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Pricing Asian Options: Convergence of Gram-Charlier Series
Pricing Asian Options: Convergence of Gram-Charlier Series This paper studies the theoretical ... The method is therefore not an improvement over direct simulation of Asian option prices, unless one is ...- Authors: Daniel Dufresne, Han-Bo Li
- Date: Apr 2016
- Competency: External Forces & Industry Knowledge
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Minutes of the Annual Meeting of the Society of Actuaries
Minutes of the Annual Meeting of the Society of Actuaries These are the meeting minutes from ... Concurrent Session A, "Health Insurance and Health Care," was moderated by Mr. William W. Keffer; panel ...- Authors: Society of Actuaries
- Date: Oct 1972
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession
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Assessing the Transfer of Risk: An Actuarial Perspective
Assessing the Transfer of Risk: An Actuarial Perspective This article discusses risk transfer and ... Paper states that the ERD test overcomes the primary shortcomings of the 10-10 test, in that it (1) ...- Authors: Christian J DesRochers
- Date: Feb 2009
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Taxing Times
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments; Reinsurance
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Guidance Needed to Clarify Allowance of Ordinary Losses Under Section 165g3 for Worthless Securities of Insurance Subsidiaries
Guidance Needed to Clarify Allowance of Ordinary Losses Under Section 165g3 for Worthless ... under the Code will be determined to have as its primary and predominant activity the making of investments ...- Authors: Maureen Nelson
- Date: Feb 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Taxing Times
- Topics: Financial Reporting & Accounting>Tax accounting
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Futurism Resource List
Futurism Resource List A resource list of publications related to futurism, forecasting, and modeling. ... N/A N/A Califano, Joseph A. America's Health Care Revolution: Who Lives? Who Dies? Who Pays? Random ...- Authors: Society of Actuaries
- Date: Nov 2001
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession
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1989-90 Year In Review: Building Bridges That Span The Globe
1989-90 Year In Review: Building Bridges That Span The Globe This article explores how the SOA has ... are: ,- l “Actuarial Aspects of Continuing “. Care Retirement Communities,” to provide a model for ...- Authors: Application Administrator
- Date: Dec 1990
- Competency: External Forces & Industry Knowledge
- Publication Name: The Actuary Magazine
- Topics: Actuarial Profession>Academic partnerships; Actuarial Profession>Professional associations; Global Perspectives
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Mind The GAAP:U.S. GAAP for Asian Products andInsurance Companies
Mind The GAAP:U.S. GAAP for Asian Products andInsurance Companies Provides an overview of SFAS ... with Originating or Acquiring Loans and Initial Direct Costs of Leases • SFAS 97 Accounting and Reporting ...- Authors: Donovan North
- Date: Aug 2002
- Competency: External Forces & Industry Knowledge; Professional Values
- Publication Name: International News
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>International Accounting Standards Board [IASB]; Life Insurance>Reserves - Life Insurance
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Should Actuaries Get Another Job? Nassim Taleb’s work and it’s significance for actuaries
Should Actuaries Get Another Job? Nassim Taleb’s work and it’s significance for actuaries ... adaptive systems such as social economies, health care systems, and property/casualty disasters (earthquakes ...- Authors: Alan Mills
- Date: Mar 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Actuarial Profession; Enterprise Risk Management; Modeling & Statistical Methods>Forecasting
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30-Year Treasury Rates and Defined Benefit Pension Plans
30-Year Treasury Rates and Defined Benefit Pension Plans This paper concludes that there are two ... policyholders’ current account balances as the primary source of revenue to cover their servicing and ...- Authors: Victor Modugno
- Date: Feb 2002
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Pension finance
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A Benefit Value Comparison of a Cash Balance Plan with a Traditional Final Average Pay Defined-Benefit Plan
A Benefit Value Comparison of a Cash Balance Plan with a Traditional Final Average Pay Defined-Benefit ... of service and compensation history being the primary factors. In a final average pay plan, the value ...- Authors: Lawrence J Sher, Steve J Kopp
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: The Pension Forum
- Topics: Pensions & Retirement>Plan design