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Pricing and Managing Derivative Risk: An Integral Risk Function
president of risk management for SunLife of Canada's U.S. operations. He's going to talk about what to do ... the equity risk encapsulated in a GMDB to the mortality risk in a normal term insurance product? They ...- Authors: James P Greaton, Paul Haley, Novian Junus, Marshall C Greenbaum, Howard Zail
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Financial Economics: The Option You Can't Refuse
These include: Phelim Boyle, Daniel Dufresne, Hans U. Gerber, Heinz Mueller, Hal Warren Pedersen, Stanley ... options that are based on the Standard & Poor’s (S&P) 500 and on certain foreign equity indices. Well-known ...- Authors: David N Becker
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling
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Using Derivative Securities
ANTHONY DARDIS Panelists: NINO A. BOEZIO WILLIAM S. COOK† Recorder: ANTHONY DARDIS Summary: Panelists ... particular, some internal control issues. Mr. William S. Cook: I am going to focus mostly on internal controls ...- Authors: Nino A Boezio, Anthony Dardis, William S Cook
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Public Policy
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Accounting for Investments
Accounting for Investments Presented at May 1996 Spring Meeting. The investment environment has ... variety of other indexes like Standard and Poor’s (S&P) 500 Index. That's basically what a derivative ...- Authors: Douglas C Kolsrud, Cathy Engelbert, Arnold Brousell
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting; Modeling & Statistical Methods>Asset modeling