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Investment Policy and Inflation
Investment Policy and Inflation This discussion, of the same topic previously published in Vol. 12, No. 32, deals primarily with the Canadian aspects of investment policies and inflation. From ...- Authors: Society of Actuaries
- Date: May 1960
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Life Insurance>Investment strategy - Life Insurance
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Algorithms for Cash-Flow Matching
Algorithms for Cash-Flow Matching This paper presents enhancements to the classical cash-flow matching approach to developing fixed income portfolio investment strategy by allowing cash ...- Authors: Elias Shiu, Rama Kocherlakota, E S Rosenbloom
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investment strategy - Finance & Investments
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The Matching of Assets and Liabilities
The Matching of Assets and Liabilities This paper investigates how the concepts of asset-liability matching can be used to shape investment strategy. From Transactions of Society of Actuaries ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods
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The Adjusted Asset Base Method of Allocating Investment Income
The Adjusted Asset Base Method of Allocating Investment Income This paper describes a streamlined procedure for allocating investment income which permits the application of a single current ...- Authors: David G Adams, Charles E Farr, Thomas C Sutton
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Financial Reporting & Accounting
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Investment Generations Revisited
Investment Generations Revisited The principal purpose of this paper is to examine some of the factors that must be considered if the concept of investment generations is applied to the ...- Authors: John C Angle, Peter F Chapman, Charles G Fisher, Donald B Maier, Franklin E Peters, J Edwin Matz, Alvin B Nelsen
- Date: Oct 1977
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Financial Reporting & Accounting
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Nonparallel Yield Curve Shifts and Convexity
Nonparallel Yield Curve Shifts and Convexity In this paper, the relationship of convexity to the assumption of parallel shifts is explored, and new convexity measures are developed to reflect ...- Authors: Robert Reitano
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments
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A One-Factor Interest Rate Model and the Valuation of Loans with Prepayment Provisions
A One-Factor Interest Rate Model and the Valuation of Loans with Prepayment Provisions This paper sets out, in algorithm form, a one-factor term structure model of interest rates and illustrates ...- Authors: Michael Sherris
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Economic value
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Investments
Investments This discussion covered: 1. The extent to which companies' net earned interest rates have risen above their low points from that of several years ago and 2. The NAICs& ...- Authors: Society of Actuaries, Richard M Sellers, Dennis N Warters, Alfred N Guertin
- Date: Jun 1954
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Financial Reporting & Accounting>Statutory accounting; Public Policy
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An Introduction to Business Credit Insurance
An Introduction to Business Credit Insurance The objective of this paper is to introduce actuaries to business credit insurance. An overview of current business credit practices and terminology ...- Authors: Colin M Ramsay
- Date: Oct 1993
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Banking - Finance & Investments
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C-l Task Force Report - Bond and Mortgage Loan Default Experience, Real Estate Loss Experience
C-l Task Force Report - Bond and Mortgage Loan Default Experience, Real Estate Loss Experience Brief note that the report of this task force appears as “The Risk of Asset Default,” by Irwin T.- Authors: Irwin T Vanderhoof
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments