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Excess Spread Approach toPricing and Valuing SPDAs
the previous credited rate 58 60 74 Dynamic Reset Strategies 1. Follow the new money rate ... using the excess spread approach, to test more dynamic strate- gies: a few of which are shown in Table ...- Authors: Mark Griffin
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Pricing - Annuities; Enterprise Risk Management
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An Excess Spread Approach to Nonparticipating Insurance Products
rate. By using the excess spread approach, more dynamic strategies can also be tested; one is shown in ... plus two-thirds of the previous credited rate Dynamic Resetting Strategy Reset to: the new money rate ...- Authors: Mark Griffin
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management
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The Integration Of Investment Features Into Actuarial Analysis
The Integration Of Investment Features Into Actuarial Analysis This session discussion ... strategy, I just want you to be aware that these more dynamic strategies can be modelled easily in this framework ...- Authors: Mark Griffin, D Andrew Hall, Robert L Whalen
- Date: May 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Investment Strategy for Life Insurance Products
cash flow scenario projections is to model the dynamic relation- ships between asset and liability cash ... Missouri). Our investment process is an extremely dynamic one. The amount of money under management at Capital ...- Authors: Joseph J Buff, Sheldon Epstein, Mark Griffin, Eric S Werner
- Date: May 1988
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments