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Certain Actuarial Considerations in Determining Life Insurance Company Equity Values - Actuarial Note
Certain Actuarial Considerations in Determining Life Insurance Company Equity Values - Actuarial ... theoretical basis for determining an insurer's price-earnings ratio, discusses the effect on earnings ...- 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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A One-Factor Interest Rate Model and the Valuation of Loans with Prepayment Provisions
5/60=1/12 of a year, or one month. Table 1 shows values of s(i,t), the cumulative effect of up and ... assumption, the expected value of s(i,t) at time t is 0 and the variance of s(i,t) at time t is t. The one-period ...- Authors: Michael Sherris
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Economic value
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Arbitrage-Free Pricing of Interest-Rate Contingent Claims
. ° . ) Vt_l,n, where [fo ] Vt 1,i = exp - 8i(s)ds ; (2.1) see Figure 1. Note that for t= 1, v ,_ ... PRICING 235 and " v (2.11) ~ Oil~ i -7- - - . i s ! V 1 Note that (2.10) is the first component of ...- 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
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Valuing a Life Insurance Company
jell in the decade following World War II: a) mortality improved dramatically; b) interest rates began ... companies today have a choice of interest rate, mortality table, and valuation method. A change of ~% in the ...- 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