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C-1 Bond Risk Analysis
RESEARCH CLEARING HOUSE 1993 VOL 3 c-1 BOND R ISKANAL¥S IS Michael L. Zurchcr) F.~.A., H.A.A.A. A Genera ... 15 i% 3 5 4 6 2% 12 4 4% 20 ? 2 3% 3% 16 S i0 12 12 19 21 21 56 56 6 17 21 22 22 2 13 7 3 ...- Authors: Michael L Zurcher
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods
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Interest Rate Swaps – An Exposure Analysis Report
institutions to use interest rate swaps1 in the early 1980’s with the goal of reducing the duration of its liabilities ... deposits made to banks outside the U.S., yet which are denominated in U.S. dollars. Eurodollar futures are ...- Authors: Paul Ferrara, Seyed Ali Nezamoddini
- Date: Jul 2013
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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2010 Emerging Risks Survey
show that current values of the S&P 500, a barrel of oil, and the U.S. dollar relative to the Euro seem ... environment. Only economic factors are shown here in Table 1, and the researcher would be interested in suggestions ...- Authors: Max Rudolph
- Date: Feb 2011
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Global Perspectives; Global Perspectives>Geopolitical risks
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Survey on Market Risk Report
Reserved PricewaterhouseCoopers LLP Page 2 Table of Contents Foreword ......................... ... Derivative Use Plan, and rating targets from A.M. Best, S&P and Moody's). Most respondents noted that they ...- Authors: Society of Actuaries
- Date: Aug 2012
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk categories; Finance & Investments>Risk measurement - Finance & Investments
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A letter from F.G. Reynolds to Mr. C. Smith
A letter from F.G. Reynolds to Mr. C. Smith This is a letter from F.G. Reynolds, University of ... which can be found on pages 27 and 16 of Seal's Stochastic Theory of a Risk Business, were fitted ...- Authors: Frank Reynolds
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional associations; Finance & Investments>Risk measurement - Finance & Investments
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Emerging Risks Survey
April 2008, when the first survey was completed, the S&P 500 stood at 1,385.59 (according to Yahoo Finance) ... http://tonto.eia.doe.gov/dnav/pet/hist/rwtcd.htm ), and the U.S. dollar was at 1.56 Euros (per www.federalreserve ...- 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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A Loss Reserving Model within the framework of Generalized Linear Models
Example 2.1 GLMs commonly used in insurance data Table 1 below gives the different model components of ... m my ) Link g identity reciprocal log logit Table 1: GLM Examples Additional examples include inverse ...- Authors: José Garrido, JUN ZHOU
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Stochastic models
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2009 Emerging Risks Survey
2009 Emerging Risks Survey This survey of emerging ... risks attempts to track the risk manager population‘s thoughts about emerging risks across time. The top ...- Authors: Society of Actuaries
- 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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C-1 Task Force Report - A Cash-Flow Scenario Methodology for C-1 Risk: Preliminary Report
gain tail [3]. Richard Bookstaber and David Jacob [S] studied total return over five years for different ... Specifications and Assumptions l Single-Premium Deferred Annuity l Projecting a single block of new issues l 5 ...- Authors: Joseph J Buff
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling