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Cash-Flow Matching and Linear Programming Duality
Cash-Flow Matching and Linear Programming Duality This paper applies the duality theory of linear programming ... ACKNOWLEDGMENT Support from the Great-West Life Assurance Company and the Natural Sciences and ...- Authors: Elias Shiu, Rama Kocherlakota, E S Rosenbloom
- 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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Assumption Selection in Light of Actuarial Standard of Practice No. 27
Assumption Selection in Light of Actuarial Standard of Practice No. 27 Panel discusses the selection ... CXKN[OCNGVJCP HGOCNG TABLE 1 EFFECT OF MORTALITY CHANGES UP 94 GA94 Generational GAR94 Generational ...- Authors: Caren Levitt Bianco, Bruce Cadenhead
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Assumptions and methods
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Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach
Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach Global ... Introduction Nabil Iqbal: Currently works in Group Risk with Qatar National Bank (QNB), Qatar, and ...- Authors: Nabil Iqbal, Syed A Ali
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk appetite; Finance & Investments>Economic capital
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Risk Management, August 2016 Issue 36 French
vice-président et actuaire général chez Allianz Life of North America, et président en titre du Comité ... and Solvency II Capital Adequacy Requirements in Life Insurance », Society of Actuaries, 2010. Bureau ...- Authors: Society of Actuaries
- Date: Aug 2016
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Asset Modeling Specifics
Asset Modeling Specifics Presented at May 1996 Spring Meeting. Panelists provide guidance ... principal balance stays much the same through the life of the security until one reaches that amortization ...- Authors: Gregory J Roemelt, David White
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling
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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
options, and interest rate swaps, caps, and floors. Life insurers have begun to use option-pricing models ... examples abound: insurance company interest-sensitive life and annuity products are often priced relative ...- Authors: James A Tilley
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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Algorithmic Aspects of Interest Rate Generators
Algorithmic Aspects of Interest Rate Generators Presented at May 1996 Spring Meeting. Teaching ... corporate actuary with the Principal Financial Group, and she recently wrote a paper that is going to ...- Authors: Michael F Davlin, Sarah Christiansen, Mark S Tenney
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Scenario generation
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Random Switching Times Among Randomly Parameterized Regimes of Random Interest Rate Scenarios
Random Switching Times Among Randomly Parameterized Regimes of Random Interest Rate Scenarios ... provided the asset ade- quacy opinion for a substantial life insurance company that did business exclu- sively ...- Authors: James Bridgeman
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Risk Management, December 2017
Risk Management, December 2017 Read the French language version of the December 2017 issue of Risk ... gestion des risques financiers à la société FWD Life Insurance Company (Bermudes) Limited à Hong Kong ...- Authors: Society of Actuaries
- Date: Dec 2017
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management