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The Growing Demand for More Robust Economic Scenario Generators
The Growing Demand for More Robust Economic Scenario Generators Reviews basic desirable features ... model is a key component of most ESG models. Its primary purpose is to generate the prices of risk-free ...- Authors: Ken Griffin, Hal Warren Pedersen
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management
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Property & Casualty Case Study
Property & Casualty Case Study This case study is intended to educate insurance professionals ... BancInsure’s largest state, based on 2010 direct premium, was Oklahoma, followed by Texas and Nebraska ...- Authors: David Heppen, Patricia Matson, Anna bondyra
- Date: Jan 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Asset liability management
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Theory Behind MacAulay Duration and Illustrative Examples
Theory Behind MacAulay Duration and Illustrative Examples This material, Appendix I of the 1987 Valuation ... the two p ieces shown move in d i f fe rent direct ions. If in terest ra tes fall to 14 percent ...- Authors: James A Geyer
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management
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Asset-Liability Integration, Chapter 4: Trading in Human Capital
Asset-Liability Integration, Chapter 4: Trading in Human Capital Discussion of Human ... securitization procedure used by banks has been direct loan sales. Life insurance can be viewed as securitization ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management
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The Objective Function of Asset/Liability Management
The Objective Function of Asset/Liability Management This article discusses asset-liability management ... disinvestment issue? Absolutely. Besides the direct rating, Moody’s rating, or Duff & Phelps decisions ...- Authors: David N Becker
- Date: Mar 1998
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value
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Innovative Investment Vehicles: Modeling Considerations
would you answer those questions? Generally, your primary need is for cash-flow projection. You’re also ... answers to all these questions are different. Your primary need in risk management is for option valuation ...- Authors: Catherine Ehrlich, Frederick W Jackson, William Zehner, David J Merkel
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments
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Asset-Liability Integration, Chapter 6: ALM of Social Insurance
Asset-Liability Integration, Chapter 6: ALM of Social Insurance Discussion of the US Social ... large T, the opposite could be true. ● There is an direct relationship between R and T, as well as between ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Social Insurance>Social Security