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Solvency Risk
liabilities and surplus. The new perspective is developed through a re-examination of the fundamental concepts ... This re-examination clarifies the difference between the concept and the various rules commonly used to ...- Authors: Henry Essert
- Date: Jan 1993
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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Leveraging Up Return on Equity by Issuing Subordinated Indebtedness
paper presents a formula for calculating the expected rate of return on shareholders' equity when ... subordinated indebtedness. The ROE formula is also applicable to the case of raising capital by issuing ...- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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Bounds on Expected Values of Insurance Payments and Option Prices
Bounds on Expected Values of Insurance Payments and Option Prices This paper presents best upper and ... and lower bounds on the expected value of a reinsurance payment under the terms of a contract written on ...- Authors: Samuel Cox
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
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Summary of Final Report: 1986-1989 Credit Risk Event Loss Experience, Commercial Mortgage Loans and Private Placement Bonds
Summary of Final Report: 1986-1989 Credit Risk Event Loss Experience, Commercial Mortgage Loans and Private ... similar methods can be used to analyze the mortality and morbidity of assets i.e., credit risk events such ...- Authors: Warren Luckner, Mark G. Doherty
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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Strategic Expansion for Insurance Companies: Quantitative Methods Using Real Options
article discusses some 'standard' methods of foreign expansions. Strategic decisions for expansion ... numbers on the benefits of such strategic expansion plans and is illustrated here with the example of MetLife's ...- Authors: Tapen Sinha
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Global Perspectives
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Credit Risk Study of Private Placement Bonds and Commercial Mortgage Loans
Study of Private Placement Bonds and Commercial Mortgage Loans This is a summary of the progress of a Credit ... Risk Study sponsored by the Society of Actuaries analyzing the credit risk of private placement bonds ...- Authors: Mark G. Doherty
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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28th Annual Actuarial Research Conference Agenda
28th Annual Actuarial Research Conference Agenda This is the agenda for the 28th Annual Actuarial ... Actuarial Research Conference Agenda This is the agenda for the 28th Annual Actuarial Research Conference ...- Authors: Society of Actuaries
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession; Finance & Investments
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Actuarial Issue In Prepaid Tuition Contracts
sold by states which promised to provide tuition in the future for a fixed price. Because these contracts ... value is uncertain at the time of sale, these contracts contain significant risks to the states and create ...- Authors: Robert Crompton
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Finance & Investments
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On Uniqueness of Interest Rates in a Borrowing/Lending Model
Uniqueness of Interest Rates in a Borrowing/Lending Model This paper presents a proof on the subject of uniqueness ... uniqueness of interest rates in a borrowing/lending model for possible student use in undergraduate classes ...- Authors: Donald P Minassian
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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A New Approach to Duration
new approach of calculating duration by taking a portfolio perspective utilizing the idea of internal rate ... rate of return. It is presumed the user has a model for projecting cash flows under different interest ...- Authors: Merlin F Jetton
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments