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Swap It! Variable M&E Revenuefor Fixed M&E Revenue
Swap It! Variable M&E Revenuefor Fixed M&E Revenue As equity markets decline and become more volatile, the likelihood of significant guaranteed benefit claims increases, while increases ...- Authors: Marshall C Greenbaum, Adam Zivitofsky
- Date: Feb 2002
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Derivatives
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Session 45: Dynamic Hedging - Fair Valuation for FAS 133
Session 45: Dynamic Hedging - Fair Valuation for FAS 133 Presented at May 2002 Spring Meeting. This session covers the current status of FAS 133 and extensions such as the proposed statement ...- Authors: Ejaz Haroon, Martin Hall
- Date: May 2002
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Pricing of Credit Derivatives
Pricing of Credit Derivatives This is the abstract of the paper 'Pricing of Credit Derivatives'. This talk will give an overview of current pricing techniques. We first show how to ...- Authors: David X Li
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
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Quasi-Monte Carlo Methods in Numerical Finance
Quasi-Monte Carlo Methods in Numerical Finance This is the abstract of the paper Quasi-Monte Carlo Methods in Numerical Finance. This paper introduces and illustrates a new version of the Monte ...- Authors: Ken Seng Tan
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Simulation
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Bounds on Multiple Contingent Claims
Bounds on Multiple Contingent Claims These are the abstract and reference of the paper 'Bounds on Multiple Contingent Claims'. Lo considered the problem on bounding a European option ...- Authors: Phelim Boyle, Xiaodong Sheldon Lin
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
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Session 1: Opening General Session
Session 1: Opening General Session What is the impact of aging populations on economic growth and interest rates?” “Are low interest rates and inflation a short-term phenomenon?” “How will ...- Authors: Society of Actuaries, Richard Hokenson
- Date: Mar 2018
- Competency: Professional Values>Ethical standards; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Derivatives; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Introduction to Derivative Products
Introduction to Derivative Products 1993 SOA Meeting, Quebec. This session discussion is an introduction to derivative products. Topics included: 1. Definition and basic ...- Authors: Martin Klein, Francis Sabatini, Peter A Minton
- Date: Jun 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Asset-Backed Securities
Asset-Backed Securities Presented at May 1996 Spring Meeting. In this teaching session, various forms of asset-backed securities, e.g., credit cards, auto, home equity, commercial real estate, ...- 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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rar-2012-iss60-boudreault
rar-2012-iss60-boudreault Introduction to option pricing, with special attention to issues in applying these tools to price equity-linked insurance products. Clear, accessible explanation of key ...- Authors: Mathieu Boudreault
- Date: Sep 2012
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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Financial Economics: The Option You Can't Refuse
Financial Economics: The Option You Can't Refuse Presented at June 1996 Spring Meeting. Provides overview of modern pricing of assets such as derivatives. It includes theory and practical ...- Authors: David N Becker
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling