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Modeling Function: To Centralize or Not To Centralize?
Modeling Function: To Centralize or Not To Centralize? In reaction to a spate of model conversion activity and rising acceptance of model risk management techniques, many companies have, or are ...- Authors: Joshua Chee, Sean Hayward, Michael Porcelli
- Date: Aug 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Setting Long-Term Investment Assumptions for Actuarial Models
Setting Long-Term Investment Assumptions for Actuarial Models Presented at May 2005 Spring Meeting. Panelists discuss the process of setting long-term investment assumptions from a practical ...- Authors: Phillip Schechter, Kevin Ahlgrim
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling
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General Assest Modeling Issues
General Assest Modeling Issues This session from the 1994 Valuation Actuary Symposium focuses on the modeling of assets and the problems and solutions for calculating asset market values in ...- Authors: Martin Klein, Thomas W Reese
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Immunization Theory: A Simplified Example
Immunization Theory: A Simplified Example This provides a basic example of a mathematical model which may be used to build an investment portfolio which will minimize the risk of interest rate ...- Authors: James C Hickman, LORI LYNN SCHUMACHER, DAVID C WU
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling
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Axioms for the Internal Rate of Return of an Investment Project
Axioms for the Internal Rate of Return of an Investment Project This paper studies the internal rate of return of a finite series of cash flows in terms of three natural axioms. Examples of rate ...- Authors: S. Promislow, David Spring
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Allocation: The Final Frontier?
Asset Allocation: The Final Frontier? 1998 SOA Spring Meeting, Maui. The panelists discussed the many factors involved with insurance company decisions on whether they are putting their money ...- Authors: Steven C Huber, Anthony Dardis, Michael H Haney, Andrew R Young
- Date: Jun 1998
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset allocation; Modeling & Statistical Methods>Asset modeling
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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
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Optimal Investment Allocation in a Jump Diffusion Risk Model with Investment: A Numerical Analysis of Several Examples
Optimal Investment Allocation in a Jump Diffusion Risk Model with Investment: A Numerical Analysis of Several Examples This article pertains to the optimal asset allocation of surplus from an ...- Authors: JENG ENG LIN, BLANE A LAUBIS
- Date: Nov 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital markets; Modeling & Statistical Methods>Asset modeling
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Analysis of Asset Spread Benchmarks - Appendix A
Analysis of Asset Spread Benchmarks - Appendix A The report examines various benchmarks for analyzing option adjusted spreads of the major fixed income asset classes of life insurance companies.- Authors: Society of Actuaries
- Date: Apr 2008
- Competency: External Forces & Industry Knowledge
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Asset modeling
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Interest Rate Volatility and Equilibrium Models of the Term Structure: Empirical Evidence
Interest Rate Volatility and Equilibrium Models of the Term Structure: Empirical Evidence This research paper examines the justification of using the one-factor general equilibrium model of Cox, ...- Authors: Marc A Godin
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling