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  • Hedging European Call Option on a Non-dividend Paying Stock in a Random Interest Rate Environment using Futures
    Hedging European Call Option on a Non-dividend Paying Stock in a Random Interest Rate Environment using Futures This article lays out a generic framework on how to hedge a European call option on ...

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    • Authors: Daniel Hui
    • Date: Feb 2008
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments
  • 2017 Redington Prize Awarded at Annual Meeting
    2017 Redington Prize Awarded at Annual Meeting The article describes the 2017 Redington Prize-winning paper "Lapse-and-Reentry in Variable Annuities", by Thorsten Moenig and Nan ...

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    • Authors: James Kosinski
    • Date: Feb 2018
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Policyholder behavior - Annuities; Annuities>Pricing - Annuities; Annuities>Product development - Annuities
  • Highlights From “COVID-19: Implications for Capital Markets and Investment Modeling” Town Hall and Some Additional Commentary
    Highlights From “COVID-19: Implications for Capital Markets and Investment Modeling” Town Hall and Some Additional Commentary Summary of April 2020 Investment Section Town Hall and come ...

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    • Authors: Hal Warren Pedersen
    • Date: Jun 2020
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management; Finance & Investments
  • Measuring Fair Value for Participation Units of Stable Value Pooled Funds
    Measuring Fair Value for Participation Units of Stable Value Pooled Funds Measuring Fair Value for Participation Units of Stable Value Pooled Funds Asset valuation;Book value;Defined benefit ...

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    • Authors: Paul Donahue
    • Date: Feb 2003
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments; Pensions & Retirement
  • 2019 Investment Symposium— Session 3A: Real Returns and Risk Premia: What Are the Issues?
    2019 Investment Symposium— Session 3A: Real Returns and Risk Premia: What Are the Issues? How to set asset assumption, at the cycle or through the cycle and other considerations 4/6/2020 12:00:00 ...

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    • Authors: Society of Actuaries
    • Date: Apr 2020
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Annuities; Annuities>Investment strategy - Annuities; Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Annuities>Deferred annuities
  • The Case Against Stock in Corporate Pension Funds
    The Case Against Stock in Corporate Pension Funds The Case Against Stock in Corporate Pension Funds Corporate bonds;Equities=Common stock=Stock=Preferred stock;Pension plan assets; 10989 2/1/2003 ...

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    • Authors: Lawrence N Bader
    • Date: Feb 2003
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments; Pensions & Retirement>Funding
  • 2003 Stochastic Modeling Symposium
    2003 Stochastic Modeling Symposium Announcement of an upcoming 2003 Stochastic Modeling Symposium. Scenario generation=Scenario generators=Economic scenario generators;Stochastic models; 28444 7/ ...

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    • Authors: Martin Roy
    • Date: Jul 2003
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods
  • Actuarial Assumptions for Pension Plans Invite ArbitrageThe Case of Pension Obligation Bonds
    Actuarial Assumptions for Pension Plans Invite ArbitrageThe Case of Pension Obligation Bonds Actuarial Assumptions for Pension Plans Invite Arbitrage The Case of Pension Obligation Bonds by ...

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    • Authors: Jeremy Gold
    • Date: Sep 2000
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments; Pensions & Retirement>Funding
  • Economic Capital—Recent Market Developments and Trends
    Economic Capital—Recent Market Developments and Trends This article presents recent developments and trends with respect to Economic Capital based on the work of the EC subgroup of the ...

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    • Authors: Hubert B Mueller
    • Date: Jul 2003
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Economic capital
  • Chairperson's Corner
    Chairperson's Corner Overview of Investment Section activity and vision ahead. 6/12/2020 12:00:00 AM ...

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    • Authors: Hal Warren Pedersen
    • Date: Jun 2020
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management; Finance & Investments