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Risks in Investment Accumulation Products: Recent Research
hedge against the guarantees using some sort of dynamic rebalancing strategy, then the computational problem ... it turns out that you can construct, using a dynamic rebalancing strategy, a perfect risk-free hedge ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods
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Making Acquisitions for Stock: How Sweet It Is
for economies of size. There’s the interesting dynamic of scarcity, supply, and demand. With every year ... soon, and that will change the demand/supply dynamic a little bit. What’s very pertinent to our discussion ...- Authors: Charles Carroll, Deborah Whitmore, Scott Littlejohn
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments
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Bells and Whistles or Time Bombs: The Costs of Long-Term Guarantees
particularly under deferred annuities. This dynamic is worse if the annuity contract is past the withdrawal ... group side has already done that, creating a fully dynamic mortality table that is used for group annuities ...- Authors: Max Rudolph, Zenaida Samaniego
- Date: May 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Investment strategy - Annuities; Finance & Investments
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Performance Management - And Anxiety!
Performance Management - And Anxiety! 1999 SOA Regional Meeting, Atlanta. In this session on ... guarantee. With transfer pricing, we have a more dynamic pricing platform that can examine shifts in the ...- Authors: Mark Milton, Michael J Murphy, John S Tillotson, Alton Cogert
- Date: May 1999
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Equity-Indexed Products: Managing the Beast
contracts, using the "greeks" to measure exposure, dynamic hedging, and managing marketplace volatility ... health companies. My job today is to describe dynamic hedging, define the "greeks," and talk about ...- Authors: Anson Glacy, Stephen Stone, Jeffrey J Lobo, Andrew S Chow
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Finance & Investments
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Management Uses of Cash-Flow Testing
forecasting, and, in recent years, I have worked on dynamic financial condition analysis. The session program ... stochastic interest rate generator, coupled with dynamic lapse assumptions, is a great tool for determining ...- Authors: Nancy Bennett, Glen Keller, Craig Reynolds
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Financial Reporting & Accounting
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Mergers and Acquisitions/Appraisals
Mergers and Acquisitions/Appraisals This session at the 1998 Valuation Actuary Symposium ... distribution capability, and so on. Deal pricing is dynamic and responsive to changing market conditions, and ...- Authors: Meredith Ratajczak, Bradley M Smith, Michael Hughes
- Date: Sep 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Ten Years Later: The Investment Asset/Liability Management Actuary
role to one that, in theory, could be much more dynamic. I don't see that assertion as unachievable at ... Thoraclius: I'd like to pick up on that last word "dynamic." I don't see anyone else who is grabbing the ...- Authors: Steven Miller, Francis Sabatini, Robert E Rachlow, Application Administrator
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession; Finance & Investments
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Managing the People Who Manage the Money
returns of generating that? Look at that as a dynamic tension. That's not something I think most of ... opportunity really arises- understanding that dynamic tension between what you paid for versus what you ...- Authors: Elizabeth Ward, Thomas J Hughes, Patricia W Wilson
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Evaluating Life Insurance Companies From the Outside
Evaluating Life Insurance Companies From the Outside This session at the SOA 1998 Maui ... insurance sector has been evolving and is a dynamic rather than static business today. In the not-too-distant ...- Authors: Deborah A Gero, John Ladley, Deanne L Nezas, David S Kimmel, James H Overholt
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Financial Reporting & Accounting
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Creating Shareholder Value in the New Millennium
value creation and in particular, the subject of dynamic financial analysis, which I'm sure most of you ... organization and how it's going to compete in a dynamic financial services marketplace. Based on the companies ...- Authors: Michael Hughes, Michael Albanese, Patrick Finnegan, Tim Freestone
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Financial Reporting & Accounting
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Modeling CMOs
