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A Corporate Model for GAAP, et Cetera
A Corporate Model for GAAP, et Cetera In this discussion, the panel recalls all of the considerations ... the computer. If the investment results are of primary concern at a particular time, and underwriting ...- Authors: Alice B Goldstein, John C Wooddy, Barbara G Markowitz, Harry M Markowitz
- Date: Apr 1979
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Advanced Topics in Annuity Modeling
going on, then I think there needs to be more care in finding out exactly what that investment strategy ... I'll get rid of model cells and take greater care in terms of building a model with as few cells as ...- Authors: Francis Sabatini, Peter Tilley, Russell Osborn
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Modeling & Statistical Methods
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Equity-Indexed Modeling
Equity-Indexed Modeling This session at the 1998 Valuation Actuary Symposium discusses the modeling ... that the price of the security would have a very direct impact on the price of the derivative. Therefore ...- Authors: Alan Downey, Duc Ho, Scott Houghton
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods
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Asset Modeling Concepts
Asset Modeling Concepts This session 5TS of the 2004 Valuation Actuary Symposium covers the ... rebalancing. So, why do we care? Why is asset modeling important? What do we care about? I tend to see a ...- Authors: Don Wilson, ELLEN COOPER
- Date: Sep 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Yield Curve Projection Techniques
Yield Curve Projection Techniques 1990 Valuation Actuary Symposium session is a panel discussion ... of these rates for the period 1970 to 1990. The primary purpose of this graph is to compare with projected ...- Authors: Gregory D Jacobs, Steven Miller, Thomas M McComb
- Date: Sep 1990
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Risks in Investment Accumulation Products: Recent Research
Risks in Investment Accumulation Products: Recent Research 1999 SOA Annual Meeting, San Francisco. ... investment officer at Sun Life of Canada. His primary activity is asset/liability management, including ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods
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Specific Asset Modeling Issues and Applications Beyond Cash-Flow Testing
Specific Asset Modeling Issues and Applications Beyond Cash-Flow Testing This session from ... independent models. Corporate debt securities are the primary example of an optionable security with a single ...- Authors: Jeremy Brown, Catherine Ehrlich, Douglas A George
- Date: Jan 1994
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods
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Asset-Liability Modeling Issues: An Open Forum
Asset-Liability Modeling Issues: An Open Forum This session from the 2005 SOA New Orleans ... inputs we have, the outputs we have and they take care of that housekeeping, documenting even the decisions ...- Authors: Tracey Polsgrove, ELLEN COOPER
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Considerations in Generating Economic Scenarios
Considerations in Generating Economic Scenarios In session 40PD of the 2004 Valuation Actuary Symposium, ... it's the cash flows that take the time and the care. Chart 10 shows a mathematical formula. You're ...- Authors: Douglas Robbins, David Weinsier, ELLEN COOPER
- Date: Sep 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Model Risk
Model Risk From session 76 CS at the Spring regional meeting of the Society of Actuaries held in ... models for asset prices, interest rates, health care, and pension costs trends are based on economic ...- Authors: Rishi Kapur, Elliot Noma
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods