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Use of Derivatives by the Insurance Industry
Use of Derivatives by the Insurance Industry Presented at October 1996 Annual Meeting. The SOA ... co-sponsored a research project on the use of derivatives by the insurance industry, using annual statement ...- Authors: Larry M Gorski, Warren Luckner, David J Cummins, Lucien Burnett, Richard D Phillips, Thomas A McAvity
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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The Mollification Analysis of Stochastic Volatility
The Mollification Analysis of Stochastic Volatility One of the most important problems in Finance is ... is the valuation of financial securities written on underlying assets whose prices are subject ...- Authors: Lijia Guo
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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A Cautionary Note on Pricing Longevity Index Swaps
quantitative analysis of this brand new financial innovation. First of all, the presentation sets up a ... index swaps. This framework, which is based on the dynamics of death rates under a two-factor stochastic mortality ...- Authors: Siu-Hang Li, Rui Zhou
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and Equity-Indexed Annuities
So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and Equity-Indexed ... This session at the SOA 2003 Washington, DC Spring Meeting examines the nuts and bolts of implementing a ...- Authors: Daniel Patterson, Marshall C Greenbaum, Jun Zhuo, D Kent Freeman
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Weird Science: Dissection of Derivatives
Dissection of Derivatives Panelists at this session of the SOA 1998 Maui I Spring Meeting discuss the challenge ... challenge of how to regulate and account for the growing number of derivative products in the context of their ...- Authors: Larry M Gorski, Stephen Reddy, Charlene Marie Barnes, Christopher T Anderson
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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What Are Derivatives? How to Make Money with Them and Why Governments Care
What Are Derivatives? ... Orlando. In this session the speaker provided an overview of derivatives including: 1. Definition ... Definition. 2. Uses. 3. Types of risks - market, credit, legal, and systems. 4. Risk ...- Authors: R Stephen Radcliffe, Charles R Taylor
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Suboptimality of Asian Executive Indexed Options
Suboptimality of Asian Executive Indexed Options Characteristics of Asian Indexed Executive Options ...- Authors: Phelim Boyle, Jit Seng Chen, Carole L Bernard
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives
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Introduction to Credit Derivatives
Introduction to Credit Derivatives This session from the 2003 SOA Orlando Meeting covers credit derivatives ... CDSs, the advantages and disadvantages of credit derivatives and the regulatory overview. From the Society ...- Authors: Michael J Hambro, Gregory Henke, Craig Fowler, Kevin Reimer
- Date: Oct 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Public Policy
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A Primer on Credit Derivatives
explains the development of the credit derivative market, describes the most common types of credit derivatives ... instruments and explains the role they played in the financial market turmoil of 2008. Basel;Credit default ...- Authors: Stephen P D'Arcy, James P McNichols, Xinyan Zhao
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives
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Monitoring, Managing, and Controlling Derivative Instruments
and Controlling Derivative Instruments The session from the 1995 SOA New York City Meeting discusses ... that the correct type and amount of derivatives are in place. From the Record of the Society of Actuaries ...- Authors: Randall Boushek, David A Hall, Douglas A George
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives