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How is Behavioral Finance Behaving?
we use are either static or deterministically dynamic. They're homogenous in that we assume that there's ... really know enough to predict a future state of a dynamic system. That's what chaos theory has to do with ...- Authors: Josephine Marks, Boris Brizeli, David Neaven
- Date: Oct 2000
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Behavioral economics
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Risks and Rewards Newsletter, September 2000, Issue No. 35
will usually vary over time. That is, there is a dynamic hedging strategy that, given the usual assumptions ... equity options that match the liability options and dynamic hedging using the mathematics of “The Greeks” ...- Authors: Jeremy Gold, Josephine Marks, Victor Modugno, Max Rudolph, Peter Tilley, Richard Wendt, Frank Grossman, Stephen Britt
- Date: Sep 2000
- Publication Name: Risks & Rewards
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Stochastic Immunization
also invest at the same strategy. Then with the dynamic portfolio strategy, we're going to determine what ... different one. What we're going to determine in a dynamic strategy, is a portfolio mix below the limit, the ...- Authors: Josephine Marks, Claus S Metzner, Scott E Navin, Steven Craighead, Frederick Slater, Jose Siberon
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Financial Modeling Integration
Financial Modeling Integration From a session at a meeting of the Society of Actuaries held ... tax laws, or policyholder behavior, dynamic lapses, and dynamic elections are going to be, then you bump ...- Authors: Josephine Marks, Russell Osborn, Craig Merrill, S Michael McLaughlin
- Date: Jun 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Risks and Rewards Newsletter, April 2000, Issue No. 34
equity market risk inherent in VA product using a dynamic hedging program. A case study is presented in which ... benefits (reduced cash flow variability) of a dynamic hedging program are compared to both a reinsurance ...- Authors: Nino A Boezio, Josephine Marks, Marshall C Greenbaum, Robert Brown, Carl E Walsh, Daniel L Thornton, Frank Schmid, Joel Prakken, Jim Sweeney
- Date: Apr 2000
- Publication Name: Risks & Rewards
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Course 485 Lite: A Less Filling Overview of the Fellowship Exam on Advanced Portfolio Management
Course 485 Lite: A Less Filling Overview of the Fellowship Exam on Advanced Portfolio ... Turtle tiffed Managing Invest- ment Portfolios: A Dynamic Process (2nd ed., Boston, MA: Warren Gorham & Lamont ...- Authors: Ian Gibb, Josephine Marks
- Date: Apr 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Professional development