Announcement: SOA congratulates the new FSAs for June 2024.

1 - 7 of 7 results (0.45 seconds)
Sort By:
  • Investment Actuary Symposium Fair Valuation of Liabilities: Theoretical Considerations
    provides less relevant information than today’s dynamic capital markets need, and it can- not cope with ... However, leverage is not static. It can be quite dynamic. Leverage can be very large, it can be very small ...

    View Description

    • Authors: Luke Girard
    • Date: Sep 2010
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Long-Term Care News
    • Topics: Finance & Investments>Economic value; Financial Reporting & Accounting>Fair value accounting
  • The Financial Reporter
    The Financial Reporter Full version of The Financial Reporter, Issue No. 65, June 2006. 25620 ... had taught me how to convert my nervousness into dynamic speaking. Also, explaining valuation results, e ...

    View Description

    • Authors: Robert Crompton, Arnold Dicke, Luke Girard, David Hippen, Kenneth LaSorella, Stephen Strommen, Darin Zimmerman
    • Date: Jun 2006
    • Publication Name: The Financial Reporter
  • Fair Valuation of Liabilities: Theoretical Considerations
    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 ...

    View Description

    • Authors: Luke Girard
    • Date: Feb 2001
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Financial Reporting & Accounting>Fair value accounting
  • 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 ...

    View Description

    • 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
  • Market Value of Insurance Liabilities: Reconciling the Actuarial Appraisal and Option Pricing Methods
    interest rate plus a fixed risk premium. While a dynamic cost of capital assumption would be an improvement ... over time and by scenario: that is, leverage is dynamic. Modigliani and Miller (1958 and 1963), in their ...

    View Description

    • Authors: Luke Girard
    • Date: Oct 1999
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Financial Reporting & Accounting>Fair value accounting
  • Risks and Rewards Newsletter, August 1999, Issue No. 33.
    be held to defease a liability, given that any dynamic strategy, including short selling, of the assets ... any scenario for the given dynamic investment strategy. We restrict the dynamic investment strategies to ...

    View Description

    • Authors: Nancy Bennett, Nino A Boezio, Douglas Doll, Paul Donahue, Luke Girard, Peter Tilley, Mark Bursinger, Anthony Dardis, Craig Fowler, Frank Grossman, Edwin A Martin, William L Babcock, Mark S Tenney, Scott A Martin, Antero Ranne, Alton Cogert, Cecilia Green, Michael Murphy, Anne Chamberlain Shaw
    • Date: Aug 1999
    • Publication Name: Risks & Rewards
  • Scenario Generation: Valuation versus Strategy Development
    be held to defease a liability, given that any dynamic strategy, including short selling, of the assets ... any scenario for the given dynamic investment strategy. We restrict the dynamic investment strategies to ...

    View Description

    • Authors: Luke Girard, Mark S Tenney
    • Date: Aug 1999
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Scenario generation