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Why Glide Paths Should Evolve
Calculations References Bellman, R.E. (1957), Dynamic Programming, Dover. Ibbotson, R., Milevsky, M. ... Samuelson, P., (1969). Lifetime portfolio selection by dynamic stochastic programming, The Review of Economics ...- Authors: Dimitry D Mindlin
- Date: Jun 2022
- Competency: Professional Values; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Investment policy; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Pension finance; Pensions & Retirement>Pension investments & asset liability management
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Financial Economics vs. Traditional Actuarial Methods/ Back to Basics: Risk Neutral vs. Real World
account value is lower. You may be modeling dynamic policyholder behavior that's going to have a greater ... because the ending-fund value depends upon the dynamic behavior of the policyholder and upon the random ...- Authors: Graham D Ireland, Tamara Burden, Julia Lynn Wirch-Viinikka
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Financial economics; Finance & Investments>Risk measurement - Finance & Investments
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Risk Management Tools
securitization risk management tools. He recently ran the dynamic hedging program for a large U.S. insurer with ... practice, what would happen if you were running a dynamic hedging program and typically, insurance companies ...- Authors: W Steven Prince, Charles L Gilbert, Kannoo Ravindran
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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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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C-3 Task Force Report - Modeling The C-3 Risk
The investment strategy can be either dynamic or fixed. In dynamic strategies, investment and liquidation ... for interest-sensitive products are examples of dynamic strategies. G. Defining Interest Scenarios One ...- Authors: Peter B Deakins, Stanley B Tulin
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments