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Scenario Generation: Valuation versus Strategy Development
Scenario Generation: Valuation versus Strategy Development The article discusses under which conditions ... generation. It addresses which should be used for valuation purposes and strategy development. Annuities;Life ...- Authors: Luke Girard, Mark S Tenney
- Date: Aug 1999
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation
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Stochastic Volatility And Option Pricing
Stochastic Volatility And Option Pricing Feature article discussing the use of stochastic volatility ... the pricing of investments and options. Asset valuation;Markov Chain; 11067 2/1/2010 12:00:00 AM ...- Authors: Daniel Dufresne
- Date: Feb 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
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Stochastic Modeling for SegregatedFund/Variable Annuity Products
that can be widely used for risk management and valuation, and will produce consistent results for similar ... long-term market returns, investment returns for individual funds and policyholder behav- ior/product features ...- Authors: Craig Fowler
- Date: Aug 1999
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession>Professional development; Annuities>Variable annuities
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Dealing with Difficult Data
that we need to make an adjust- ment, but the individual values do not provide us with enough information ... B+ 1 56 1.79% B 2 65 3.08% CCC/C 2 13 15.38% Table 1 One-year default rates for financial institutions ...- Date: Aug 2015
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
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Value Investing in Canada: Recent Experience and Drivers of Performance
are char- 4 | RISKS AND REWARDS FEBRUARY 2012 Table I above shows three- to 10-years rolling average ... Sharpe ratios for value and growth indices. As the table exhibits, the value index had consistently out- ...- Authors: Alejandro C Chomski
- Date: Feb 2012
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments
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Implications of Real World Customer Behavior in RiskNeutral Hedging
referred to as the real world shadow account. Table 1 below gives an example. Here, we are at the end ... Behavior in Risk Neutral Hedging by Mark Evans Table 1 referred to as real world greeks. The same ...- Authors: Mark Evans
- Date: Aug 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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Taking Stock: Debt, Currencies, Inflation and the Redistribution of Wealth
devaluation strategy). And as we have seen with individual European countries, the currency devalua- tion ... (to about $1 trillion in U.S. dollar terms, see table below), with additional help to come from the European ...- Authors: Nino A Boezio
- Date: Feb 2012
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments
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Those Pesky Arithmetic Means (Part 2)
Those Pesky Arithmetic Means (Part 2) Feature article discussing arithmetic means. ... choosing an investment return assumption to use for valuation purposes. At the time this article is being written ...- Authors: Richard Joss
- Date: Aug 2012
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments
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Chairperson’s Corner
Chairperson’s Corner A discussion on investment strategies and long-term financial planning techniques. ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...- Authors: Chad Aaron Hueffmeier
- Date: Feb 2012
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments
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The Coming Revolution in Risk Management
Inconceivable Traditional modeling techniques look at individual risks, examining one aspect of the universe of ... examine in detail the trading patterns of every individual trader in the market and his or her strategies ...- Authors: Lilli Segre Tossani
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Dynamic simulation models