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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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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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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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Managing Investment Risks of Insurance Contractual Designs
assume that the payment period matches the valuation period. We shall first consider m to be a nominal ... can be used to analyze liabilities at any other valuation date. We shall focus on the start of the contract ...- Authors: Runhuan Feng
- Date: May 2021
- Topics: Experience Studies & Data; Finance & Investments; Finance & Investments>Investments
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1986-92 Credit Risk Loss Experience Study: Private Placement Bonds - Asset Risk Experience Committee and Private Placement Subcommittee
/el!-documented experience of public bonds. e Individual CRE ioss severities are widely distributed and ... iizcidence rates. "File oattern of loss rates shown in Table ! is similar to the pattern of incidence rates ...- Authors: Nicholas Bauer, Warren Luckner, John Luff, George Silos, Kin O Tam, Michael L Zurcher, Stacy Gill, Serge Goulet, Kenneth S Roberts, Bradley Scher, Mark Carey, Mark Poeppelman, Daniel Towriss, Warren R Adams
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments
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Estimating Equity Risk Premiums Report
retirement plans where market values are used as of a valuation date. Implicit based forecasts move in the reverse ... of stocks over 10-year treasury bonds is 3%. Table 1 below breaks this return down by century. The ...- Authors: Society of Actuaries
- Date: Oct 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Finance & Investments>Portfolio management - Finance & Investments
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Back Testing of Investment Performance by Asset Class
the IRS guidelines involve a larger level of individual commitment. Today, the pension system has made ... period, there are not enough funds to sustain the individual, then he/she either does not retire or has to ...- 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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Life Insurance Companies Investing in High-Yield Bonds
National Association of Insurance Commissioners. 3 TABLE OF CONTENTS 1. Background and Objectives 2. Data ... and other financial institutions, 2) maximum valuation interest rates and subsequent reserve requirements ...- Authors: Application Administrator, Paulette Johnson
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments
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A Uniform Approach to Accounting for Bond and Common Stock Investments
would otherwise be introduced by the rollover. Table 1 illustrates the effects of several approaches ... Commissions, taxes, and other expenses are ignored. Table 1 covers the first fifteen )'ears from the purchase ...- Authors: Daniel Case
- Date: Oct 1972
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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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