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  • Risk and Rewards Newsletter, August 2007, Issue No. 50
    Risk and Rewards Newsletter, August 2007, Issue No. 50 Full version of Risk and Rewards Newsletter, ... 0 < Z < .‘ References: Duffie, D. (1996). Dynamic Asset Pricing Theory, second edition, Princeton ...

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    • Authors: Catherine Ehrlich, Richard S Mattison, Joseph Koltisko, Stephen Stone, Steven Scoles, Marc Altschull, Nicola P Barrett, Aaron Meder, Valdimar Armann, Daniel Blamont, Pierre Haviller, David Prieul
    • Date: Jul 2007
    • Publication Name: Risks & Rewards
  • Investment Performance Attribution
    Investment Performance Attribution This session from the 2003 SOA Orlando Meeting provides an overview ... good numbers. We're actually going through a dynamic measure of capital where we can actually measure ...

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    • Authors: Catherine Ehrlich, Joseph Koltisko, Basil Rabinowitz, Fred Shen
    • Date: Oct 2003
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Portfolio management - Finance & Investments; Financial Reporting & Accounting
  • Risks and Rewards Newsletter, July 2003, Issue No. 42
    Adequacy Ratio. Standard & Poor’s has created a dynamic model called “Financial Product Capital (FPC)” ... to measure the required economic capital. This dynamic model has been applied to non-insurance “books” ...

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    • Authors: Nino A Boezio, Catherine Ehrlich, Martin Roy, Larry Rubin, Hubert B Mueller, Douglas A George, Teri Geske, Michael Bean, John Ryding, Leo Tilman, David Ingram, Christian Gilles, Ajay Rajadhyaksha
    • Date: Jul 2003
    • Publication Name: Risks & Rewards
  • Advanced Risk Management Seminar - New York, December 2002
    Reinsurance, (3) Securitization of M&E fees, (4) Dynamic Hedging and (5) Static Hedging. He talked through ... duration to more dynamic approaches such as effective duration, VaR and CTE. These dynamic approaches measure ...

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    • Authors: Catherine Ehrlich, Hubert B Mueller, David Ingram
    • Date: Jul 2003
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management; Finance & Investments
  • Introduction to Derivatives
    CATHERINE E. EHRLICH: The investment world is very dynamic, as most of us know. New products are constantly ... spoken on Financial Accounting Standard (FAS) 133, dynamic financial analysis, credit derivatives, and a variety ...

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    • Authors: Catherine Ehrlich, Thomas Struppeck, Raghu Ramachandran
    • Date: May 2001
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Portfolio management - Finance & Investments
  • Risks and Rewards Newsletter, February 2001, Issue No. 36
    provides less relevant information than today’s dynamic capital markets need, and it cannot cope with today’s ... However, leverage is not static. It can be quite dynamic. Leverage can be very large, it can be very small ...

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    • Authors: Lawrence N Bader, Nino A Boezio, Catherine Ehrlich, Luke Girard, Jeremy Gold, David Ingram, Victor Modugno, Max Rudolph, Stephen Strommen, Peter Tilley, David F Babbel, Sarah Christiansen, Gregory Goulding, Anthony Dardis, Edwin A Martin, William L Babcock, Craig Merrill, Marc Altschull, Stephen Britt, Peter D Jones
    • Date: Feb 2001
    • Publication Name: Risks & Rewards
  • Innovative Investment Vehicles: Modeling Considerations
    Innovative Investment Vehicles: Modeling Considerations From a session at the 2000 Valuation ... our group. Another piece of evidence of the dynamic nature of these markets is that equity participation ...

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    • Authors: Catherine Ehrlich, Frederick W Jackson, William Zehner, David J Merkel
    • Date: Sep 2000
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments
  • Asset Prepayment Assumptions
    and prepayment assumptions is designed to be a dynamic process, under the control of insurance regulators ... back, learned more, and captured the historic dynamic better. Again, one of the things we wanted to do ...

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    • Authors: Randall Boushek, Catherine Ehrlich, Stephen Reddy, Steve W Abrahams
    • Date: May 1995
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Portfolio management - Finance & Investments; Public Policy
  • Toward the Development of a New Standard Valuation Law
    smaller step forward and to look at the current dynamic minimum valuation requirements and see if we could ... sure that the minimum reserves currently in the Dynamic Valuation Law are in fact adequate to support the ...

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    • Authors: Allan Brender, Catherine Ehrlich, Michael E Mateja, Anthony Spano, John H Tweedie
    • Date: Jun 1988
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Actuarial Profession>Standards of practice; Financial Reporting & Accounting
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