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Strategic Considerations in Designing a Revenue Hedging Policy for Nonfinancial Companies Using the Example of the Oil Tanker Industry
Strategic Considerations in Designing a Revenue Hedging Policy for Nonfinancial Companies Using the Example of the Oil Tanker Industry Risk management theory prescribes a few legitimate reasons ...- Authors: Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Investment policy
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Using Trading Costs to Construct Better Replicating Portfolios
Using Trading Costs to Construct Better Replicating Portfolios Regularization, by means of trading restrictions, is an effective way to obtain sparse replicating portfolios. By including only the ...- Authors: Curt Burmeister, Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Economic capital
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Complex Liability Modeling Issues
Complex Liability Modeling Issues From a session at the 2001 Valuation Actuary Symposium, held in Lake Buena Vista, Florida, November 29-30, 2001 Teaching session covering the development of ...- Authors: Application Administrator, Thomas J Mitchell, John M O'Sullivan, Joseph M Rafson
- Date: Nov 2001
- Competency: Communication; External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Capital and Hedge Modeling for Variable Annuities
Capital and Hedge Modeling for Variable Annuities Panelists discuss economic capital, capital modeling, and hedge modeling, especially for guaranteed living benefits [GLBs] on variable annuities.- Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Arbitrage-Free Pricing of Interest-Rate Contingent Claims
Arbitrage-Free Pricing of Interest-Rate Contingent Claims This paper discusses the pricing of bond options and interest-sensitive cash flows by discrete state/time models such as binomial ...- Authors: Elias Shiu, Application Administrator, Hal Warren Pedersen
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Economic value
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Demutualization
Demutualization Presented at April 1985 Spring Meeting. This session discussed: Pros and cons of demutualizing, legal and regulatory perspective, current demutualization developments, ...- Authors: Ira Friedman, David H Jungk, James H MacNaughton, Application Administrator, Walter Shur
- Date: Apr 1985
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Public Policy
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Asset/Liability Issues of Synthetic GICs
Asset/Liability Issues of Synthetic GICs This session from the 1995 SOA Boston Meeting discusses the asset/liability implications of synthetic GICs, book value wrappers, the investment risks, and ...- Authors: Allan M Fen, Daryle G Johnson, Application Administrator, Cheryl Krueger
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Financial Market Volatility: Modeling and Management
Financial Market Volatility: Modeling and Management From a session at the Spring meeting of the Society of Actuaries held in San Antonio, Texas, June 14-15, 2004 This session covers ...- Authors: Francis Sabatini, Application Administrator, Aleksandar Kocic
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods
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Two Chief Financial Officers
Two Chief Financial Officers Features Editor Deborah Poppel met with CFOs Bertram Pike, of John Hancock, and Ralph Verni, of The New England. They talked about the role of the CFO and the ...- Authors: Application Administrator
- Date: Dec 1987
- Competency: External Forces & Industry Knowledge>Internal forces and business performance
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments
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AERF
AERF Article AERF in The Actuary, May 1979, Volume 13, Number 5 Asset liability management=ALM;Asset management;Asset modeling;Asset valuation;Contingencies;Investment policy;Investment strategy; ...- Authors: Application Administrator
- Date: May 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Capital management - Finance & Investments; Modeling & Statistical Methods>Asset modeling