Edition
Refine your search
  • {{result}}
Browse by Topic
or
Publication Browse
121 - 130 of 177 results (0.55 seconds)
Sort By:
  • Integrating Robust Risk Management Into Pricing: New Thinking For VA Writers
    Integrating Robust Risk Management Into Pricing: New Thinking For VA Writers Feature ... management into the pricing process. This will require care- ful alignment and collaboration between the pricing ...

    View Description

    • Authors: Frank Zhang
    • Date: Feb 2010
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
  • The Growing Demand for More Robust Economic Scenario Generators
    The Growing Demand for More Robust Economic Scenario Generators Reviews basic desirable features ... model is a key component of most ESG models. Its primary purpose is to generate the prices of risk-free ...

    View Description

    • Authors: Ken Griffin, Hal Warren Pedersen
    • Date: Aug 2016
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Asset liability management
  • Measuring Fair Value for Participation Units of Stable Value Pooled Funds
    Measuring Fair Value for Participation Units of Stable Value Pooled Funds Measuring Fair Value for ... by contract to be made at book value. 4 The primary risk to the issuer of the guarantee contract is ...

    View Description

    • Authors: Paul Donahue
    • Date: Feb 2003
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments; Pensions & Retirement
  • Risk/Return, a Chimera?
    Risk/Return, a Chimera? Is Risk/Return a sound tool for decision-making? No. It is not consistent, ... invest only till the end of the year, then I do not care about the fact that, in the long run, the stock ...

    View Description

    • Authors: Sylvestre Frezal
    • Date: Feb 2017
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Leadership>Thought leadership; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
  • Modeling Assumptions
    Modeling Assumptions This article focuses on one fundamental modeling assumption ... income analytics is built upon this one assumption, care should be taken in order to avoid unforeseen discrepancies ...

    View Description

    • Authors: Catherine Ehrlich
    • Date: Feb 2001
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Economics>Financial markets; Modeling & Statistical Methods
  • Measuring the Cost of Duration Mismatch using Least Squares Monte Carlo (LSMC)
    Measuring the Cost of Duration Mismatch using Least Squares Monte Carlo (LSMC) Describes a case ... for any stochastic calcu- lation. However, extreme care must be taken to ensure that all risk drivers in ...

    View Description

    • Authors: Society of Actuaries
    • Date: Aug 2014
    • Publication Name: Risks & Rewards
  • Highlights From “COVID-19: Implications for Capital Markets and Investment Modeling” Town Hall and Some Additional Commentary
    Highlights From “COVID-19: Implications for Capital Markets and Investment Modeling” Town Hall ... growth will bring some tough choices. • Health care, education, ecosystem—changes in infrastruc- ture ...

    View Description

    • Authors: Hal Warren Pedersen
    • Date: Jun 2020
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management; Finance & Investments
  • Quarterly Focus - Customizing LDI
    funding ratio and liability growth. The health care sector is an example of a sponsor with a high need ... funding ratio/Avg. liability growth) health care (low funding ratio /high liability growth) r ...

    View Description

    • Authors: Aaron Meder
    • Date: Aug 2008
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments; Pensions & Retirement>Funding
  • rar-2010-iss55-hueffmeier
    pen- sions.17 These types of asset classes (e.g., direct real estate, pri- vate equity, infrastructure, ... monitor illiquid assets, such as private equity and direct real estate, only on a monthly or quarterly basis ...
    • Date: Jan 2012
    • Publication Name: Risks & Rewards
  • Risk Management Best Practices
    Risk Management Best Practices The US life insurance industry is just beginning to talk about ... to begin to use the risk assessment approach to direct their audit activities by June 2002 and the entire ...

    View Description

    • Authors: David Ingram
    • Date: May 2002
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management
    • Per Page: