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Back Testing of Investment Performance by Asset Class
Testing of Investment Performance by Asset Class This study aimed to study primarily the impact of market ... market performance on a pension plan’s ability to meet its obligations. Pension plan assets;Investment policy;Investment ...- Authors: Maneesh K Sharma, Thomas Totten, John F Cierzniak
- Date: Jan 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Investments
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Report on the Cash Flow Testing Software Web Survey
Report on the Cash Flow Testing Software Web Survey Prepared for the Society of Actuaries by STATLAB ... STATLAB at the University of Western Ontario, this report contains the results of a cash flow testing, ‘CFT ...- Authors: Bruce Jones, Ying Zhang, PINGGUO LU
- Date: Mar 2005
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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An Excess Spread Approach to Nonparticipating Insurance Products
Insurance Products The excess spread approach introduced in this paper addresses the true economic profitability ... profitability of investment oriented products by looking at the spread between the earnings rate on the assets ...- Authors: Mark Griffin
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management
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The Matching of Assets and Liabilities
The Matching of Assets and Liabilities This paper investigates how the concepts of asset-liability matching ... Transactions of Society of Actuaries 1980, Vol. 32. Yield curve=Term structure;Interest rate risk;Investment ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods
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Actuarial Methods for Valuing Illiquid Assets
Illiquid Assets The valuation of illiquid assets is a vast topic, which is very much in a state of development ... development. Based on comments made by investment professionals during the preparation of the proposal, this ...- Authors: Application Administrator
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value
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A Low-Growth World: Implications for the Insurance Industry and Pension Plans
Implications for the Insurance Industry and Pension Plans This report introduces actuaries and risk managers ... managers in the insurance and pension industries to current literature discussing growth rates in the past and ...- Authors: Max Rudolph, Mark E Alberts
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
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A Low-Growth World: Implications for the Insurance Industry and Pension Plans
Implications for the Insurance Industry and Pension Plans This report introduces actuaries and risk managers ... managers in the insurance and pension industries to current literature discussing growth rates in the past and ...- Authors: Mark E Alberts
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
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Probabilistic Concepts in Measurement of Asset Adequacy
Measurement of Asset Adequacy This paper presents the probabilistic concepts underlying measurement of asset ... simplified way. Discussions of this paper are included. Catastrophic risk;Risk-based capital=RBC;Statutory ...- Authors: Donald D Cody
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management
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Actuarial Review of Insurer Insolvencies, Future Preventions
Actuarial Review of Insurer Insolvencies, Future Preventions This study is intended to educate insurance ... insurance professionals on historical insurer impairments and insolvencies and possible future prevention ...- Authors: Society of Actuaries
- Date: Jan 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Asset liability management
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Actuarial Review of Insurer Insolvencies and Future Preventions – Phase 1
Actuarial Review of Insurer Insolvencies and Future Preventions – Phase 1 This study is intended to ... to educate insurance professionals on historical insurer impairments and insolvencies and possible future ...- Authors: David Heppen, Patricia Matson, Anna bondyra
- Date: Jan 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Asset liability management