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C-3 Risk
immediate ly apparent upon looking at this l ist of s t ra teg ies is, "What is the market rate?" Ideal ... rates on investments . Perhaps the most rea l i s t ic assumpt ion would be to assume that por t ...- 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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New Possibilities in Graduation
New Possibilities in Graduation This paper is from Transactions of Society of Actuaries 1955 ... with significant mathematical theory. Mortality rates=Mortality tables=Death rates ; 1246 3/1/1955 12:00:00 ...- 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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Interest Rate Regimes - An Empirical Description
changes in the U.S. yield curve. The monthly Constant Maturity Treasury (CMT) series from the U.S. Federal ... in A can be represented with each eigenvector. Table 1 and Figure 1 show the results of this analysis ...- 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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Measuring and Pricing for Tail Risk
those people have a lot that they can bring to the table. Let me begin by trying to define tail risk in ... Mechanisms to deal with tail risks include variable annuity guarantees, medical stop-loss policies, various ...- Authors: Henry M McMillan, David M Walczak, Douglas Robbins
- Date: Jun 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: 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 ... How Big A Sin Was It? “It’s interesting to note that, given the past year’s reversal of fortunes in the ...- 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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Mathematical Analysis of Phase 1 and Phase 2 of The Life Insurance Company Income Tax Act of 1959
Mathematical Analysis of Phase 1 and Phase 2 of The Life Insurance Company Income Tax Act ... mathematical technique which in the author's experience has proved useful in testing the tax implications ...- Authors: Quincy S Abbot, H Edward Harland, J Stanley Hill, Russell R Jensen, Joseph C Noback, Robert C Tookey, Harry D. Garber, John C Fraser
- Date: Apr 1962
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Tax accounting; Modeling & Statistical Methods; Public Policy
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Modeling Assumptions
due to the reputation and financial health of the U.S. government. Treasuries have been an accurate barometer ... Treasury supply decreased from mid- 1996 to mid-2000. In mid-1996, there were outstanding Treasuries ...- 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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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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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