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Modeling Assumptions
fundamental modeling assumption — the choice of a benchmark rate or risk-free rate. The author looks at this bond ... bond market assumption as a case study of how one needs to monitor fundamental market changes for their ...- 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
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New Possibilities in Graduation
paper is from Transactions of Society of Actuaries 1955 Volume 7, Number 17. The author notes that recent ... previously. The paper confines itself to the problem of graduating a single column of rates, such as ...- Authors: Kingsland Camp
- Date: Mar 1955
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods; Technology & Applications
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Canadian Dollar Time Series
Canadian Dollar Time Series What is going on with the exchange rate, anyway? In 2002, $1 U.S. bought $C ...- Authors: Joseph Koltisko
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods
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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: ...- 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
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Interest Rate Regimes - An Empirical Description
about interest rate models, the author develops an empirical description of the term “interest rate regime ... regime,” and looks at the relationship between changes in yield curves and moving to a new interest rate ...- Authors: Joseph Koltisko
- Date: Jul 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods
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C-3 Risk
Risk In this paper, chapter III of the 1987 Valuation Actuary Handbook, the authors discuss building a liability ... evaluate the C-3 risk. The article discusses the data and assumptions needed, and the importance of sensitivity ...- Authors: Peter B Deakins, Stanley B Tulin
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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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 ...- 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
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Demutualization Issues
Demutualization Issues From a session at the 2000 Valuation Actuary Symposium held in Washington DC ... session the panelists discussed the issues related to the actuarial aspects associated with the demutualization ...- Authors: John B Dinius, William C Koenig, Robert Matczak, Meredith Ratajczak, Barry L Shemin, Stephen White
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Actuarial Profession>Standards of practice; Financial Reporting & Accounting; Modeling & Statistical Methods
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Demutualization Issues - Charts
Demutualization Issues - Charts Charts 1-5 to be attached to the 2000 Valuation Actuary session on demutualization ...- Authors: Robert Matczak, Meredith Ratajczak, Barry L Shemin
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods