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Consistent Pricing for Equity-Linked Products
Consistent Pricing for Equity-Linked Products This paper discusses the binominal financial and insurance models. In addition, the paper expands the discussion to the martingale probabilities ...- Authors: Xiaodong Sheldon Lin, PATRICE GAILLARDETZ
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Approximating the Effects of Parameter Uncertainty on Value at Risk Estimates
Approximating the Effects of Parameter Uncertainty on Value at Risk Estimates This article examines how parameter uncertainty leads to uncertainty in Value at Risk VaR estimates. Lacking a closed ...- Authors: Jacques Rioux, Steven Major, Donald Erdman
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Aristotle Was Wrong: or Formulas vs. Actuarial Judgment
Aristotle Was Wrong: or Formulas vs. Actuarial Judgment Under non-Aristotelian logic, there are multiple values, or shades of gray. Indeed, there may even be unexpected results from logical ...- Authors: Carol A Marler
- Date: Mar 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Financial Reporter
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Life Insurance>Reserves - Life Insurance; Life Insurance>Capital - Life Insurance; Public Policy
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Risks and Rewards, February 2017, Issue 69
Risks and Rewards, February 2017, Issue 69 Read the February 2017 issue of Risks and Rewards published by the Investment Section. Investment policy;Keywords Investment policy;Investment risk; ...- Authors: Society of Actuaries
- Date: Feb 2017
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Emerging Risks Survey
Emerging Risks Survey Research report describing the results of an Emerging Risks Survey conducted in November 2008. Emerging risks can be thought of from two perspectives: completely new risks ...- Authors: Max Rudolph
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Global Perspectives>Geopolitical risks
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Research of the Committee on Valuation and Related Areas
Research of the Committee on Valuation and Related Areas Committee members discuss the objectives of COVARA, areas of current research, summary of findings about C-1 Risk, C-2 Risk, C-3 Risk, and ...- Authors: Joseph J Buff, Peter B Deakins, Michael E Mateja, Daniel J McCarthy, Robert Stein, Irwin T Vanderhoof
- Date: Oct 1987
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Financial Market Volatility: Modeling and Management
Financial Market Volatility: Modeling and Management From a session at the Spring meeting of the Society of Actuaries held in San Antonio, Texas, June 14-15, 2004 This session covers ...- Authors: Francis Sabatini, Application Administrator, Aleksandar Kocic
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods
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Expected Internal Rate of Return
Expected Internal Rate of Return This paper discusses a problem in corporate finance, the problem of selecting from among a group of possible economic projects. This problem most certainly ...- Authors: Thomas O'Brien
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial economics; Finance & Investments>Risk measurement - Finance & Investments
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Better Late Than Never. The Case of the Rollover Option
Better Late Than Never. The Case of the Rollover Option In addition to death and maturity guarantees on the mutual funds they sell, some insurance companies make it possible for the investor to ...- Authors: Claire Bilodeau
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Investment strategy - Life Insurance
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Default Risks
Default Risks This session at the SOA 1990 Annual Meeting explores credit risk issues including the inadequacies of current data and methodologies to measure it. A disciplined actuarial ...- Authors: Gery J Barry, Joseph J Buff, Allan Gold, Warren Luckner, Reed Miller
- Date: Oct 1990
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments