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General Asset Issues
General ... i t ia l [i! ..... ~:# ~:~s:'~:;;"~:;~:~:~t::~:~;:~"~:~::::¢~:~:~:~:~"s:;:::~ . ,.~:::~:..,....~; ... Surplus Efficient Frontier Five-Year Time Horizon 2000 1900 _J 3E v 1800 ( / i B ~t_ rv" ...- Authors: Thomas W Reese, Kin O Tam, John C Sweeney
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Multivariate Modeling of Asset Returns for Investment Guarantees Valuation
• 4 different markets – Canada: S&P TSX total return index – U.S.: S&P 500 total return index – U.K. ... Different pairs of markets considered – Canada – U.S. (high correlation) – U.S. – Japan (low correlation) • Globa ...- Authors: Christian-Marc Panneton, Mathieu Boudreault
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Asset Modeling Specifics
Asset Modeling Specifics Presented at May 1996 Spring Meeting. Panelists provide guidance and ... modeling certain forms of an insurance company's assets, including equity and equity-linked notes, ...- Authors: Gregory J Roemelt, David White
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Modeling Concepts
rates. Recall that correlations are part of ASOP 7's recommended practice on internal consistency. ... (EIAs), particularly with indexes other than the S&P 500. Chart 1 is similar to a tool I use to evaluate ...- Authors: Henry M McMillan, Harry Jamison, David M Walczak
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Modeling Best Practices in the Current Environment
considering the low interest rate environment. The Academy’s Life Practice Council and Life Valuation Committee ... financial reporting actuaries practicing in today’s very low interest rate environment. As the scrutiny ...- Authors: Marc Altschull, Daniel B Finn, Frederick J. Hill, Patrick Ledlee
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Financial Economics: The Option You Can't Refuse
These include: Phelim Boyle, Daniel Dufresne, Hans U. Gerber, Heinz Mueller, Hal Warren Pedersen, Stanley ... options that are based on the Standard & Poor’s (S&P) 500 and on certain foreign equity indices. Well-known ...- Authors: David N Becker
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling
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Asset Modeling Concepts
Copyright © 2003, Society of Actuaries Note: The chart(s) referred to in the text can be found at the end of ... gained its independence and eventually became a U.S. state. We know who Davy Crockett is. Sam Houston ...- Authors: Scott Houghton
- Date: Sep 2002
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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General Asset/Asset Specific Modeling
where he worked on individual annuity product development, group annuity product development, and the ... against, for example, a single premium deferred annuity (SPDA) or a universal life block would be quite ...- Authors: David N Becker, Peter Tilley
- Date: Sep 1995
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Software
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Measuring Collateralized Mortgage Obligation Cash-Flow Variability: Regulatory Developments
Measuring Collateralized Mortgage Obligation Cash-Flow Variability: Regulatory Developments ... description of the scenario selection process that's used in this model. 4. The prepayment assumptions ...- Authors: David A Hall, Andrew S Davidson, Christopher T Anderson, Michael H Siegel
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
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Asset Modeling Concepts
mortgage obligation (CMO) portfolio, as well as Aetna's U.S. Treasury and future hedging positions. At Charter ... shape and position of what we call the refinancing S curve. 283 1997 VALUATION ACTUARY SYMPOSIUM ...- Authors: Elizabeth Ward, David E Canuel
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling