1
-
4
of
4
results (0.5 seconds)
Sort By:
-
Why U.S. Insurers Fared Better than Banks: Did Key Differences Give Insurers an Edge during the Financial Crisis?
Why U.S. Insurers Fared Better than Banks: Did Key Differences Give Insurers an Edge during the Financial ...- Authors: Max Rudolph, RICK BEARD
- Date: Mar 2013
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investment policy; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
-
Dynamic Spanning of Contingent Claims
risk-free asset, denoted B, and n stocks, denoted S 1 . . . . . Sn. An investor may take positions ... changes by ~(t)lB(t+dt) - B(t)l + Ol(t)lS~(t+dt) - S~(t)l + , • + 0n(t)lS,~(t+dt) - Sn(t)]. If we add ...- Authors: Hal Warren Pedersen
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
-
Credit Portfolio Optimization under Condition of Multiple Credit Transition Metrics
each country and industry segment. Here is a table that clearly compares the differences among these ... which our later work largely depends on. 6 TABLE 2-1 Popular Models of Credit Risk Analysis ...- Authors: Min Jie (Helen) Han
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
-
Optimal Hedge Ratio and Hedge Efficiency: An Empirical Investigation of Hedging in Indian Derivatives Market
ordinary least squares (OLS) method. S = a + b. F + u (3) Where “a” is the intercept term (expected ... price. .S a b F uΔ = + Δ + (4) Where, terms “a” and “b” are constants, SΔ = S(t) - S(t-1) and ...- Authors: Svd Nageswara Rao, Sanjay Kumar Thakur
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments