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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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Asset-Backed Securities
service. Net of that, there's some cash left on the table at every payment date when you're dealing with consumer ... pressure on the other common student loan issuers. Table 1 shows some of the issues that have been in the ...- Authors: Francis Sabatini, D L Auxier
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Fixed Income Derivatives - Uses and Implications
for instance. If you want to buy S&P 500 exposure, you can buy all 500 S&P stocks. That actually might cost ... someone whose benchmark is the S&P 500 and they're earning 4% over the S&P 500, but your company doesn't ...- Authors: Stephen Reddy, John Mulholland, Timothy L Patria
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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A Bias Reduction Technique for Monte Carlo Pricing of Early Exercise Options
A Bias Reduction Technique for Monte Carlo Pricing of Early Exercise Options This presentation ... – p. 8/12 Example: Setup • 5 underlying stocks S = (S1, S2, S3, S4, S5)′ • Price a 3-year American-style ...- Authors: Ronald Mark Reesor, MATT DAVISON, Tyson Whitehead
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Modeling efficiency
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Accounting for Investments
Accounting for Investments Presented at May 1996 Spring Meeting. The investment environment has ... variety of other indexes like Standard and Poor’s (S&P) 500 Index. That's basically what a derivative ...- Authors: Douglas C Kolsrud, Cathy Engelbert, Arnold Brousell
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting; Modeling & Statistical Methods>Asset modeling