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Certain Actuarial Considerations in Determining Life Insurance Company Equity Values - Actuarial Note
ratio, discusses the effect on earnings of changes in investment income, and discusses the effect on surplus ... surplus and earnings of changes in reserve basis. Market value of entities; 1951 10/1/1965 12:00:00 AM ...- Authors: Thomas P Bowles, Lloyd S Coughtry
- Date: Oct 1965
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Economic value
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Valuing a Life Insurance Company
Valuing a Life Insurance Company Presentation of some of the factors to be considered, and approaches which ... rates=Lapses;Marketing and distribution;Market value of assets;Market value of entities;Return on capital;Statutory ...- Authors: Melvin L Gold, Robert C Tookey
- Date: Apr 1962
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Finance & Investments>Economic value; Financial Reporting & Accounting>Statutory accounting
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Arbitrage-Free Pricing of Interest-Rate Contingent Claims
Arbitrage-Free Pricing of Interest-Rate Contingent Claims This paper discusses the pricing of bond options and ... lattices. Current binomial models are faulty because the put-call parity relationship may not hold for all ...- Authors: Elias Shiu, Application Administrator, Hal Warren Pedersen
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Economic value