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  • The Actuary
    actuaries with practical RBC tools on the subject of dynamic covariance and correlations (covariance and correlations ... “Investing for Retirement: Optimal Capital Growth and Dynamic Asset Allocation,” published in the North American ...

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    • Authors: Robert Brown, Bruce Pyenson, Craig Kalman, Pang Hsiang Chye, John Riley, Megan Potter, Meredith Lego
    • Date: Nov 2002
    • Publication Name: The Actuary Magazine
  • The Actuary
    Risk-Based Capital (RBC) in the United States and Dynamic Capital Adequacy Testing (DCAT) in Canada, which ... dents felt that the SOA should promote a more dynamic image of the actuarial profession and help the ...

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    • Authors: Charles C McLeod, Robert Shapiro, Johnny C K Wong, Thomas P Laine, John Riley, Megan Potter, Meredith Lego, Nick Taket
    • Date: Oct 2002
    • Publication Name: The Actuary Magazine
  • The Actuary
    Dr. Hugo Benítez-Silva’s research focuses on dynamic models of retirement behavior, annuity decisions ... paucity of distributional estimates. They use a dynamic microsimulation model to estimate the distributional ...

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    • Authors: Kenneth Hohman, Michael Kaster, Gary Lange, Anna M Rappaport, Jeffrey A Mohrenweiser, Alan Parikh, Gary Burtless, John Riley, Melissa Favreault
    • Date: Sep 2002
    • Publication Name: The Actuary Magazine
  • The Financial Reporter
    The Financial Reporter Full version of The Financial Reporter, Issue No. 50, September 2002. ... financial condition reports such as set forth in our dynamic rinancial condition analysis hand- book and at ...

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    • Authors: Jerry Enoch, Thomas Nace, Walter Rugland, Barry L Shemin, Wayne Stuenkel, Larry Warren, Mary J Bahna-Nolan, William Hines, John Riley
    • Date: Sep 2002
    • Publication Name: The Financial Reporter
  • Small Talk Newsletter, June 2002, Issue No. 18
    Small Talk Newsletter, June 2002, Issue No. 18 Full version of Small Talk Newsletter, June ... techniques for generating economic scenarios in a dynamic financial analysis model or a cash flow test. As ...

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    • Authors: Karen Rudolph, Godfrey Perrott, James Thompson, Maria Thomson, Steven Siegel, Scott J Cipinko, R. Dale Hall, Robert Stone, John Riley
    • Date: Jun 2002
    • Publication Name: Small Talk
  • Pension Section News, September 2001, Issue No. 47
    Analysis: We studied this issue in both static and dynamic terms. Our static analysis compares the relative ... larger pay increases are needed to equate PVBs. 2. Dynamic Analysis: Impact in terms of annual emergence of ...

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    • Authors: Gene M Kalwarski, Thomas Lowman, Ho Kuen Ng, Anna M Rappaport, Bruce Cadenhead, Peter R Hardcastle, Robert L Clark, John Riley, Linda Heacox
    • Date: Sep 2001
    • Publication Name: Pension Section News