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Risky Business: Covering Your Assets
Using key rate durations, which actually is a dynamic hedge tool, is not going to give you a permanent ... distribution approach scenario analysis. That includes dynamic financial analysis and evaluating risk analysis ...- Authors: Cindy L Forbes, Francis Sabatini, Anthony Dardis, Mark C Abbott
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments
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Strategic Asset Allocation for Pension Plans
fine to start out, but the pension plan is a dynamic sort of animal. The 60/40 may not be the appropriate ... asset allocation, do some additional analysis for dynamic hedging. If you have an investment strategy that ...- Authors: Bryan Boudreau, Craig A Voelker, Mark C Abbott
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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Introduction to Value-At-Risk
the P&C side, we're seeing a lot of interest in dynamic financial analysis -simulation techniques to ... clients to try to help them take the results of dynamic financial analysis and roll them up into a related ...- Authors: Edward P Mohoric, Deborah K Orlando, Mark C Abbott
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Value at risk - Finance & Investments
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Technology and the Actuarial Pricing Model - What Comes Next?
types of scenarios and conditions. We need more dynamic strategies, things that will simulate more proactive ... the calibration of models will come from more dynamic feedback from the systems that have been used to ...- Authors: Shane A Chalke, Thomas W Reese, Irwin T Vanderhoof, Douglas A George, Mark C Abbott
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods; Technology & Applications>Software
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Designing and Adjusting an Investment Strategy: Real Life Example
call that process KRD optimization. We use a dynamic process of reevaluating the KRD match as the yield ... time elapses. Most investment departments like dynamic processes and understand portfolios of real assets ...- Authors: Bryan Boudreau, Mark C Abbott
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment strategy - Finance & Investments