Modeling CMOs This article suggests ways for small insurance companies to obtain modeling information ... you to enter either a constant PSA level or a dynamic vector of PSAs into the system and then have the ...- Authors: DALE ALLEN HALL
- Date: May 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 3: Pricing Insurance Derivatives: The Case of CAT Futures
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 3: Pricing Insurance Derivatives: ... u and a certain initial en- dowment x forms a dynamic portfolio. To determine the portfolio, he or she ...- Authors: Paul Embrechts, Steffen Meister
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 6: An Actuarial Bridge to Option Pricing
23:185-211. Aase, K.K. 1993b. "Premiums in a dynamic model of reinsurance market." Scandinavian Actuarial ... and E.S.W. Shiu. 1996. "Actuarial bridge to dynamic hedging and option pricing." Insur- ance: Mathematics ...- Authors: Hans U Gerber, Elias Shiu
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Equity-Indexed Products-Design, Pricing and Hedging Part I
and the call approach. There is replication and dynamic hedging. You may recall from one of your actuarial ... your capabilities. A solution for you might be dynamic hedging. This is basically the way people like ...- Authors: Alan K Ryder, Lilia Sham, Charlene Marie Barnes
- Date: Jun 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Finance & Investments
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Anatomy of an Earned-Interest Rate
“Exhibit 2” rate are long gone; an earned rate is a dynamic reflection of assets such as collateralized mortgage ... because we’re moving from static simplicity to dynamic complexity. A related item is that the yield rate ...- Authors: Paul A Hekman, R Thomas Herget, Thomas R Kochis, Lawrence R Zeno
- Date: Jun 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Financial Reporting & Accounting
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New Ideas Emerge From Convening of Finance Practice Area
New Ideas Emerge From Convening of Finance Practice Area This article reports on a meeting of ... Activities addressing this issue include the Dynamic Financial Conditional Analysis Handbook published ...- Authors: Yuan Chang, Judy L Strachan
- Date: Jun 1996
- Competency: External Forces & Industry Knowledge
- Publication Name: The Actuary Magazine
- Topics: Actuarial Profession; Finance & Investments
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How Can the Finance FSA's Expertise Be Used in a Life Insurance Company?
looks at rating agencies, risk-based capital, and dynamic financial condition analysis. Now that I’ve given ... management is Managing Investment Portfolios: A Dynamic Process, by John L. Maginn and Donald L. Tuttle ...- Authors: A Hemphill, Steven Miller, Judy L Strachan, Susan Watson
- Date: May 1996
- Competency: Professional Values>Practice expertise
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Qualifications; Finance & Investments
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F-580 Light Corporate Finance
Investments. Managing Investment Portfolios: A Dynamic Process, by John L. Maginn and Donald L. Tuttle ... covers rating agencies, risk-based capital, and dynamic financial condition analysis. The investment ...- Authors: Judy L Strachan, Werner F M De Bondt
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Liability Modeling II - Life Insurance Products
policyholder behavior and that incorporates dynamic lapses, dynamic premiums, loans, and policy withdrawals ... back from business managers, then we fit our dynamic models. We don't have to be exact, but let's set ...- Authors: Greg Mateja, Michael J Murphy, Meredith Ratajczak
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Life Insurance; Modeling & Statistical Methods
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Interest Rate Model Risk
systems to give me more dynamic management action to go along with dynamic interest rate movement. ... relevance. On the other hand, when it comes to dynamic financial analysis -- stress testing and cash-flow ...- Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Sources of Profit Statements
Sources of Profit Statements 1996 Valuation Actuary Symposium. In this session on sources ... income statement does not present a business dynamic. It especially does not show how an operation actually ...- Authors: Kenneth Klinger, Robert LaLonde, David A Ricci, Yiji S Starr
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Financial Reporting & Accounting; Global Perspectives
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Practitioners' Forum
regulatory role. I think this was brought up in the dynamic solvency testing debate a few years back. I think ... focused on the solvency of the company and do dynamic solvency testing? Or is it perhaps better to leave ...- Authors: Errol Cramer, James Hohmann, W. Michael Pressley, Stephen A J Sedlak
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Regulatory Expectations from Asset Adequacy Analysis
Regulatory Expectations from Asset Adequacy Analysis 1996 Valuation Actuary Symposium. ... acceptable methodology would be the Practice Notes; the Dynamic Financial Condition Analysis (DCFA) Handbook; ...- Authors: Frank P Dino, Donna Claire, Wm Harold Phillips, Bruce D Sartain
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Public Policy
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Developing Dollars-at-Risk Limits
Developing Dollars-at-Risk Limits This session from the 1995 SOA Boston Meeting ... single-scenario risk measures include cash-flow testing. Dynamic solvency testing (DST) also falls into this category ...- Authors: Cindy L Forbes, Richard Harris, Fidelia Chen, Glyn A Holton
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Banking - Finance & Investments
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Benchmarks for Insurance Portfolio Managers
was higher both in the case of base lapses and dynamic surrenders. Each of those components contributed ... the high surrender environment. So it's not just dynamic lapses that create that difference, it's a higher ...- Authors: Martin Klein, Stephen Reddy, Gregory J Roemelt
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Acquisition of In-Force Blocks
commission. Dynamic Assumptions I wrote my own modeling program to compute values by using "dynamic" lapse ... scenarios. We have run some annuity valuations with dynamic lapse rates (lapse rates that fluctuated with interest ...- Authors: Charles Carroll, Stephen C Eldridge, Thomas G Kabele
- Date: May 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Reinsurance
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Liquidity: The Hidden Risk Factor
Liquidity: The Hidden Risk Factor This session from the 1995 SOA New York City Meeting covers ... your targets for liquidity, and whether they're dynamic based on yield give-up and/or bid/ask spread or ...- Authors: George H Braun, Neil Haynes, Kenneth Levine, Frederick S Townsend
- Date: May 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Public Policy
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Surplus Management Strategies
very hard thing to manage and as we watch the dynamic, one of the things that has definitely happened ... year to year, so the standard is extraordinarily dynamic and very difficult to manage. MR. SHEMIN: We've ...- Authors: David R Ludke, Barry L Shemin, Melville J Young
- Date: May 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Dynamic Solvency Testing: Boundaries of Risk Definition Phase
Dynamic Solvency Testing: Boundaries of Risk Definition Phase This report identifies the risks that ...- Authors: Donna Claire
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Financial Reporting & Accounting
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Small Company Issues
Small Company Issues 1995 Valuation Actuary Symposium. In this session about small company issues, ... features that you can use for software; one is dynamic solvency testing. This is currently required ...- Authors: A Hemphill, John M O'Sullivan, James Thompson, John Dawson
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Public Policy
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Are We Prepared for Interest Rates to Fall Again?
optimizing the risk/reward trade-offs of a very dynamic and complex business in pursuit of increased profitability ... rapidly continue to increase within an extremely dynamic market environment. The risk profiles of our organizations ...- Authors: Shane A Chalke, Krzysztof Ostaszewski, Thomas Ho, Thomas C Godlasky
- Date: May 1994
- Competency: Strategic Insight and Integration
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Long-Term Minimum Interest Rate Guarantees
rate is dynamic. However, in this age of rapidly changing interest rates it may not be dynamic enough ... review, and presumably a new law will be more dynamic than the current one. Even though interest rates ...- Authors: Joseph E Crowne, Cristina S Keppler, John Schreiner, William T McKinzie
- Date: May 1994
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Investment strategy - Annuities; Finance & Investments; Life Insurance
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Chaotic Analysis on U.S. Treasury Interest Rates
take in the vector space as t changes. If the dynamic system that generates X(t) converges, the orbit ... point. If the dynamic system is periodic, the orbit will form a closed path. If the dynamic system diverges ...- Authors: Steven Craighead
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Finance & Investments; Modeling & Statistical Methods
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Life Company Solvency-Has the Industry Stabilized?
Life Company Solvency-Has the Industry Stabilized? 1993 SOA Spring Meeting, Boston. This ... insurance and 6% for annuities, and finally the dynamic valuation rates on the 1980 laws. We are now seeing ...- Authors: John D Branscomb, Robert J Callahan, Timothy Millwood, Paul A Reardon
- Date: May 1993
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Public Policy
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Solvency Risk
initiative is the concept of dynamic solvency testing [3], [4]. Dynamic solvency testing, or DST, provides ... Committee on Solvency Standards, "A Primer on Dynamic Solvency Testing", August 1, 1989. Canadian Institute ...- Authors: Henry Essert
- Date: Jan 1993
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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Actuarial Issue In Prepaid Tuition Contracts
Actuarial Issue In Prepaid Tuition Contracts This paper discusses contracts sold by states ... focuses the user's attention on the perceived dynamic elements underlying the economic process in question ...- Authors: Robert Crompton
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Finance & Investments
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Recent NAIC Developments Related to MSVR and Risk-Based Capital and Their Impact on Investment Strategies
Recent NAIC Developments Related to MSVR and Risk-Based Capital and Their Impact on Investment ... insurance com- pany that was somewhat higher, and more dynamic than the current requirements. Once its state ...- Authors: Paul F Kolkman, Edwin Reoliquio Raquel, Joseph H Tan, William D Ward, Alfred Weinberger
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Public Policy
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Risk-Based Capital
Risk-Based Capital 1992 SOA Annual Meeting, Washington, D.C. This session discussed the 1992 ... process is to be effective, the formula has to be dynamic, reflecting changes in the industry as they occur ...- Authors: Robert J Callahan, Cande Olsen, James Reiskytl, Michael Albanese
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Case Studies
Case Studies 1992 SOA Regional Meeting, Anaheim. This panel used case studies to discuss adequacy ... at the parent level. Let me suggest that the dynamic for the actuary, and the theme of what I want to ...- Authors: Shane A Chalke, Patricia Guinn, Gregory D Jacobs, Stanley B Tulin, Mark G. Doherty
- Date: Jun 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Evaluating Adequacy of Capital
Evaluating Adequacy of Capital 1992 SOA Regional Meeting, Anaheim. In this panel discussion ... the investment world, of which it is a part, are dynamic and ever changing, you really can't have a static ...- Authors: Frank S Irish, Gregory D Jacobs, Cande Olsen, David P Wells
- Date: Jun 1992
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Life Insurance>Reserves - Life Insurance; Public Policy
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Option Bounds in Discrete Time with Transaction Costs
replicating a long position in the option by a dynamic hedging strategy. Proportional transaction 368 ... cost of creating a long European call option by dynamic hedging when there are transaction costs. This ...- Authors: Phelim Boyle, Ton Vorst
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Global Investing
currency hedging, and this is generally called dynamic currency hedging. Chart 15 shows the return on ... overall portfolio and the return on the currencies. Dynamic currency hedging is really a hybrid approach. It ...- Authors: James A Creighton, Anthony Dardis, Blake R Grossman
- Date: Oct 1990
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Global Perspectives
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Modeling Investments for Pricing Purposes
change an interest rate from fixed, for example, to dynamic, and make some reasonable assumptions about what ... mortgage in the 12th year. This model is not very dynamic and was subsequently replaced with some of the ...- Authors: Application Administrator, Paul A Hekman, Robert LaLonde, Dennis A Blume
- Date: Jun 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Product Features Versus Investment Policy
Product Features Versus Investment Policy This session at the SOA 1990 San Francisco Spring ... and product design are rapidly being replaced by dynamic, total return management. Matching product design ...- Authors: Reed Miller, James Reiskytl, David F Babbel, Thomas A McAvity
- Date: Jun 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Finance & Investments
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Measuring Interest Margins-Part 2-Measuring Investment Results
Bond Survey is a very comprehen- sive but not dynamic source. We find prospectuses to a]ways be the ... very inaccurate. Another source, albeit not too dynamic, is the NAIC manual. We found similar sorts of ...- Authors: Thomas Gleeson, Roger W Smith, Thomas M Kyle, Peter S Mavrogenes
- Date: Jun 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Design and Pricing of Home Equity Line of Credit Insurance
Design and Pricing of Home Equity Line of Credit Insurance This paper presents the application ... approach provides data for "detailed" analysis, a dynamic approach can serve to estimate the overall profitabil ...- Authors: Marina Adelsky
- Date: Jun 1990
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Life Insurance>Pricing - Life Insurance
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Measuring Interest Margins-Part 3-Measuring Required Interest
need some periodic readjustments. Hedging is a dynamic strategy. You have to reevaluate every quarter ... well. That's why it's critical that you employ a dynamic hedging process. Probably the worst thing you could ...- Authors: Frederic W Corwin, Peter B Deakins, C Elam, W Palmer
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Finance & Investments; Life Insurance>Pricing - Life Insurance
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Collateralized Mortgaged Obligations
