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3B: Insurance Company Investment Risk Management – What Remains to be Addressed
o 2% rider charge o 3% M&E o Fixed expenses o Dynamic hedging with 85% effectiveness 8 Life Insurance ... earnings • Discussion Topics: • Basis Risk in Dynamic Hedging • Managed Risk Funds • Product Diversification ...- Authors: Tully Sun Cheng, Poojan Jitendra Shah, Liang Zhang, Robert McGinley
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; External Forces & Industry Knowledge>External forces and business performance
- Topics: Economics; Economics>Financial economics; Finance & Investments; Finance & Investments>Investments; Finance & Investments>Portfolio management - Finance & Investments
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Hidden Markov Model for Portfolio Management with Mortgage-Backed Securities Exchange-Traded Fund
crises for decades. Bonnie (1998) investigated the dynamic impact of macroeconomic aggregates on housing prices ... Statistics 37 (6): 1554-1563. Bonnie, B. 1998. "The Dynamic Impact of Macroeconomic Aggregates on Housing Prices ...- Authors: Society of Actuaries, Nguyet (moon) Nguyen
- Date: Apr 2017
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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Value Investing and Enterprise Risk Management: Two Sides of the Same Coin
was moved forward by casualty actuaries taking Dynamic Financial Analysis to the next level, along with ... ambiguous. It recognizes the interplay between dynamic external influences and human behavior. This last ...- Authors: Max Rudolph
- Date: Feb 2013
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Value Investing and Enterprise Risk Management: Two Sides of the Same Coin
was moved forward by casualty actuaries taking Dynamic Financial Analysis to the next level, along with ... ambiguous. It recognizes the interplay between dynamic external influences and human behavior. This last ...- Authors: Max Rudolph
- Date: Feb 2013
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Investment Performance Attribution
Investment Performance Attribution This session from the 2003 SOA Orlando Meeting provides an overview ... good numbers. We're actually going through a dynamic measure of capital where we can actually measure ...- Authors: Catherine Ehrlich, Joseph Koltisko, Basil Rabinowitz, Fred Shen
- Date: Oct 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Financial Reporting & Accounting