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Fair Valuation of Liabilities: Theoretical Considerations
Fair Valuation of Liabilities: Theoretical Considerations The author notes that “current market value is highly relevant, but its accuracy is limited. Historical accounting, on the other hand, is ...- Authors: Luke Girard
- Date: Feb 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Financial Reporting & Accounting>Fair value accounting
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Modeling Economic Series Coordinated withInterest Rate Scenarios
Modeling Economic Series Coordinated withInterest Rate Scenarios The SOA’s Committee on Finance Research recently made available the results of a research study that explores economic series and ...- Authors: Steven Siegel
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation
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Should Public Pension Plans Hold Equities?
Should Public Pension Plans Hold Equities? Argues public plans should only hold bonds, on the basis of tax and finance arguments. public sector pension plans;pension policy;asset liability ...- Authors: Lawrence N Bader
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Behavioral economics; Finance & Investments>Asset allocation
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Risk-Neutral Pricing for Insurance Contracts
Risk-Neutral Pricing for Insurance Contracts This article discusses the pricing of life insurance contracts in the risk-neutral world. Specifically it deals with three aspects: 1 the motivation ...- Authors: Stephen Britt
- Date: Feb 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Life Insurance>Pricing - Life Insurance
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The Cost of Capital Assumption in Actuarial Appraisals:An Application of Fair Value of Liability Concepts
The Cost of Capital Assumption in Actuarial Appraisals:An Application of Fair Value of Liability Concepts This article discusses actuarial appraisal value and explores the relationship between ...- Authors: Gregory Goulding
- Date: Feb 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Financial Reporting & Accounting>Fair value accounting
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Earnings Focused Asset-Liability Management
Earnings Focused Asset-Liability Management There are two main techniques for evaluating the financial impact of interest rate movements on insurance companies: duration measures and computer ...- 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
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Are Your Scenarios on Target?
Are Your Scenarios on Target? Are Your Scenarios on Target?From Risks and Rewards Newsletter, August 2005, Issue No. 47. Actuaries are faced with the dilemma of how to incorporate advances in ...- Authors: Application Administrator
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
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Exploring C1 Risk
Exploring C1 Risk The author uses a generalized asset risk model to explore C1 risk, drawing heavily from investment theory and pension fund management, applying these to an insurance general ...- Authors: Thomas Merfeld
- Date: Jul 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Portfolio management - ERM
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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 reversal of fortunes in the stock markets, all the media rap about heated inquiries around ...- 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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Residual Risk When Hedging Delta and Rho of Equity Options
Residual Risk When Hedging Delta and Rho of Equity Options This article explores the effectiveness of hedging delta and rho of equity options. This provides insight into the frequency and ...- Authors: Mark Evans
- Date: Mar 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Enterprise Risk Management>Capital markets; Finance & Investments>Derivatives