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  • Risk Management Tools
    president and EEO of Annuity Systems Inc. in Toronto, Ontario. Note: The chart(s) referred to in ... Dr. Ravindran is the founding principal of Annuity Systems, Inc., and a leading expert in risk management ...

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    • Authors: W Steven Prince, Charles L Gilbert, Kannoo Ravindran
    • Date: Jun 2001
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
  • Risky Business: Covering Your Assets
    lot more lapse in the 5ingle Premium Deferred Annuity (5PDA); in the falling rate scenario you can see ... factors and build up what I call a quality assurance table, which allows us to both drill down and look at ...

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    • Authors: Cindy L Forbes, Francis Sabatini, Anthony Dardis, Mark C Abbott
    • Date: Jun 1998
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments
  • Integrating and Aggregating Risks
    materials are available through the link on the table of contents. RECORD, Volume 30, No. 3* ... together—the interest rate risk, the credit risk and mortality risk. Another way of thinking about diversification ...

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    • Authors: Francis Sabatini, Ugur Koyluoglu
    • Date: Oct 2004
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
  • Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study
    default). We've often referred to this study as a mortality and morbidity study of assets, due to the similarity ... is very similar to what is done in traditional mortality studies of lives. The exposure calculation is ...

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    • Authors: Gery J Barry, Warren Luckner, Kin O Tam, Edward I Altman, William Wendt, Mark G. Doherty
    • Date: Oct 1993
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Experience Studies & Data; Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments
  • Financial Economics vs. Traditional Actuarial Methods/ Back to Basics: Risk Neutral vs. Real World
    2005, Society of Actuaries Note: The chart(s) referred to in the text can be downloaded at: http://handouts ... equity products were different from guarantees on mortality. There were several years of high claims in a ...

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    • Authors: Graham D Ireland, Tamara Burden, Julia Lynn Wirch-Viinikka
    • Date: May 2005
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Economics>Financial economics; Finance & Investments>Risk measurement - Finance & Investments
  • Measuring Collateralized Mortgage Obligation Cash-Flow Variability: Regulatory Developments
    Measuring Collateralized Mortgage Obligation Cash-Flow Variability: Regulatory Developments ... description of the scenario selection process that's used in this model. 4. The prepayment assumptions ...

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    • Authors: David A Hall, Andrew S Davidson, Christopher T Anderson, Michael H Siegel
    • Date: Oct 1993
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
  • Default Risks
    companies are being painted with the same brush that the S&Ls and banks are. Also 401(k) savings plans represent ... think of junk bond default studies, kind of like mortality studies. So again, the question of exposure years ...

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    • Authors: Gery J Barry, Joseph J Buff, Allan Gold, Warren Luckner, Reed Miller
    • Date: Oct 1990
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Risk measurement - Finance & Investments
  • Credit Risk Study
    Credit Risk Study 1994 SOA Spring Meeting, Orlando. This session on credit risk presented a comparative ... the computer by pressing the :::::: : i send (S) button. The other buttons refer to: clear (C), help ...

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    • Authors: Warren Luckner, Arnold Shapiro, Kin O Tam, Walter C Barnes
    • Date: Apr 1994
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments