Announcement: SOA congratulates the new FSAs for June 2024.

Edition
Refine your search
  • {{result}}
Browse by Topic
or
Publication Browse
1 - 9 of 9 results (0.61 seconds)
Sort By:
  • Pension Section News
    News Issue: May 2007 to the liabilities in a dynamic way, taking into account changes to the funded ... (although usually monthly). Dynamic LDI — An Example The idea behind a dynamic LDI approach is to increase ...

    View Description

    • Authors: Michael B Price, Richard Wendt, Steven Siegel, Thomas More Zavist, Brian C Donohue, MEGAN C P IRVINE
    • Date: May 2007
    • Publication Name: Pension Section News
  • Risks and Rewards, February 2005, Issue No. 46
    market will fluctuate—the equilibrium they reach is dynamic as the price is expected to change even in the ... information. Third, when markets reach what looks like a dynamic equilibrium, there remain exploitable patterns ...

    View Description

    • Authors: Nino A Boezio, Mark Evans, Richard Wendt, Mark Bursinger, Shane Francis Whelan
    • Date: Feb 2005
    • Publication Name: Risks & Rewards
  • The Pension Forum, December 2004, Volume 15, Issue No. 1
    The Pension Forum, December 2004, Volume 15, Issue No. 1 Full version of The Pension Forum, ... Ian W. Marsh. 2003. An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and ...

    View Description

    • Authors: Stephen A Alpert, Ronald Iverson, Kenneth Kent, Ethan Kra, Richard Wendt
    • Date: Dec 2004
    • Publication Name: The Pension Forum
  • Risks and Rewards Newsletter, February 2003, Issue No. 41
    system analysis environment that simulates the dynamic details that contribute to the complexity inherent ... using clear, simple terms to describe results. Dynamic Spread/Private Placement of Default Study Speakers: ...

    View Description

    • Authors: Lawrence N Bader, Nino A Boezio, Paul Donahue, Anson Glacy, Jeremy Gold, David Ingram, Max Rudolph, Peter Tilley, Richard Wendt, Douglas A George, Valentina A Isakina, Lilli Segre Tossani
    • Date: Feb 2003
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, October 2002, Issue No. 40
    and a predictive model. Like the First Law, dynamic financial analysis (DFA), for example, is a pr ... techniques for generating economic scenarios in a dynamic financial analysis model or a cash flow test. As ...

    View Description

    • Authors: Nino A Boezio, Michael Cohen, Edward H Friend, Jeremy Gold, David Ingram, Max Rudolph, Richard Wendt, Steven Siegel, John Lawson Shuttleworth, Robert Stone, Lilli Segre Tossani, Keith Gustafson, Abbigail J Chiodo, Michael T Owyang
    • Date: Oct 2002
    • Publication Name: Risks & Rewards
  • 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” ...

    View Description

    • Authors: Jeremy Gold, Josephine Marks, Victor Modugno, Max Rudolph, Peter Tilley, Richard Wendt, Frank Grossman, Stephen Britt
    • Date: Sep 2000
    • Publication Name: Risks & Rewards
  • Design a Stochastic Valuation/Forecast System
    financial intermediaries. One step below are the dynamic asset and liability systems that come out of stochastic ... investors who have conservative strategies. There are dynamic approaches that look at surplus optimization or ...

    View Description

    • Authors: Richard Wendt, Chris K Madsen, John M Mulvey
    • Date: Jun 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension investments & asset liability management
  • Risks and Rewards Newsletter, March 1998, Issue No. 30
    1997 (HG 6024.A3. H85) Irwin, 1990 (HG 4521.K74) Dynamic Asset Pricing Theory, 2nd ed., Darrell Duffie, ... D28) Princeton Univ. Press, 1996 (HG 4637.D84) Dynamic Asset Allocation: Strategies for the Stock, Bond ...

    View Description

    • Authors: David N Becker, Nino A Boezio, David Ingram, Ronald Kahn, Anna M Rappaport, Richard Wendt, Thomas Grondin, Chris K Madsen, Barry Schachter, Christopher J Neely
    • Date: Mar 1998
    • Publication Name: Risks & Rewards
  • Application Of Actuarial Analysis And Models To Evaluate Investment Features
    allocation or some other method which implies a very dynamic and changing mix of assets, perhaps as frequently ... just pointed out on something that's not quite so dynamic? MR. WENDT: I'll talk about TPF&C. We have a model ...

    View Description

    • Authors: Judy Feldman Anderson, John J Haley, Paul H Jackson, Richard Wendt
    • Date: Apr 1989
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods; Pensions & Retirement>Assumptions and methods
    • Per Page: