1
-
10
of
15
results (0.58 seconds)
Sort By:
-
Results of the Survey on Variable Annuity Hedging Programs for Life Insurance Companies
Results of the Survey on Variable Annuity Hedging Programs for Life Insurance Companies This paper, ... part of the Society of Actuaries [SOA} ‘Research Projects – Finance/Investment,’ presented by the SOA’s ...- Authors: Robert Reitano, Charles L Gilbert, Kannoo Ravindran
- Date: Jan 2007
-
Mortality Cost Valuation of Underwriting Requirements
Valuation of Underwriting Requirements The purpose of this paper is to provide a unified theory for the evaluation ... evaluation of underwriting requirements where this evaluation is based on the measurement of the levels of ...- Authors: Robert Reitano
- Date: Oct 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Underwriting - Life Insurance
-
Two Paradigms for the Market Value of Liabilities
Paradigms for the Market Value of Liabilities In this article, the current state of the liabilities market ... an insurance liability market value. From Society of Actuaries Financial Reporting Monograph, M-AS99-1 ...- Authors: Robert Reitano
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Financial Reporting & Accounting>Fair value accounting
-
COURSE 230 LIGHT- A LESS FILLING OVERVIEW OF THE FELLOWSHIP EXAM ON PRINCIPLES OF ASSET-LIABILITY MANAGEMENT
LIGHT- A LESS FILLING OVERVIEW OF THE FELLOWSHIP EXAM ON PRINCIPLES OF ASSET-LIABILITY MANAGEMENT 1994 ... who missed the opportunity to study ALM material on their road to Fellowship. The focus of this session ...- Authors: Robert Reitano, Judy L Strachan, Gordon E Klein
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management
-
Multivariate Duration Analysis
mathematical formulation of the way in which a yield curve moves. A discussion of the paper follows. From ... From Transactions of Society of Actuaries 1991, Vol. 43. Analytics and informatics;Asset valuation;Discount ...- Authors: Robert Reitano, Elias Shiu, Anthony J Zeppetella
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
-
Multivariate Duration Analysis
mathematical formulation of the way in which a yield curve moves. To motivate the multivariate approach ... examples are presented that demonstrate the limitations of the traditional model when yield curve shifts ...- Authors: Robert Reitano
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
-
Update on Fair-Value Reporting
Reporting This session 5PD of the 1998 SOA Annual Meeting panel examines the recent developments and emerging ... value based accounting approach. From the Record of the Society of Actuaries, Vol. 24, No. 3. Financial ...- Authors: J Duran, W Paul McCrossan, Robert Reitano, Wayne S Upton
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Fair value accounting
-
A Statistical Analysis of Banded Data with Applications
A Statistical Analysis of Banded Data with Applications The goal of this paper is to develop best possible ... possible estimates for the higher moments of a distribution of a positive bounded random variable, such ...- Authors: Robert Reitano
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Claims - Life Insurance; Modeling & Statistical Methods
-
Multivariate Stochastic Immunization Theory
a new theory of immunization is introduced in which the approach is multivariate, and the goal is stochastic ... stochastic in the sense of minimizing stochastic risk. Discussions of this paper are included. Portfolio ...- Authors: Robert Reitano
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models
-
Asset Share Mathematics
This paper presents a new insight into the mathematical structure of asset share-type calculations. Asset ... Asset shares are interpreted as accumulations of insurance cash flows, which along with their related investment ...- Authors: Pierre Chouinard, Mark Evans, Peyton J Huffman, Frank C Metz, Robert Reitano, James A Tilley
- Date: Oct 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting