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Long-Term Care: Hedging Your Bet
Long-Term Care: Hedging Your Bet Despite a clear need and demographics which should be favorable to ... to LTCI growth, the market remains stalled due to lack of understanding on the consumer side, and uncertainty ...- Authors: Dawn E Helwig, Nicola P Barrett, Rajesh Bhandula
- Date: Dec 2007
- Competency: External Forces & Industry Knowledge>General business skills; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Long-Term Care News
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Derivatives; Finance & Investments>Investment strategy - Finance & Investments; Long-term Care>Long-term care insurance
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Options And Futures - A Teaching Session
from the 1984 SOA Atlanta Meeting is a teaching session of options and futures and discusses the basics ... basics of options and futures, hedging risks, the difference between hedging and arbitrage, taxation and ...- Authors: David P Jacob, Arthur L Rebell, Richard L Sega, Alan W Sibigtroth, James A Tilley
- Date: Apr 1984
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Implementation of Arbitrage-free Discretization of Interest Rate Dynamics and Calibration via Swaptions and Caps in Excel VBA
Implementation of Arbitrage-free Discretization of Interest Rate Dynamics and Calibration via Swaptions ... dynamics under spot measure and forward measure. Imposing martingale discretization property, the same quantities ...- Authors: Ohoe Kim, Swathi D Gaddam
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics>Financial economics; Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Valuing American Options in a Path Simulation Model
Options in a Path Simulation Model The goal of this paper is to dispel the prevailing belief that American-style ... impediment to the use of simulation models for valuing financial instruments. Discussions of this paper ...- Authors: James A Tilley
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Dynamic simulation models
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A Global Derivatives Framework for Banks to Centrally Manage and Hedge Market Risks in the Financial System
Centrally Manage and Hedge Market Risks in the Financial System The bank’s customers viz. non-bank company ... company often get into various kinds of derivative transactions with a bank or some other non-bank company ...- Authors: ABHISHEK SINGH CHAUHAN
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Derivatives
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Financial Economics: The Option You Can't Refuse
Financial Economics: The Option You Can't Refuse Presented at June 1996 Spring Meeting. Provides ... Provides overview of modern pricing of assets such as derivatives. It includes theory and practical applications ...- Authors: David N Becker
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling
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Session 45: Dynamic Hedging - Fair Valuation for FAS 133
Session 45: Dynamic Hedging - Fair Valuation for FAS 133 Presented at May 2002 Spring Meeting. ... session covers the current status of FAS 133 and extensions such as the proposed statement of position on ...- Authors: Ejaz Haroon, Martin Hall
- Date: May 2002
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Hedging Variable Annuity Guarantees With Long-Dated Equity Derivatives
distribution channels has resulted in a proliferation of exotic options embedded in variable annuity products ... Accounting Principles=GAAP;Liquidity;National Association of Insurance Commissioners=NAIC;Risk-based capital=RBC; ...- Authors: Michelle Smith, Roma Jakiwczyk, Edward Wilson, Mark Evans
- Date: Nov 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Finance & Investments>Derivatives
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Environment and Financial Markets
proposes to put the environment into financial markets. It explains how to do it, and why the financial approach ... approach is practically the only one able to stop and invert environmental degradation. The author concentrates ...- Authors: Wojciech Szatzschneider
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods
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Swaps and the Swaps Yield Curve
Swaps and the Swaps Yield Curve Article, Swaps and the Swaps Yield Curve by Joseph G. Haubrich, reprinted ...- Authors: Joseph G Haubrich
- Date: Feb 2004
- Competency: External Forces & Industry Knowledge>General business skills
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Derivatives