction Costs
particular utility function for the intermediary (or individual) creating the hedge. Figlewski [1989] uses ... (~,B~) (A,B) (A,,B,) (A2,B2) (As,B~) Table I provides values of the weights of the replicating ...- Authors: Phelim Boyle, Ton Vorst
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods