21
-
30
of
43
results (0.59 seconds)
Sort By:
-
Asset-Liability Integration, Chapter 7: Valuation of Derivative Securities
Asset-Liability Integration, Chapter 7: Valuation of Derivative Securities Generally, the assets ... markets. However, the firm's liabilities become customer's' private placement assets and ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Finance & Investments>Asset liability management
-
Introduction to Research Methods for Actuaries
Society of Actuaries Note: The chart(s) referred to in the text can be downloaded at: http://handouts ... studying mortality improvement. There are some birth cohorts that have significantly better mortality improvement ...- Authors: Krzysztof Ostaszewski, Anthony Webb
- Date: May 2005
- Competency: Communication>Written communication; Professional Values>Practice expertise
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession; Actuarial Profession>Academic partnerships; Experience Studies & Data
-
Asset-Liability Integration: Introduction
Asset-Lit (SOA) S N Asset-Liability Integration Introduction The purpose of this work is to analyze ... idea directly related to that presented by Doherty (2000) for corporate risk. Panjer (1998) also presents ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management
-
Asset-Liability Integration, Chapter 4: Trading in Human Capital
disability, is short an annuity to the insured, retains a call on that annuity should rehabilitation prove ... cryonic suspension services are offered by sev- eral U.S.-based companies). One could venture here to ask ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management
-
What Is The True Value Of Tax Deferral?
at Florida State University. Note: The chart(s) referred to in the text can be found at the end of ... plans, individual retirement accounts and deferred annuity products. The actual quantification of this benefit ...- Authors: Krzysztof Ostaszewski, James M Carson
- Date: May 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Pensions & Retirement>Defined contribution and 401k plans
-
Modigliani, Miller and Mortgages
suffered spectacular damage in the downturns of 2000- 2002 and 2008. Funding retirement with stock portfolios ... But the providers of reverse mortgages face mortality improvement risk, just as any providers of annuities ...- Authors: Krzysztof Ostaszewski
- Date: Sep 2009
- Competency: Strategic Insight and Integration>Big picture view
- Topics: Economics>Financial markets
-
Are We Prepared for Interest Rates to Fall Again?
Panelists: SHANE A. CHALKE THOMAS C. GODLASKY* THOMAS S Y HOt Recorder: KRZYSZ-rOFM. OSTASZEWSKI Although ... common five years ago to hear even a prominent annuity writer say that his or her duration of liabilities ...- Authors: Shane A Chalke, Krzysztof Ostaszewski, Thomas Ho, Thomas C Godlasky
- Date: May 1994
- Competency: Strategic Insight and Integration
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
-
Asset-Liability Integration, Chapter 2: Defining Asset-Liability Management
cash value surrender, single premium deferred annuity tax- free exchange, and guarantees of interest ... enterprise S(i) equals A(i) L(i). If we apply the reasoning presented above to the function S(i), then ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Asset liability management
-
Macroeconomic Aspects Private Retirement Programs
The following figures are based on the data of the U.S. Department of Labor (1997): • Figure 1 shows the ... in DB Plans ! l I I I 2000 1970 1975 1980 1985 1990 1995 Year 2000 138 declined significantly ...- Authors: Krzysztof Ostaszewski
- Date: Jan 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Private sector plans
-
Asset/Liability Management for Social Security Systems
Asset/Liability Management for Social Security Systems Presented at October 1997 ... security systems and how they affect the country's national economy. Funding policy;Funding reform;Macroeconomics; ...- Authors: Robert Brown, Krzysztof Ostaszewski, Jagadeesh Gokhale
- Date: Oct 1996
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Social Insurance>Social Security