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Interest Scenarios
Interest Scenarios From a session at the annual meeting of the Society of Actuaries held in Chicago, Illinois ... Illinois, October 15-18, 2000 Discussion of purposes and approaches for creating interest-rate scenarios ...- Authors: Application Administrator, John M Bragg, Larry M Gorski, John B Gould, Regina Lefkowitz, Sarah Christiansen, Jeffrey S Roth, John D Marcsik, Vladimir S Ladyzhets
- Date: Oct 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
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Realized Return Optimization. A New Approach to Liability Funding
Realized Return Optimization. A New Approach to Liability Funding This presentation outlines ... bonds and presents the advantages of liability driven investing. From the Actuarial Research Clearing ...- Authors: Prakash A Shimpi
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
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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
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Multivariate Immunization Theory
Immunization Theory This paper discusses extending the general nonparallel shift approach to duration analysis ... and explores the immunization model within the multivariate context. A discussion of the paper follows ...- Authors: Robert Reitano, Elias Shiu
- 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
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Modeler Q&A with David Yu
Modeler Q&A with David Yu ... Modeling experience sharing by David Yu who leads the retirement product and asset model development team ...- Authors: Hoi Kwan, Donghai Yu
- Date: Nov 2018
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Annuities>Group plans - Annuities; Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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2012 AAT Survey Results
2012 AAT Survey Results Survey of appointed actuaries about asset adequacy testing techniques currently ...- Authors: Society of Actuaries
- Date: Nov 2012
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Life Insurance>Policyholder behavior - Life Insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models