81
-
90
of
195
results (0.45 seconds)
Sort By:
-
Nonparallel Yield Curve Shifts and Convexity
Nonparallel Yield Curve Shifts and Convexity In this paper, the relationship of convexity to the assumption of parallel shifts is explored, and new convexity measures are developed to reflect ...- Authors: Robert Reitano
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments
-
The Taylor Series Approximation for FAS 91 Adjustments
The Taylor Series Approximation for FAS 91 Adjustments Financial Accounting Standard Number 91 deals with the calculation of investment income and amortized cost for mortgage backed securities, ...- Authors: Steven Miller
- Date: Jan 1993
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments
-
Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study
Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study 1993 SOA Annual Meeting in New York. This session is about an intercompany study on credit ...- Authors: Gery J Barry, Warren Luckner, Kin O Tam, Edward I Altman, William Wendt, Mark G. Doherty
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data; Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments
-
Arithmetic of Option Pricing
Arithmetic of Option Pricing This teaching session will examine option-pricing techniques, binomial models, lattice, the hedge portfolio and considerations and reasons for discounting at the ...- Authors: Joseph Koltisko, Craig Merrill
- Date: Apr 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
-
Synthetic Guaranteed Investment Contracts GICs: An Overview
Synthetic Guaranteed Investment Contracts GICs: An Overview This session from the 1995 SOA Boston Meeting discusses synthetic GICs, an overview of what a wrap is, the product development and ...- Authors: Mark Joseph Goldman, Judith Markland, James McDevitt, Klaus Shigley
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Public Policy
-
Investment Generations Revisited
Investment Generations Revisited The principal purpose of this paper is to examine some of the factors that must be considered if the concept of investment generations is applied to the ...- Authors: John C Angle, Peter F Chapman, Charles G Fisher, Donald B Maier, Franklin E Peters, J Edwin Matz, Alvin B Nelsen
- Date: Oct 1977
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Financial Reporting & Accounting
-
LIFE INSURANCE COMPANY INVESTMENTS
LIFE INSURANCE COMPANY INVESTMENTS This guide lists literature sources that an actuary can use to gain knowledge on investments and asset/liability management. It can be viewed as a preliminary ...- Authors: Society of Actuaries
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investments
-
Risk & Rewards February 2014 Issue 63 - 2013 Investment Contest Wrap-Up
Risk & Rewards February 2014 Issue 63 - 2013 Investment Contest Wrap-Up Summarized the 2013 Investment Contest, listing winners in three categories. Optimization;Asset ...- Authors: Frank Grossman, Thomas Anichini
- Date: Feb 2014
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Investments
-
Outsourcing the Investment Function: Opportunities for the Smaller Insurer
Outsourcing the Investment Function: Opportunities for the Smaller Insurer Discusses the current options and the benefits of outsourcing various corporate functions. Financial management; 11143 5 ...- Authors: Anson Glacy
- Date: May 2001
- Competency: External Forces & Industry Knowledge
- Publication Name: Small Talk
- Topics: Finance & Investments>Investments
-
London Stocks
London Stocks London Stocks in The Actuary, April 1979, Volume 13, Number 4. Global markets;Institute and Faculty of Actuaries=IFA=UKAP;Return on investment; 12101 4/1/1979 12:00:00 AM ...- Authors: Application Administrator
- Date: Apr 1979
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Investments