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A Black Swan Test
example, looking at the risk of a holding of an S&P 500 index equity position of $100 million. If we ... percent. A 25 percent drop in profit would occur if S&P 500 return was at 11.1 percent positive return ...- Authors: David Ingram
- Date: Aug 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods
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The Investment Models of a Finnish Pension Company
Antero Ranne (continued on page 20, column 1) Editors Note: This article is reprinted by permission of the ... the April 1999 edition of Vector, the associations quarterly publication. It also appeared in the Transactions ...- Authors: Antero Ranne
- Date: Aug 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Global Perspectives; Modeling & Statistical Methods; Pensions & Retirement
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Earnings Focused Asset-Liability Management
rates in the present value calculation. See Girard (2000). 4) This can be seen in a simple spreadsheet by ... Annual AFIR Colloquium 1: 249-78. Girard, Luke N. 2000. Market Value of Insurance Liabilities: Reconciling ...- 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