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On the Determination of Capital Charges in a Discounted Cash Flow Model
Candidates for Reserves: – U.S. Statutory Reserves; – U.S. GAAP Reserves; – U.S. Tax Reserves; – Fair ... 60 80 Year In c o m e l e s s C a p it a l C h a r g e s Tax Reserves Evaluation Reserves ...- Authors: Application Administrator
- Date: Jan 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Measuring the Interest Rate Risk
increasing volatility of interest rates and, for U.S. actuaries, the introduction of interest rate futures ... leaving a positive amount of extra cash on the table today. I wish to emphasize at this point that ...- Authors: Paul Milgrom
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Bancassurance In India: Who Is Tying The Knot And Why
The deposits in banks grew another 10% of GDP by 2000. This level of growth in bank deposit has been ... the RBI proposed a series of amendments in March 2000. In addition to the entry of banks, the RBI also ...- Authors: Tapen Sinha
- Date: Jan 2006
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Banking - Finance & Investments; Global Perspectives; Public Policy
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Some Reflections on Fund Accounts
Some Reflections on Fund Accounts The purpose of this paper is to discuss the fundamentals of fund accounts ... Assumptions;Morbidity rates=Morbidity tables;Mortality assumption; 912 11/1/1949 12:00:00 AM ...- Authors: Leonard H McVity
- Date: Nov 1949
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Investment and Retirement Advice – A Guide for Employers
Investment and Retirement Advice – A Guide for Employers The Society of Actuaries’ ... unbiased toward any particular approach or organization’s product. This guide does not provide advice for specific ...- Authors: Linda Koco
- Date: Nov 2015
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Pensions & Retirement
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Total Return, Duration and Convexity
Total Return, Duration and Convexity In writing this note on the relationship between total return, ... it was author's intent to produce a better understanding of Redington's theory of immunization ...- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Interest Rate Futures: An Alternative to Traditional Immunization in the Financial Management of Guaranteed Investment Contracts
ismult ipl iedbythequantity ( l+~) , theresu l t i s If P di(n----- 3 ( 7) Zt/nBt 1+ ZB, 1+ ff examined ... avoiding the com- plicated delivery process. Table I gives the closing treasury bond futures prices ...- Authors: Allan M Fen
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Modeling Multivariate Risk - To Copula, or Not To Copula: That is the Question
What is a copula? An k-dimensional copula C (u) with u = (u1, · · · , uk) is a real-valued function defined ... following properties: I C (u) = 0, if at least one of the coordinates is 0; I C (u) = uk , if all other coordinates ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Solvency Risk
Solvency Risk This paper presents a new perspective on three basic financial quantities: assets, liabilities and ... 1993, VOL. 3. Assumptions;Interest rate risk;Mortality risk; 494 1/1/1993 12:00:00 AM ...- Authors: Henry Essert
- Date: Jan 1993
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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Modeling of Economic Series Coordinated with Interest Rate Scenarios
include a review of the implications of the procedure(s) with respect to the determination of risk-based capital ... their resumes (if a firm, of the principal individual(s) performing or directing the work), indicating how ...- Authors: Kevin Ahlgrim, Stephen P D'Arcy, Richard Gorvett
- Date: May 2001
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments