Announcement: SOA congratulates the new ASAs and CERAs for May 2024.

Edition
Refine your search
  • {{result}}
Browse by Topic
or
Publication Browse
1 - 4 of 4 results (0.47 seconds)
Sort By:
  • Implications of Real World Customer Behavior in RiskNeutral Hedging
    Implications of Real World Customer Behavior in RiskNeutral Hedging This article discusses ... guarantee, but this is path dependent and contains dynamic customer behavior. Thus, this model permits analysis ...

    View Description

    • Authors: Mark Evans
    • Date: Aug 2006
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Dynamic simulation models
  • The Coming Revolution in Risk Management
    The Coming Revolution in Risk Management This articles describes some of the industry issues that ... and a predictive model. Like the First Law, dynamic financial analysis (DFA), for example, is a pr ...

    View Description

    • Authors: Lilli Segre Tossani
    • Date: Oct 2002
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management; Modeling & Statistical Methods>Dynamic simulation models
  • Risk Management of Guarantees on Equity—Oriented Products
    Risk Management of Guarantees on Equity—Oriented Products This article summarizes Hubert Mueller's ... risk management process and 3 a case study on dynamic hedging. Guaranteed minimum accumulation bene ...

    View Description

    • Authors: Hubert B Mueller
    • Date: May 2002
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management>Financial management
  • Scenario Generation: Valuation versus Strategy Development
    be held to defease a liability, given that any dynamic strategy, including short selling, of the assets ... any scenario for the given dynamic investment strategy. We restrict the dynamic investment strategies to ...

    View Description

    • Authors: Luke Girard, Mark S Tenney
    • Date: Aug 1999
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Scenario generation
    • Per Page: