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The Risk of Asset Default - Report of the Society of Actuaries C-1 Risk Task Force of the Committee on Valuation and Related Areas
The Risk of Asset Default - Report of the Society of Actuaries C-1 Risk Task Force of the ... Actuaries C-1 Risk Task Force of the Committee on Valuation and Related Areas This paper summarizes default ...- Authors: Application Administrator, Aaron Tenenbein, Irwin T Vanderhoof, Ralph Verni
- Date: Oct 1989
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Economics>Financial markets; Finance & Investments>Investments
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Investment Generations Revisited
Investment Generations Revisited The principal purpose of this paper is to examine some of ... the distribution of investment income within individual life insurance lines of business. It also includes ...- Authors: John C Angle, Peter F Chapman, Charles G Fisher, Donald B Maier, Franklin E Peters, J Edwin Matz, Alvin B Nelsen
- Date: Oct 1977
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Financial Reporting & Accounting
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Modeling Home Equity Conversion Mortgages
Appreciation The annual rate of nominal appreciation of individual houses is a key element of the HECM model. ... and (2) the expense of annual appraisals on individual houses makes the attain- ment of a reliable ...- Authors: Thomas Herzog, Tapen Sinha, Theresa R DiVenti, Application Administrator
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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The Adjusted Asset Base Method of Allocating Investment Income
extended to subblocks of small size, even to individual contracts. The 1974 Employee Retirement Income ... has increased con- siderably the market for individual annuities, and this has occurred at a time when ...- Authors: David G Adams, Charles E Farr, Thomas C Sutton
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Financial Reporting & Accounting
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The Taylor Series Approximation for FAS 91 Adjustments
receipt of each cash flow. Table 1 gives an example, where 5o=.I. Table 1 Time Cash Flow Formula ... realized yield to maturity to 8.58~ The following table shows how the income would would be realized under ...- Authors: Steven Miller
- Date: Jan 1993
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments
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Nonparallel Yield Curve Shifts and Convexity
ranges were observed, as the percentile data in Table 1 demonstrate. While the distribution of the DN(0) ... distributions. 494 TRANSACTIONS, VOLUME XLIV TABLE 1 PERCENTILES OF D N AND C~ VALUES* MONTHLY CHANGES: ...- Authors: Robert Reitano
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments