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  • Interest Scenarios
    Interest Scenarios From ... Actuaries held in Chicago, Illinois, October 15-18, 2000 Discussion of purposes and approaches for ... risk;Interest rate modeling;Investment risk; 18021 10/1/2000 12:00:00 AM ...

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    • 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
  • Asset Modeling Specifics
    Asset Modeling Specifics Presented at May 1996 Spring Meeting. Panelists provide guidance and ... modeling certain forms of an insurance company's assets, including equity and equity-linked notes, ...

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    • Authors: Gregory J Roemelt, David White
    • Date: May 1996
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Asset modeling
  • 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 ...

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    • 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
  • Asset Valuation Methods: Smoothing Out the Ride
    illustrate this, consider the example shown in Table 1. Let's define the example by looking at a balance ... return that investors expect on equity) is 12%. TABLE 1 ILLUSTRATION OF BALANCE SHEET Assets ($ millions) ...

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    • Authors: Matthew Sloan, Robert Schmidt
    • Date: Oct 1996
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Asset modeling; Pensions & Retirement>Defined benefit plans
  • 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 ...

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    • 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