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Cox, Ingersoll and Ross Models of Interest Rates
Cox, Ingersoll and Ross Models of Interest Rates Presented at May 2002 Spring Meeting. Our lecturer ... relating to the Cox, Ingersoll & Ross model of interest rates, including an effective way of pricing ...- Authors: Peter Tilley, Wojciech Szatzschneider
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Forecasting
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The FHLB Advance Window: A Compelling Opportunity?
The FHLB Advance Window: A Compelling Opportunity? Presented at May 2002 Spring Meeting. This ... This session describes the general features of advance programs operated by various Federal Home Loan Banks ...- Authors: Anson Glacy, Thomas Grondin, UNKNOWN H D Barkett
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Banking - Finance & Investments; Finance & Investments>Investments
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1A: Low Interest Rates - Better to Get Used to Them Despite Their Bitterness
declining ever since the Volcker Fed tackled inflation in the early eighties. Ten years of stimulating monetary ... brought rates to these low levels and the potential impacts on the insurance business. Financial Security; ...- Authors: Fiona Ng, Benoît Durochers, Christian Robert
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Economics; Economics>Financial markets; Finance & Investments>Investments; Finance & Investments>Portfolio management - Finance & Investments
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4A: Maintaining A Pension Plan Long-Term: Hedging the Risks
Hedging the Risks In this session, we will explore investment solutions that aim to maintain the long-term ... long-term viability of a pension plan, with considerations on hedging interest rates, credit, inflation, longevity ...- Authors: Alexander Pekker, Christian Robert
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics; Economics>Financial economics; Finance & Investments; Finance & Investments>Investments
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CMO Boot Camp: In the Tranches
CMO Boot Camp: In the Tranches Panelists provide a primer on Collateralized Mortgage Obligations [CMOs] ... are constructed and why they exist. Session 3 of the 1991 Valuation Actuary Symposium. Collateralized ...- Authors: Randall Boushek, David A Hall
- Date: Jan 1991
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments
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Synthetic Guaranteed Investment Contracts GICs: An Overview
session from the 1995 SOA Boston Meeting discusses synthetic GICs, an overview of what a wrap is, the product ... implications, and the current regulatory environment. From the Record of the Society of Actuaries, Vol ...- Authors: Mark Joseph Goldman, Judith Markland, James McDevitt, Klaus Shigley
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Public Policy
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Securities and Exchange Commission/Mutual Fund Side of Variable Products
Commission/Mutual Fund Side of Variable Products This session from the 1995 SOA Boston Meeting reviews ... reviews one and five year returns in the stock and bond markets, fund expenses for retail funds versus insurance ...- Authors: Mary Ann Brown, Stephen E Roth, David J Pearlman, Barbara J Walter
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Pensions & Retirement>Funding
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Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study
Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study 1993 ... credit risk of private placement bonds and commercial mortgages. The development of the study, results ...- Authors: Gery J Barry, Warren Luckner, Kin O Tam, Edward I Altman, William Wendt, Mark G. Doherty
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data; Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments
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GIC in a Box
place at the 2000 Annual Meeting of the Society of Actuaries, held October 15-18 in Chicago. The panelist ... panelist look at a variety of capital market structures used to replace maturing guaranteed investment, ‘GIC ...- Authors: Victor Modugno, Patricia McWeeney, Teresa A Radzinski
- Date: Oct 2000
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
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New Investments and New Investment Strategies
faced by the insurance-company portfolio manager, how to measure or value interest-rate risk, some of the ... available, the futures and options market, construction of a synthetic security, and the review of mortgage-backed ...- Authors: Robert P Clancy, Kenneth Eiger, Alan W Sibigtroth, Gary E Wendlandt, John A Richards, Jess Yawitz
- Date: May 1987
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Finance & Investments>Portfolio management - Finance & Investments