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Why Write Variable Products When You Can Put the Money Directly into the Stock Market?
involved in setting profit targets for variable annuity contracts have experi- enced the queasy feeling ... risk characteristics. In the case of the variable annuity contract, almost all of the risk comes from the ...- Authors: David Ingram, Stuart Silverman
- Date: Oct 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments
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Quarterly Focus - Customizing LDI
approach. To do so, we look at specific sectors of the S&P 500 and find that sectors’ varying circumstances ... situation? APPliCAtioNs of ldi ACross vArious s&P 500 seCtors Our research has shown that three key ...- Authors: Aaron Meder
- Date: Aug 2008
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Pensions & Retirement>Funding
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Optimism Bias and Market Recoveries
degree of rationality, the February 2020 crash of the U.S. stock market was particularly irrational in every ... securities markets. Already optimistic, this population’s bias was further reinforced as the DJIA surpassed ...- Authors: John Burkhardt
- Date: Feb 2022
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Economics; Economics>Behavioral economics; Finance & Investments
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Hedging European Call Option on a Non-dividend Paying Stock in a Random Interest Rate Environment using Futures
N V E S T M E N T S E C T I O N “A KNOWLEDGE COMMUNITY FOR THE SOCIETY OF ACTUARIES” R i s k s a n ... e w a R d s Issue No. 51 • February 2008 Th e Ne w s l e T T e r o f T h e I N v e s T m e N T ...- Authors: Daniel Hui
- Date: Feb 2008
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments
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A Unified Management and Capital Framework for Operational Risk
attributes of a unified ORM framework, what 27 A U n i f i e d M a n a g e m e n t a n d C a p i t ... a m e w o r k f o r O p e r a t i o n a l R i s k Revenue Multiplier 1 Operating Margin 2 Internal ...- Authors: James Lam
- Date: Feb 2003
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Modeling CMOs
and should become a part of Insurers?” by Andrew S. Chow, which an investment management agreement thoroughly ... the administrative system to work on January 1, 2000. Valuation and cash-flow testing of equity-indexed ...- Authors: DALE ALLEN HALL
- Date: May 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Thirteen Ways to Kill a Company
cash flow implications of proposed transaction(s), or to act on results of such analysis. 47% Lack ... cash flow implications of proposed transac- tion(s), or to act on results of such analysis. LTCM Failed ...- Authors: Jennifer Seeley
- Date: Mar 2006
- Competency: External Forces & Industry Knowledge; Professional Values; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Finance & Investments; Global Perspectives
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Investment Year Method - Equivalence Of Fixed Index And Declining Index Systems
the last of these ordered factors. The function s II 0, which denotes the sum of all distinct configurations ... the conventional sense as it is applied to mortality, since it refers to the number of years during ...- Authors: William H Crosson
- Date: Jan 1968
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments; Financial Reporting & Accounting
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Interest Rate Interpolation—A Brief Excursion
the last liquid point. This is for good reason—it’s very impactful for certain long-duration products ... methods shown below are adapted from Hagan and West’s paper, which can be referenced for further technical ...
- Authors: Bruce Rosner, Maya Perelman
- Date: Feb 2022
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Finance & Investments; Modeling & Statistical Methods