Collateralized Mortgaged Obligations This session discussion is about collateralized mortgage ... securities for pricing and projection purposes and dynamic performance characteristics of CMO classes. From ...- Authors: D Andrew Hall, Ronald Jay Rubnich, David L Moore, Joseph Sindelar, Mark R Hancock, GEORGE ALBERT MICHAEL
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Asset Strategies/Investment Department Relationships
Asset Strategies/Investment Department Relationships This presentation at the 1989 Valuation Actuary ... it comes back to the start. It's a continuous dynamic process. I believe that's how all investment ...- Authors: Gregory D Jacobs
- Date: Sep 1989
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Finance & Investments
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The Integration Of Investment Features Into Actuarial Analysis
The Integration Of Investment Features Into Actuarial Analysis This session discussion ... strategy, I just want you to be aware that these more dynamic strategies can be modelled easily in this framework ...- Authors: Mark Griffin, D Andrew Hall, Robert L Whalen
- Date: May 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Risk Is Your Enemy
marketing people later on. It is not possible in the dynamic society that we all need to compete in, to allow ... over some long period of time in what is a very dynamic society. I think that the industry long term would ...- Authors: Harold G Ingraham, Fred Carr
- Date: May 1987
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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New Investments and New Investment Strategies
New Investments and New Investment Strategies Panelists discuss new non-traditional investments, ... recommend specifically would be the tape of the *Dynamic Investment Strategies" seminar that they presented ...- Authors: Peter F Chapman, Peter Hepokoski, Kurt J Laning, Peter Noris, M James Barry
- Date: Apr 1987
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Measuring the Interest Rate Risk
asset values do; net worth is determined by the dynamic interplay of these changes. For instance, surplus ... sitive cash flows, duration matching amounts to a dynamic trading strategy for synthetic option replication ...- Authors: Paul Milgrom
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Options on Bonds and Applications to Product Pricing
Options on Bonds and Applications to Product Pricing This paper presents a theoretical ... assumption, usually chosen to be static rather than dynamic, and almost never chosen to optimize risk control ...- Authors: Robert P Clancy
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Interest Rate Futures: An Alternative to Traditional Immunization in the Financial Management of Guaranteed Investment Contracts
Interest Rate Futures: An Alternative to Traditional Immunization in the Financial Management of ... assumptions made in traditional immunization. Dynamic interest rates could be incorporated to verify ...- Authors: Allan M Fen
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Segmentation of Insurance Company General Accounts
Segmentation of Insurance Company General Accounts This paper describes a major refinement ... major lines of business. Optimal response to the dynamic economic and financial markets in which we operate ...- Authors: James A Attwood, Carl R Ohman
- Date: Oct 1983
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Futurism - An Art And A Science
as in_ninent as they are. Let us look at this dynamic decision process. The two circles in the middle ... by industry meetings such as this. So that is a dynamic decision process that I would like to suggest for ...- Authors: A Anthony Autin, Kiran Desai, Wilfred A Kraegel, Roy R Anderson
- Date: Apr 1983
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Some Thoughts On Discounting
Some Thoughts On Discounting This article discusses calculating the present value given a set ... an- nuities under New York's version of the dynamic valuation law; that law re- quiries a demonstration ...- Authors: Richard M Wenner
- Date: Feb 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Actuarial Profession>Professional development; Finance & Investments
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An Expanded Financial Structure for Ordinary Dividends
ordinary lines. 7. The structure should have a dynamic capability of showing how changes in the future ... minimum valuation reserve bases incorporating dynamic interest rates on guaranteed interest contracts ...- Authors: Donald D Cody
- Date: Oct 1981
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Insurance Company Growth
Insurance Company Growth This paper defines a concept of equivalence for profit standards. The ... are its limited resources but also what are the dynamic relationships among its key re- sources. Most ...- Authors: Dale Hagstrom
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Economics; Finance & Investments
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Corporate Diversification: Experience in the United States and Canada
Corporate Diversification: Experience in the United States and Canada Discussion of the diversification ... in order to keep our in- dustry growing and dynamic. By so doing, we might offset further in- cursions ...- Authors: Society of Actuaries, Robert Paul Brady, Howard T Cohn, Howard H Kayton, Sanford W Scott, Robert C Tookey, Frederick S Townsend, David A Wright, J Craig Davidson
- Date: Jan 1972
- Competency: Strategic Insight and Integration
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Global Perspectives; Modeling & Statistical Methods; Public Policy
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Valuing a Life Insurance Company
Valuing a Life Insurance Company Presentation of some of the factors to be considered, and approaches ... office manager, the seasoned underwriter, the dynamic agency director, welded into a team, are distinct ...- Authors: Melvin L Gold, Robert C Tookey
- Date: Apr 1962
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Finance & Investments>Economic value; Financial Reporting & Accounting>Statutory accounting