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Swaps and the Swaps Yield Curve
andhttp://www.actuaries.ca/meetings/archi v e _ i n v e s t m e n t 2 0 0 3 _ f . h t m l f o r t h e F r ... th is year ’ s success , the 2004 s y m p o s i u m w i l l b e h e l d i n B o s t o n o n ...- Authors: Joseph G Haubrich
- Date: Feb 2004
- Competency: External Forces & Industry Knowledge>General business skills
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Derivatives
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Chairperson's Corner
Chairperson's Corner Update on section activities. Asset liability management 6442484020 ... Chairperson's Corner Update on section activities. Asset liability management 6442484020 8/1/2018 ...- Authors: Kelly Featherstone
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession>Professional associations
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Economic Capital: A Case Study To Analyze Longevity Risk
Economic Capital: A Case Study To Analyze Longevity Risk Feature article discussing ... requirements, but have largely disregarded the impact of mortality volatility on their liability assumptions when ...- Authors: Stuart Silverman
- Date: Aug 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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1999 Market Triathlon Results
1999 Market Triathlon Results 1999 Market Triathlon Results by Frank M. Grossman from Risks ... Newsletter, September 2000, Issue No. 35. Government bonds;Return on investment; 10936 9/1/2000 12:00:00 AM ...- Authors: Frank Grossman
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments
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GMDB Pricing:Comparing a Lognormal Model to a Regime-SwitchingLognormal Model
article is to apply a two- regime model to variable annuity guaranteed minimum death benefit (GMDB) pricing ... any given time. Dr. Hardy fit her model to monthly S&P 500 total return data for the period 1956-1999 ...- Authors: Robert Stone
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
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Municipal Reinvestment Contracts
Municipal Reinvestment Contracts Municipal Reinvestment Contracts by Victor Modugno from Risks and Rewards Newsletter, ... Newsletter, September 2000, Issue No. 35. Government bonds; 10921 9/1/2000 12:00:00 AM ...- Authors: Victor Modugno
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>General business skills
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments
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It’s Time to Give More Focus to Risk Control
It’s Time to Give More Focus to Risk Control Against a background of recent capital market downturns ... focus on risk control with respect to variable annuity and life products. This article originally appeared ...- Authors: Patrick Reinkemeyer
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Life Insurance
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Low Interest Rates and the NAIC Economic Scenario Generator Project
flows in an asset-liability simulation model. In the U.S. such valuation methods have been called “principle-based” ... provide its ESG. They selected Conning, and Conning’s interest rate generator is based on a three-factor ...- Authors: Stephen Strommen
- Date: Jun 2022
- Publication Name: Risks & Rewards
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Bond Prices, Yields, and Convexity
Bond Prices, Yields, and Convexity ... Advisers from Risks and Rewards Newsletter, April 2000, Issue No. 34. Discount rates=Interest rates;Yield ... rates;Yield curve=Term structure; 10930 4/1/2000 12:00:00 AM ...- Authors: Joel Prakken
- Date: Apr 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments
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Time Track:Analyzing Historical Asset Returns
Time Track:Analyzing Historical Asset Returns Time Track: Analyzing Historical Asset Returns ... Newsletter, September 2000, Issue No. 35. Government bonds;Return on investment; 10938 9/1/2000 12:00:00 AM ...- Authors: Richard Wendt
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments