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  • The Risks in Equity Investment for Pension Funds
    The Risks in Equity Investment for Pension Funds This paper examines the risks involved with equity ... investing for pension funds. From Transactions of Society of Actuaries 1959, Vol. 11, No. 31. Equities=Common ...

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    • Authors: James L Clare, Sidney H Cooper, Harry M Sarason, Conrad Siegel, Frank L Griffin, Geoffrey N Calvert, John Dyer, Fergus J McDiarmid, Dennis N Warters, Wilmer A Jenkins, Harold R Lawson, William M. Rae, M. Albert Linton
    • Date: Nov 1959
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods>Asset modeling; Pensions & Retirement>Pension investments & asset liability management
  • Modeling CMOs
    easily incorporated into cash-flow testing models, the newer and more intricate assets ... create modeling ... a push and pullbetween the analysis that needs to be performed and the costs of getting that analysis ...

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    • 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
  • The Actuary Vol. 22, No. 2 After The Crash: Statistical Implications
    The Actuary Vol. 22, No. 2 After The Crash: Statistical Implications This article considers considers ... considers how the assumptions and statistical methods used to analyze investments are likely to change as a ...

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    • Authors: Aaron Tenenbein
    • Date: Feb 1988
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: The Actuary Magazine
    • Topics: Economics>Financial markets; Modeling & Statistical Methods>Asset modeling
  • Asset Modeling Issues
    session from the 1993 Valuation Actuary Symposium discusses the growth and deterioration of commercial ... commercial mortgages and the modeling of commercial mortgages, real estate and CMO's. Asset modeling;Asset ...

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    • Authors: Louis M Pirog, James Stoltzfus
    • Date: Jan 1993
    • Competency: External Forces & Industry Knowledge
    • Topics: Modeling & Statistical Methods>Asset modeling
  • Analysis of Asset Spread Benchmarks - Analysis B
    Analysis of Asset Spread Benchmarks - Analysis B The report examines various benchmarks for analyzing ... analyzing option adjusted spreads of the major fixed income asset classes of life insurance companies. 4294979703 ...

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    • Authors: Society of Actuaries
    • Date: Apr 2008
    • Competency: External Forces & Industry Knowledge
    • Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Asset modeling
  • Model Selection in Regime-switching Models of Various Types
    Model Selection in Regime-switching Models of Various Types This abstract describes a paper that investigates ... flexible set of regime-switching models where the individual regimes are not constrained to be from the same ...

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    • Authors: Brian Hartman
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Modeling & Statistical Methods>Asset modeling
  • Analysis of Asset Spread Benchmarks - Appendix A
    Analysis of Asset Spread Benchmarks - Appendix A The report examines various benchmarks for analyzing ... analyzing option adjusted spreads of the major fixed income asset classes of life insurance companies. Cash ...

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    • Authors: Society of Actuaries
    • Date: Apr 2008
    • Competency: External Forces & Industry Knowledge
    • Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Asset modeling