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  • A One-Factor Interest Rate Model and the Valuation of Loans with Prepayment Provisions
    A One-Factor Interest Rate Model and the Valuation of Loans with Prepayment Provisions This paper ... prepayment option is to use an im- munization or dynamic hedging approach. Hedge instruments are chosen ...

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    • Authors: Michael Sherris
    • Date: Jan 1994
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Economic value
  • Certain Actuarial Considerations in Determining Life Insurance Company Equity Values - Actuarial Note
    Certain Actuarial Considerations in Determining Life Insurance Company Equity Values - Actuarial ... in part to bridge the gap between static and dynamic values or between adjusted book and market values ...

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    • Authors: Thomas P Bowles, Lloyd S Coughtry
    • Date: Oct 1965
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Economic value
  • Valuing a Life Insurance Company
    Valuing a Life Insurance Company Presentation of some of the factors to be considered, and approaches ... office manager, the seasoned underwriter, the dynamic agency director, welded into a team, are distinct ...

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    • Authors: Melvin L Gold, Robert C Tookey
    • Date: Apr 1962
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments; Finance & Investments>Economic value; Financial Reporting & Accounting>Statutory accounting