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Disintermediation, Investment Strategy And Product Design
rising interest rate environment of the late 1970's, and especially 1980 and 1981, disintermediation from ... well for many years and endured until the late 1950's. As the business of the various companies grew and ...- Authors: Jacqueline M Keating, Michael E Mateja, Daniel J McCarthy, Carl R Ohman
- Date: Apr 1983
- Competency: External Forces & Industry Knowledge; External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Life Insurance>Policyholder behavior - Life Insurance
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Investment Fallacies e-book
be applied to other equity indices as well. The S&P 500 just happens to have a lot of historical data ... long term average returns. Using S&P data from 1871 to 2013, the table below shows the components of ...- Authors: Society of Actuaries, Eric Janecek
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Finance & Investments>Capital management - Finance & Investments; 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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Investment Fallacies e-book
Investment Fallacies e-book Investment Fallacies: Gambler’s Fallacy: Probability of Reversion currency risk;investment ...- Authors: Kailan Shang, Society of Actuaries
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Finance & Investments>Capital management - Finance & Investments; 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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Representative Interest Rate Scenarios
Foundat ion for many models 143 ! ! h a t'P u 1[ • Cashflow testing for • New York Regulation ... choose I0 representative ones ! r ~1 / so ,~ ,, /s ~o i ~ i ~..0,1~,,,...i~..30 il ..............- Authors: Sarah Christiansen
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Strategies for Investing Surplus
business. In addition, we no longer have large mortality and interest spread margins to buffer our often ... MR. BRUCE J. NICHOLSON: My role is to "set the table" for the two other panelists. To arrive at excess ...- Authors: Joseph Fafian, Richard Kischuk, Bruce J Nicholson, Robert Shapiro, Akiva Zohar
- Date: May 1987
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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Investment Strategy and Planning
Investment Strategy and Planning From the Record 1977 Vol. 3, No. 1, this presentation ... investment objectives, strategies and plans. The actuary’s role in investment planning is addressed, including ...- Authors: Robert F Link, Malcolm R Reynolds, Allan B. Roby, Robert R Wyand
- Date: May 1977
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments
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Investment Fallacies e-book
which caused a macroeconomic shock. The 1993 to 2000 expansion re- sulted in overinvestment in techn ... (Perhaps we are on the way there in the $17 trillion U.S. Treasury bond market, although I don’t get that ...- Authors: Society of Actuaries, Paul Conlin
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Finance & Investments>Capital management - Finance & Investments; 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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Capital Allocation in Insurance: Economic Capital and the Allocation of the Default Option Value
(L (T )− V (T ))+ Equity S +D h V (T )− L (T ) + (L (T )− V (T ))+ i Table 1: Total Insurer Economic ... (T )− Li (T ) + Li (T ) µ 1− V (T )L(T ) ¶+# Table 2: Internal Balance Sheet for Line of Business i ...- Authors: Michael Sherris, John van der Hoek
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Finance & Investments>Investment strategy - Finance & Investments
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Analyzing Investment Data Using Conditional Probabilities: The Implications for Investment Forecasts, Stock Option Pricing, Risk Premia, and CAPM Beta Calculations
Analyzing ... = ℓn (1 + EA(r)) – 2 2 (7) σ = )(r)E1 S 1(n 2 A A (8) These results were derived ... significantly different from the actual results. Table I compares the distribution of expected monthly ...- Authors: Richard Joss
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Investment Fallacies e-book
models on the asset side of the equation. • Mortality is a natural process that conforms to regular ... of past mortality tend to be reliable indicators of the incidence of future mortality. There are ...- Authors: Society of Actuaries, Nicholas John Macleod
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Finance & Investments>Capital management - Finance & Investments; 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