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Analysis of Junk Bond Investment Results
ROBERT J. JOHANSEN Panelists: FAYE ALBERT JEROME S. FONS* PAULETTE JOHNSONt Recorder: J. CALVIN WINTER ... project to compile a public actuarial database on mortality and morbidity for CCRCs. Dr. Paulette Johnson ...- Authors: Application Administrator, Robert J Johansen, John C Winter, Paulette Johnson, Jerome S Fons
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data; Finance & Investments>Investments
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Arithmetic of Option Pricing
firm. A life insurance contract covers not just mortality risk---one has to value loan privileges and the ... about later. As an example, let's say that today' s interest rate is 5% (annualized), so this is a one-year ...- Authors: Joseph Koltisko, Craig Merrill
- Date: Apr 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
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Investment Policy In A Changing Economy
investment risk needs. Let s =S/A = ratio of surplus to assets, and X = M/S = ratio of market value of ... of co_uuon stocks to surplus; where S = statutory surplus (includlngMSVR) A = admitted assets M = market ...- Authors: Donald D Cody, William A Dreher, Irwin T Vanderhoof, Allan B. Roby
- Date: Apr 1976
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment policy; Finance & Investments>Investments
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The Risk of Asset Default - Report of the Society of Actuaries C-1 Risk Task Force of the Committee on Valuation and Related Areas
large issues defaulting in the Hickman study [10, Table 229], 80 percent of those returning to good standing ... buyout). 3. 2 Aggregate Results Figure 1 and Table 1 show the rates of default for all publicly traded ...- Authors: Application Administrator, Aaron Tenenbein, Irwin T Vanderhoof, Ralph Verni
- Date: Oct 1989
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Economics>Financial markets; Finance & Investments>Investments
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LIFE INSURANCE COMPANY INVESTMENTS
LIFE INSURANCE ... 1/5/95 H-2-95 S O C I E T Y O F A C T U A R I E S LIFE INSURANCE ... Effective Duration” (by D. Audley, R. Chin, S. Ramamurthy and S. Volin), 665–681. Chapter 37 “The Term Structure ...- Authors: Society of Actuaries
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investments
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Asset Management for an Insurance Company
responsible 4% or so. When an actuazy priced an annuity it was to ascertain that amount which could be ... DISCUSSION TO add to the excitement of the 1980's, we find ourselves in a very competitive marketplace ...- Authors: Steven Eisenberg, Raymond J Nacin, Stanley B Tulin
- Date: Oct 1981
- Competency: Leadership>Thought leadership; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Investment strategy - Annuities; Finance & Investments>Asset allocation; Finance & Investments>Investment policy; Finance & Investments>Investments; Life Insurance>Investment strategy - Life Insurance
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Issue and Analysis of Bonds in Inflationary Conditions
the conditions of issue and afterwords the analys i s of Bonds, due to different ways of determining the ... a) on Currency: - Local - Foreign (generally: U.S. dollars, Swiss Francs, b) on Interest Rate: D-marks ...- Authors: EDUARDO MELINSKY
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments
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Evaluation of the Rollover Option
an n-year GIC or zero-coupon bond be denoted as S o. Assume that the customer's old GIC will mature ... n-year GIC or zero-coupon bond at time t be denoted by S t, which is a random variable as viewed from time ...- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments
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Capital Asset Pricing Model
investments with some emphasis on equities, to domestic U.S. investments with some emphasis on fixed-income securities ... a minute I'm going to put some numbers up here (Table 1). This is a correlation matrix, and these are ...- Authors: Joseph J Buff, Jacky Morin, Vernon H Budinger, T Scott Wittman, Jeffery R Margolis
- Date: May 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
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Risk and Light
Risk and Light This article shows how market participants’ view of risk impacts not just ... choices, but also how they impact on everyone else's choices as well. Liquidity;Return on capital;Credit ...- Authors: David Ingram
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Investments