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  • Earnings Focused Asset-Liability Management
    Earnings Focused Asset-Liability Management There ... are two main techniques for evaluating the financial impact of interest rate movements on insurance companies: ...

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    • Authors: Barry Freedman
    • Date: Aug 2005
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
  • Back Dating Options: How Big A Sin Was It?
    Back Dating Options: How Big A Sin Was It? “It’s interesting to ... note that, given the past year’s reversal of fortunes in the stock markets, all the media rap about heated ...

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    • Authors: Cicero Limberea
    • Date: Aug 2009
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Financial Reporting & Accounting>Fair value accounting; Modeling & Statistical Methods
  • Investment Actuary Symposium Modeling Credit Risks
    Investment Actuary Symposium Modeling Credit Risks This article discusses techniques ... techniques for modeling credit risk, including discussion of default assumptions and recovery rates. Asset modeling;Asset ...

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    • Authors: Marc Altschull
    • Date: Feb 2001
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods