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Session 081: Economic Scenario Generation for Life, Pension and P&C Applications
Session 081: Economic Scenario Generation for Life, Pension and P&C Applications The academy generator is widely applied in actuarial practice. Initially confined to regulatory reserving, ...- Authors: Daniel B Finn, Hal Warren Pedersen, David Schraub
- Date: Feb 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments; Finance & Investments>Economic Scenario Generators
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Risk Position Reporting
Risk Position Reporting This paper reports on the findings of a working group established in 1999 by the SOA's Finance Practice Area to look at how the insurance industry measures and ...- Authors: Mary M Wilson, Mary Gilkison, Anthony Dardis, Francois R Morin, Stephen Britt
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Financial Reporting & Accounting
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Risk Management Terms
Risk Management Terms This is a compilation or risk management terms garnered from a survey of risk professionals supplemented with analysis of firm-level information on significant risks as ...- Authors: Marjorie Rosenberg, Peng Shi, SHINICHI KAMIYA, Joan Schmit
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk categories; Finance & Investments; Financial Reporting & Accounting
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Leveraging Up Return on Equity by Issuing Subordinated Indebtedness
Leveraging Up Return on Equity by Issuing Subordinated Indebtedness This paper presents a formula for calculating the expected rate of return on shareholders' equity when an insurance ...- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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A New Approach to Duration
A New Approach to Duration This paper describes a new approach of calculating duration by taking a portfolio perspective utilizing the idea of internal rate of return. It is presumed the user has ...- Authors: Merlin F Jetton
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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Chaotic Analysis on U.S. Treasury Interest Rates
Chaotic Analysis on U.S. Treasury Interest Rates This paper analyzes the U. S. Treasury monthly interest rates from 1953 to 1992, and the daily rates from 1981 to 1992 for various forms of ...- Authors: Steven Craighead
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Finance & Investments; Modeling & Statistical Methods
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Real Estate Investment
Real Estate Investment This session from the 1984 SOA New York City Meeting discusses real estate investments, mortgages and equities. Record of the Society of Actuaries Vol. 10, No. 3 Equities= ...- Authors: Christopher D Budden, Benjamin D Fein, Garnett L Keith, Robert McClester, Meyer Melnikoff, William L Ramseyer
- Date: May 1984
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Global Perspectives
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pd-2019-05-las-session-049.pdf
...- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Finance & Investments
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Valuing American Options in a Path Simulation Model
Valuing American Options in a Path Simulation Model The goal of this paper is to dispel the prevailing belief that American-style options cannot be valued efficiently in a simulation model by ...- 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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Measuring the Interest Rate Risk
Measuring the Interest Rate Risk This paper develops the theory of the measurement of interest rate risks from its foundations, beginning with the question of which asset values market or book ...- Authors: Paul Milgrom
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments