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Derivatives in an Insurance Context
Derivatives in an Insurance Context This session is from the 1995 SOA Spring Meeting. Panelists discuss practical uses of derivatives, including interest rate and equity options and swaps.- Authors: John Mulholland, Bryan Boudreau, Joseph Koltisko
- Date: Apr 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Accounting for Investments
Accounting for Investments Presented at May 1996 Spring Meeting. The investment environment has undergone significant change over the last several years through the introduction of many ...- 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
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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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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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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 discusses a technique to reduce the bias from using Monte Carlo simulation to value American ...- 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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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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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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Residual Risk When Hedging Delta and Rho of Equity Options
Residual Risk When Hedging Delta and Rho of Equity Options This article explores the effectiveness of hedging delta and rho of equity options. This provides insight into the frequency and ...- Authors: Mark Evans
- Date: Mar 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Enterprise Risk Management>Capital markets; Finance & Investments>Derivatives