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Realized Return Optimization. A New Approach to Liability Funding
optimal return on bonds and presents the advantages of liability driven investing. From the Actuarial ... Research Clearing House ARCH 1990 Vol. 1. Investment risk;Liability driven investments=LDI; 346 1/1/1990 ...- Authors: Prakash A Shimpi
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
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Asset Modeling Concepts
presented at the 1999 Valuation Actuary Symposium, held September 23-24 in Los Angeles. The panelists address ... specific asset modeling issues of current interest, including purpose of model considerations, dynamic ...- Authors: Frederick W Jackson, Teri Geske, Charles K Cackowski
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Modeling Concepts - ValAct 00
Modeling Concepts - ValAct 00 From a session at the 2000 Valuation Actuary Symposium held in Washington ... September 14-15, 2000 Technical discussion of asset modeling concepts and techniques Asset liability ...- Authors: Douglas Doll, Frederick W Jackson, Teri Geske
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Allocation: The Final Frontier?
Allocation: The Final Frontier? 1998 SOA Spring Meeting, Maui. The panelists discussed the many factors ... factors involved with insurance company decisions on whether they are putting their money to work in a ...- Authors: Steven C Huber, Anthony Dardis, Michael H Haney, Andrew R Young
- Date: Jun 1998
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset allocation; Modeling & Statistical Methods>Asset modeling
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The Risks in Equity Investment for Pension Funds
The Risks in Equity Investment for Pension Funds This paper examines the risks involved with equity ... investing for pension funds. From Transactions of Society of Actuaries 1959, Vol. 11, No. 31. Equities=Common ...- Authors: James L Clare, Sidney H Cooper, Harry M Sarason, Conrad Siegel, Frank L Griffin, Geoffrey N Calvert, John Dyer, Fergus J McDiarmid, Dennis N Warters, Wilmer A Jenkins, Harold R Lawson, William M. Rae, M. Albert Linton
- Date: Nov 1959
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Asset modeling; Pensions & Retirement>Pension investments & asset liability management
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Setting Long-Term Investment Assumptions for Actuarial Models
2005 Spring Meeting. Panelists discuss the process of setting long-term investment assumptions from ... including changes in equity return premium, use of risk-neutral scenarios and methodology, and special ...- Authors: Phillip Schechter, Kevin Ahlgrim
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling
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Interest Scenarios
Interest Scenarios From a session at the annual meeting of the Society of Actuaries held in Chicago, Illinois ... Illinois, October 15-18, 2000 Discussion of purposes and approaches for creating interest-rate scenarios ...- Authors: Application Administrator, John M Bragg, Larry M Gorski, John B Gould, Regina Lefkowitz, Sarah Christiansen, Jeffrey S Roth, John D Marcsik, Vladimir S Ladyzhets
- Date: Oct 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
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Asset Modeling Concepts
Concepts This session at the 1997 Valuation Actuary Symposium presents the highlights of developing an asset ... Assumptions, projecting cash flows, and market values of the portfolio are discussed. Cash flow testing;Corporate ...- Authors: Elizabeth Ward, David E Canuel
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Modeling Concepts
Asset Modeling Concepts From a teaching session at the 2001 Valuation Actuary Symposium, held in Lake Buena ... Florida, November 29-30, 2001 Panelists analyze the modeling considerations in projecting asset cash ...- Authors: Michael J Hambro, Scott Houghton
- Date: Nov 2001
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Public Policy
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Modeling: Basic Training
session on modeling assets and liabilities in the Valuation Actuary's work to comply with the Standard ... Comparisons of the methods discussed are occasionally made with the requirements of New York Regulation ...- Authors: Arnold Dicke, Meredith Ratajczak
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Reserves - Annuities; Health & Disability>Health insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models