21
-
30
of
40
results (0.5 seconds)
Sort By:
-
The Bullet GIC as an Example
The Bullet GIC as an Example This article uses the example of a bullet or general account GIC to determine ... determine the fair value of liabilities. Asset valuation;Fair value accounting; 10940 2/1/2001 12:00:00 ...- Authors: Jeremy Gold, David F Babbel, Craig Merrill
- Date: Feb 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Financial Reporting & Accounting>Fair value accounting
-
Risk-Neutral Pricing for Insurance Contracts
Contracts This article discusses the pricing of life insurance contracts in the risk-neutral world. Specifically ... Specifically it deals with three aspects: 1 the motivation for pricing contracts using a risk-neutral methodology ...- 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
-
Stochastic Simulation for C3 Risk:A Statistical Review
2003, the American Academy of Actuaries Life Capital Adequacy Subcommittee LCAS published a set of 10,000 ... scenarios that was intended to be used to support the publication, “Recommended Approach for Setting Regulatory ...- Authors: Richard Wendt
- Date: Feb 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
-
Lessons Learned from 25 Years of Equity Guarantees
Lessons Learned from 25 Years of Equity Guarantees Recaps the evolution of VA products and hedging programs ...- Authors: Ari Lindner
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Strategy development
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession>Professional associations
-
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: ...- 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
-
Residual Risk When Hedging Delta and Rho of Equity Options
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 severity of losses due to not hedging volatility ...- 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
-
Interest Rate Regimes - An Empirical Description
about interest rate models, the author develops an empirical description of the term “interest rate regime ... regime,” and looks at the relationship between changes in yield curves and moving to a new interest rate ...- Authors: Joseph Koltisko
- Date: Jul 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods
-
Another Perspective on Black-ScholesOption Formulas
Black-ScholesOption Formulas This article shows a different form of the Black-Scholes formula for European calls and puts ... verbal interpretation. The derivation of this alternative form appears at the end of the article. Asset v ...- Authors: Mark Evans
- Date: Feb 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Asset modeling
-
Chairman’s Corner
Chairman’s Corner Chairperson’s column discussing the state of the world today and how that influences investment ... and describes to seminars the section sponsored to keep members apprised of changes. ;; Asset allocation; ...- Authors: Chad Aaron Hueffmeier
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Results-Oriented Solutions>Assess decision effectiveness; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Portfolio management - Finance & Investments; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Retirement risks
-
Insurance Liability Duration in a Low-Interest-Rate Environment
Environment This article discusses the recent low interest rate environment and the asset-liability management ... introduces the more robust duration measure called effective duration, which is the product of option-adjusted ...- Authors: Paul Heffernan
- Date: Jul 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management