1
-
10
of
35
results (0.42 seconds)
Sort By:
-
New York Regulation 163: Insurer's Derivative Activities
163: Insurer's Derivative Activities From a panel discussion session at the 2000 Valuation Actuary ... Symposium held in Washington DC, September 14-15, 2000 Overview of New York Regulation 163, including ...- Authors: Phillip A Eisenberg, Anson Glacy, John A Gmelch, Thomas E Workman, Michael Moriarty
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting; Public Policy
-
Credit Derivatives
Credit Derivatives This presentation is a Teaching Session, number 29TS, from the 2002 Valuation ... and growth of the credit derivative market in the U.S., Canada, and globally, and early experience and ...- Authors: Michael J Hambro, Larry Rubin
- Date: Sep 2002
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Derivatives; Global Perspectives
-
A Cautionary Note on Pricing Longevity Index Swaps
participants to hedge or gain exposure to longevity and mortality risks. This presentation offers a quantitative ... of death rates under a two-factor stochastic mortality model in a risk-adjusted probability measure, ...- Authors: Siu-Hang Li, Rui Zhou
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
-
Weather Derivatives and Short-Period Rainfall Indices
Weather Derivatives and ... 8 15 22 29 Day of Month T e m p e r a t u r e ( d e g . C ) Daily Rainfall Accumulations ... 22 29 Day of Month D a i l y A c c u m u l a t i o n ( m m ) Hourly Temperatures ...- Authors: Barry John Turner
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
-
Risk Management at a Leading Canadian Bank: An Actuarial Science Graduate's View
Risk Management at a Leading Canadian Bank: An Actuarial Science Graduate's View ... Canadian Bank: An Actuarial Science Graduate's View Presentation from the Actuarial Research Conference ...- Authors: Yu Zhou
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Enterprise Risk Management>Operational risks; Finance & Investments>Derivatives
-
Session 1: Opening General Session
Session ... of Low Interest Rates has only just begun 11 U.S. Long-Term Interest Rates Since 1798 12 Nominal ... Nominal GDP 13 U.S.: Smoothed Growth in Nominal GDP and Labor Force 14 U.S.: Smoothed Growth ...- Authors: Society of Actuaries, Richard Hokenson
- Date: Mar 2018
- Competency: Professional Values>Ethical standards; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Derivatives; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
-
Weird Science: Dissection of Derivatives
shows off-balance sheet applications. Note that annuity hedging accounts for 53% of the applications ... covered in swaps, guaranteed minimum death benefit, the S&P 500 exposure and equity indexed annuities, and ...- Authors: Larry M Gorski, Stephen Reddy, Charlene Marie Barnes, Christopher T Anderson
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
-
So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and Equity-Indexed Annuities
So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities ... market risk embedded in variable annuity and equity-indexed annuity products.. Asset modeling;Capital ...- Authors: Daniel Patterson, Marshall C Greenbaum, Jun Zhuo, D Kent Freeman
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
-
Session 45: Dynamic Hedging - Fair Valuation for FAS 133
and a certified financial planner. And he is an annuity product development actuary with Protective Life ... going to talk about the application of 133 to annuity products. I will speak briefly on valuation methods ...- Authors: Ejaz Haroon, Martin Hall
- Date: May 2002
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
-
Use of Derivatives by the Insurance Industry
types of derivative contracts are being used? Table 1 displays the total notional amount of option contracts ... and life/health insurers purchased during 1994. TABLE 1 1994 USERS OF DERIVATIVES, BY SIZE Life/Health ...- Authors: Larry M Gorski, Warren Luckner, David J Cummins, Lucien Burnett, Richard D Phillips, Thomas A McAvity
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives