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Highlights From “COVID-19: Implications for Capital Markets and Investment Modeling” Town Hall and Some Additional Commentary
Highlights From “COVID-19: Implications for Capital Markets and Investment Modeling” Town Hall and Some ...- Authors: Hal Warren Pedersen
- Date: Jun 2020
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments
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Obesity and its Relation to Mortality Costs
Obesity and its Relation to Mortality Costs This is a final report to estimate the total economic cost ... of economic productivity resulting from excess mortality and disability. The Society of Actuaries breaks ...- Authors: Donald Behan, Samuel Cox, Jeffrey S Pai, Hal Warren Pedersen, Ming Yi, Yijia Lin
- Date: Dec 2010
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality
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Session 081: Economic Scenario Generation for Life, Pension and P&C Applications
Session 081: Economic Scenario Generation for Life, Pension and P&C Applications The academy generator ...- Authors: Daniel B Finn, Hal Warren Pedersen, David Schraub
- Date: Feb 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments; Finance & Investments>Economic Scenario Generators
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Chairperson's Corner
organized and jointly sponsored a town hall on COVID-19 and its implications for capital markets. It ... interest rates have placed tremendous stress on life insurers and made it very difficult to generate ...- Authors: Hal Warren Pedersen
- Date: Jun 2020
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments
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Proposed 2006 Spring Meetings Session Descriptions for the E&R Sessions
Statistical tests of significance Writing a research report How to get published Participants have the opportunity ... actual research studies How to interpret a research report: methodology; key assumptions; practical significance ...- Authors: Hal Warren Pedersen
- Date: Jan 2006
- Publication Name: Expanding Horizons
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Setting Credit Risk Limits
quantitative fixed income research at Guardian Life Insurance Company in New York, N.Y. ‡Mr. Nikunj ... 31, 2000. That's the last report I have from the American Council of Life Insurers (ACLI). I believe ...- Authors: Scott S Hartz, Jack Z Reichman, Hal Warren Pedersen, Mark C Abbott, Nikunj Kapadia
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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The Growing Demand for More Robust Economic Scenario Generators
CONSIDERATIONS IN LIFE, PROPERTY & CASUALTY AND PENSION APPLICATIONS Applications of ESGs for life insurance ... behavior regarding lapses and other optionality. Life insurance enterprise and product results are determined ...- Authors: Ken Griffin, Hal Warren Pedersen
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management
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Catastrophe Risk Bonds
The press reports indicated that the buyers were life insurance companies, pension funds, mutual funds ... but we had to go to Euroweek for a published report, on the contract details [2]. If the number of ...- Authors: Samuel Cox, Hal Warren Pedersen
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods
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Arbitrage-Free Pricing of Interest-Rate Contingent Claims
ACKNOWLEDGMENT Support from the Great-West Life Assurance Company is gratefully acknowledged. ... Investment Strategies for Guar- anteed Equity-Linked Life Insurance. Homewood, Ill.: Irwin, 1979. 9. Ct ...- Authors: Elias Shiu, Application Administrator, Hal Warren Pedersen
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Economic value
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Currency Risk Models in Insurance: A Mathematical Perspective
include marine insurance, health insurance, and life insurance. The simple (:as(? of tile model for which ... forward prices, currecny options, and a simple life insurance contract (which could also be interpreted ...- Authors: Samuel Cox, Hal Warren Pedersen
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods