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Attention Life Insurance Actuaries! Standard & Poor’s Needs You and C-3 Phase II for its Insurance Capital Model
BBB will be applied under the current model (see table). We understand that these new static factors will ... (Variable Annuity Commissioner’s Annuity Reserve Valuation Method; VA CARVM). Background on the development ...- Authors: Gregory Gaskel, David Ingram
- Date: Feb 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
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Risks and Rewards Newsletter, February 2001, Issue No. 36
.12 page Investment Actuary Symposium Fair Valuation of Liabilities: Theoretical Considerations by ... existing actuarial techniques. All three of the valuation approaches presented by Babbel, Gold and Merrill ...- Authors: Lawrence N Bader, Nino A Boezio, Catherine Ehrlich, Luke Girard, Jeremy Gold, David Ingram, Victor Modugno, Max Rudolph, Stephen Strommen, Peter Tilley, David F Babbel, Sarah Christiansen, Gregory Goulding, Anthony Dardis, Edwin A Martin, William L Babcock, Craig Merrill, Marc Altschull, Stephen Britt, Peter D Jones
- Date: Feb 2001
- Publication Name: Risks & Rewards
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Risks and Rewards Newsletter, July 2001, Issue No. 37
call asset classes; classes are comprised of individual issues. Issues within an asset class respond ... stimuli. So asset classes are more interesting than individual issues for C1. The investment literature characterizes ...- Authors: Lawrence N Bader, Nino A Boezio, Paul Donahue, David C Gilliland, Anson Glacy, David Ingram, Peter Tilley, Richard Wendt, Bradley Buechler, Linda Blatchford, Thomas Merfeld, Rob Royall, Victor Canto
- Date: Jul 2001
- Publication Name: Risks & Rewards
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Risks and Rewards Newsletter, October 2003, Issue No. 43
Illusion of Control refers to a belief that an individual has more control over events than he really has ... Misguided Convictions: The Trading Behavior of Individual Investors.” University of California, Davis.- Authors: Paul Donahue, Thomas Edwalds, David Ingram, Richard Wendt, Rick Wilson, Douglas A George, Stuart Silverman, Annamaria Lusardi, Lisa Reed, Jonathan Skinner, Steven Venti, Tau Wu
- Date: Oct 2003
- Publication Name: Risks & Rewards
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Risks and Rewards Newsletter, February 2002, Issue No. 38
Dave Becker gently twisted my arm to speak at a Valuation Actuary Symposium session. He continued to encourage ... is, debt effectively reduces cash. Table 3 increases the Table 2 portfolio by .36% by adding 20% to ...- Authors: Nino A Boezio, David Ingram, Victor Modugno, Max Rudolph, Peter Tilley, Richard Wendt, Marshall C Greenbaum, Adam Zivitofsky, Thomas Merfeld
- Date: Feb 2002
- Publication Name: Risks & Rewards
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How Many Scenarios?
and equity market models when used in pricing, valuation and risk management situations. Does the number ... OCTOBER 2002 How Many Scenarios? by David Ingram TABLE 3 Standard Deviation of Results from Seven Seed ...- Authors: David Ingram
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models
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Strategy for Investing Surplus
financial reporting. Asset liability management and valuation actuary opinions deal with asset pools equal to ... AND REWARDS MARCH 1998 FIGURE 1 Product EAR TABLE 1 Product EAR Average Earnings Stock Market Interest ...- Authors: David Ingram
- Date: Mar 1998
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments
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Risks and Rewards Newsletter, October 2002, Issue No. 40
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: Nino A Boezio, Michael Cohen, Edward H Friend, Jeremy Gold, David Ingram, Max Rudolph, Richard Wendt, Steven Siegel, John Lawson Shuttleworth, Robert Stone, Lilli Segre Tossani, Keith Gustafson, Abbigail J Chiodo, Michael T Owyang
- Date: Oct 2002
- Publication Name: Risks & Rewards
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Risks and Rewards Newsletter, July 2003, Issue No. 42
simply the sum of the cost of protection for the individual names in the basket, since the expected loss ... assumptions used make a substantial impact on the valuation of a basket default swap. The credit derivatives ...- Authors: Nino A Boezio, Catherine Ehrlich, Martin Roy, Larry Rubin, Hubert B Mueller, Douglas A George, Teri Geske, Michael Bean, John Ryding, Leo Tilman, David Ingram, Christian Gilles, Ajay Rajadhyaksha
- Date: Jul 2003
- Publication Name: Risks & Rewards
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Risks and Rewards Newsletter, May 2002, Issue No. 39
low-cost loans (called“advances”) offered by the individual banks of the Federal Home Loan Bank (FHLB) system ... Senior management 2. Mark to market 3. Market valuation methodology 4. Identify revenue sources 5. Measure ...- Authors: Nino A Boezio, Anson Glacy, David Ingram, Victor Modugno, Max Rudolph, Hubert B Mueller, Joseph Koltisko
- Date: May 2002
- Publication Name: Risks & Rewards