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Risks in Investment Accumulation Products: Recent Research
_________________________________ *Copyright © 2000, Society of Actuaries Note: The charts referred ... contracts that we have at Great West Life and Annuity. Steve Miller is vice president of derivatives ...- 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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Actuaries on the Asset Side
a lot of actuaries who could bring a lot to the table. Have any of you ever tried to log on to any ... had a couple of decrements. You had interest, mortality, expenses and other things. After a while I went ...- Authors: Gary J Caine
- Date: May 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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The Relationship between a Profit Center's Surplus Needs and its Cost of Equity Capital
The Relationship between a Profit Center's Surplus Needs and its Cost of Equity ... Center's Surplus Needs and its Cost of Equity Capital This research paper explores an insurer's surplus ...- Authors: Dorothy Andrews
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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A General Formula for Option Prices in s Stochastic Volatility Model
A General Formula for Option Prices in s Stochastic Volatility Model This presentation considers the ... stochastic volatility. The presentation shows how Parseval’s theorem may be used to express those prices as Fourier ...- Authors: Daniel Dufresne, Stephen Chin
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Session 188: Equity Market Returns: Reshaping the Risk Distribution
Session 188: ... 15% 20% 25% Q1 Q5An nu al ize d Re tu rn s / V ol at ili ty Quintiles are not created equal ... 15% 20% 25% Q1 Q5 An nu al ize d Re tu rn s Equal risk of quintiles MSCI World Total Return ...- Authors: Charles L Gilbert, Laurie-Anne Davison, Naoya Kobayashi
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Life Insurance; Life Insurance>Reserves - Life Insurance
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Risk Position Reporting
Risk Position Reporting This paper reports on the findings of a working group established in 1999 ... working group established in 1999 by the SOA's Finance Practice Area to look at how the insurance ...- Authors: Mary M Wilson, Mary Gilkison, Anthony Dardis, Francois R Morin, Stephen Britt
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Financial Reporting & Accounting
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Funding for Investment Risks
talk to you a little bit better, you can see in Table 1 in 10-year intervals what the average default ... 1.6 1.2 _0 © 0.8 _Z 0.4 0 1940 52 64 76 88 2000 YEAR FUNDING FOR INVESTMENT RISKS these bonds ...- Authors: Application Administrator, David A Hall, Daniel E O'Sullivan, Robert Reitano
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Hedging Policy Consistency Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy
Consistency Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy ... consistent hedging policy is incompatible with management’s competencies and role in the company, requiring management ...- Authors: Application Administrator
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Real Time Delphi Study of Four Economic Variables
on two-, five- and 10- year forecasts for four U.S. economic variables 1. Annual increase in the ... Index (CPI) 2. 10-year Treasury spot yields 3. S&P 500 total rate of return 4. Corporate Baa spot ...- Authors: Theodore J Gordon
- Date: Jun 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Analysis of Asset Spread Benchmarks
Securities and US Government Agencies. The table below summarizes the distribution of invested asset ... in aggregate as “All Other Assets” in this table. Table 1 Asset Classification Percent Distribution ...- Authors: Society of Actuaries
- Date: Apr 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Life Insurance>Reserves - Life Insurance