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Bounds on Expected Values of Insurance Payments and Option Prices
Bounds on Expected Values of Insurance Payments and Option Prices This paper presents best upper and lower bounds on the expected value of a reinsurance payment under the terms of a contract ...- Authors: Samuel Cox
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
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Credit Risk Study of Private Placement Bonds and Commercial Mortgage Loans
Credit Risk Study of Private Placement Bonds and Commercial Mortgage Loans This is a summary of the progress of a Credit Risk Study sponsored by the Society of Actuaries analyzing the credit risk ...- Authors: Mark G. Doherty
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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Solvency Risk
Solvency Risk This paper presents a new perspective on three basic financial quantities: assets, liabilities and surplus. The new perspective is developed through a re-examination of the ...- 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 which promised to provide tuition in the future for a fixed price. Because these contracts provide a ...- 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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Modeling Home Equity Conversion Mortgages
Modeling Home Equity Conversion Mortgages Many seniors who own houses in the United States have most of their wealth in their houses. Home Equity Conversion Mortgages are designed to allow ...- Authors: Thomas Herzog, THERESA R DVENTI
- Date: Jan 1990
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Payout annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Interest , Amortization and Simplicity
Interest , Amortization and Simplicity This paper discusses simple interest, amortization and simplicity. The author asserts that compound interest is an improvement upon simple interest that ...- Authors: Thomas More Zavist
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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Summary of Final Report: 1986-1989 Credit Risk Event Loss Experience, Commercial Mortgage Loans and Private Placement Bonds
Summary of Final Report: 1986-1989 Credit Risk Event Loss Experience, Commercial Mortgage Loans and Private Placement Bonds Traditionally, actuarial techniques are used to study mortality and ...- Authors: Warren Luckner, Mark G. Doherty
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility A presentation on the principle of equivalent utility from the 2001 ARCH. Contains both the static and dynamic model as ...- Authors: Virginia Ruth Young, Application Administrator
- Date: Aug 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Mean-Variance Investment and Risk Control Strategies: A New Time-Consistent Formulation
Mean-Variance Investment and Risk Control Strategies: A New Time-Consistent Formulation This abstract describes a paper that considers an optimal investment and risk control problem for an ...- Authors: Yang Shen , Bin Zou
- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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Aspects of Interest Rate Models
Aspects of Interest Rate Models Interest rate modeling is discussed in this paper with special emphasis on the long and short rate model of Brennan and Schwartz. Comment is made on an unexpected ...- Authors: Keith Sharp
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling