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Design a Stochastic Valuation/Forecast System
increase of an index such as the Standard & Poor's (S&P) 500. You can readily buy its hybrid securities ... securities, and you gain a portion of the upside of the S&P, while limiting your downside to a fixed amount.- Authors: Richard Wendt, Chris K Madsen, John M Mulvey
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension investments & asset liability management
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Session 027: Managing Risk for Underfunded Pension Plan
Session 027: Managing Risk for Underfunded Pension Plan Legislative changes and the economic ... Strikes Premium ($mm) Premium (%) S&P 500 83 / 98 -18.5 -2.64% Russell 2000 83 / 98 -6.1 -3.72% EAFE 83 ...- Authors: Kathleen Brolly, Christopher Wittemann, Chad Keuneke
- Date: Jan 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Risk management
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Pension Asset-Liability Projection Modeling
HocCOLA's 0 0 8 0 0 s 0 I 0 12 0 0 10 0 0 4 0 0 0 0 0 'y TrialsAD Portfolio Returns* H s 15 1 15 -2 -8 12 ... ["_----'l[------,I.,. _" "LJ Z i I __. h'_" -- 2.s%Mean 2.8% [ 25th v._ 2.1% 25th I_--_ [0.0% [ 0.0% ...- Authors: Debbie Benner, Colin G Carlton, Randall R King, John D Marshall
- Date: Apr 1986
- Competency: Communication>Active listening
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Risk Management of a DB Underpin Pension Plan
:The salary at age xr :The years of service :The annuity factor )12( |, )( txetxexrxrxrxe anStD +−−×××= ... cash flows and amortize by the salary-related annuity At time t, calculate the proportion of the hedging ...- Authors: Mary Hardy, Kai Chen
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Finance & Investments>Derivatives; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension investments & asset liability management
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Strategic Asset Allocation for Pension Plans
rate of wage increase, but, in fact, there's mortality uncertainty. There are actuarial detrimental ... reducing the risk. You still have a lot of risk on the table you can't match, or that you can't dedicate. If ...- Authors: Bryan Boudreau, Craig A Voelker, Mark C Abbott
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Pensions - Valuation of Assets
Pensions - Valuation of Assets This discussion takes an in-depth exploration of the valuation ... effect, is the same as paying dividends on group annuity policies if the source of divi- dends were restricted ...- Authors: Myles L Grover, George V Stennes, William F Marples, Robert Hugh Little
- Date: Jan 1961
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Investment Strategy and Pension Surplus Management
Investment Strategy and Pension Surplus Management This presentation starts with a panelist discussing ... # ,,,,,, _s_ , ,,,,, 9 - _i_ ,,,,," • ,,,,,, S. , ,.,,,'"'" o0% EQ O'/oE.,Q............. 0% EQ ...- Authors: Arnold Mark De Monte, Michael Peskin
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Matching Liabilities and Assets
Matching Liabilities and Assets This session at the SOA 1990 Dallas Spring Meeting is about the ... that, $550 million was actively invested in the U.S. stock and bond markets. We had $150 million in the ...- Authors: Donald Brackey, Richard Daskais, William F Quinn
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management