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Capital Allocation by Possibilistic Linear Programming Approach
(3 f f r" r" r ~- r r' r ' - r m Stuck I •).17 0,2 -0.23 017 0.8 (I.4 0.63 Stuck2 0.15 (I. 185 ... 152) ~, (() ()(15, 0.(165, (I (1(18, IILI) X2=(}.(17 I ~, X~=0.0597, XS=0,3690, X<,=O,5 (0 0244, 01165 ...- Authors: Lijia Guo, Zhen Huang
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Economic Measurement of Insurance Liabilities: The Risk and Capital Perspective
International Accounting Standards Board through IFRS Phase II, propose adopting many of these concepts ... differs from current fair value accounting proposals (IFRS Phase II, FAS 157) in three key areas: 1.- Authors: Larry Rubin, Randy Tillis, Michael J Lockerman, Xiaokai Shi
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Financial Reporting & Accounting
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Conversations - Fall 2002
Conversations - Fall 2002 The complete Conversations newsletter for Fall 2002. ; Conversations News and Information for ... article | Education & Research 25431 10/1/2002 3:17:00 AM Society of Actuaries ...- Authors: Society of Actuaries
- Date: Oct 2002
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Maximizing Personal Surplus: Liability-Driven Investment for Individuals
Maximizing ... 100 100 80 57 37 20 7 0 0 0 30 Years 100 95 76 51 17 5 0 0 0 0 15 Years 100 100 100 89 70 50 32 18 13 ... 14 12 10 2 0 0 25 Years 100 46 17 15 11 2 0 0 0 0 30 Years 80 20 17 12 0 0 0 0 0 0 ...- Authors: Michael Ashton
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Risk management
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Current Pension Actuarial Practice in Light of Financial Economics Symposium: Reporting of Defined Benefit Cost in the Sponsor's Books in an Unregulated Setting - Australia Compared to the United States and the United Kingdom
amended in 1992 (ASB 1988) and recently replaced by FRS 17 "Retirement Benefits," issued in November 2000 (ASB ... volatility in the sponsor's profit and loss. FRS 17 in the United Kingdom does not permit the corridor ...- Authors: Isabel Gordon
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Global Perspectives; Pensions & Retirement>Pension finance
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An Alternative Option Pricing Model
(8) C o =~,~ 00 I e-rT + p - [A(m,o~T) - l][uo~17] - B(m,o~tT) oZT/2 - u"*/2du Xe -uZ/2du ' (9) ... D(m,o2T), or 2 2 (17) B(mo2T) = A2(m,o2T) - 2A(m,o T) + D(m,o T). Combining (17) with (14) gives ...- Authors: Joseph D Marsden
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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Living to 100—A Woman’s Issue Abstract
Living to 100—A Woman’s Issue Abstract This paper focuses on the situation of women at high ages and the implications of ... 1 Anna Rappaport Consulting,17 East Division Street,Chicago, Illinois 60610 ...- Authors: Anna M Rappaport
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Demography>Gender factors; Demography>Longevity; Economics>Health economics; Social Insurance>Survivor benefits
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Purchase Accounting: To Defer or Not to Defer?
Purchase Accounting: To Defer or Not to Defer? This article addresses a specific PGAAP issue companies have faced recently ... 156 194 234 276 321 367 17 17 17 17 17 17 17 17 17 GAAP Guidance on Deferrals FAS ...- Authors: Julie Curry
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Why Men Die Younger: Causes of Mortality Differences by Sex: Appendices
Difference (Female-Male) Greece 44 skulls; 27 Male & 17 Female Neolithic-Early Bronze (3500 BCE–2000 BCE) ... 021105 16 0.001121 0.000535 67 0.039681 0.023179 17 0.001499 0.000620 68 0.043523 0.025452 18 0.001847 ...- Authors: Barbara Kalben
- Date: Feb 2002
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Gender factors
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The Value of Enterprise Risk Management: Evidence from the U.S. Insurance Industry
The Value of Enterprise Risk Management: Evidence from the U.S. Insurance Industry Abstract for the 2008 ERM Monograph ... statistically and economically significant and approximately 17 percent of firm value.- Authors: ROBERT E HOYT, Dudley L Moore, Andre P Liebenberg
- Date: Apr 2008