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Market Value Measures: Duration Analysis and Economic Surplus
Market Value Measures: Duration Analysis and Economic Surplus 1997 Valuation Actuary Symposium, ... Surplus 1997 Valuation Actuary Symposium, Session 17 discusses market value measures and its uses in asset ...- Authors: David N Becker, Cindy L Forbes, Frederick W Jackson, Douglas A George
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Equity-Indexed Products - Financial Issues
September 23–24, 1999 Los Angeles, California Session 17 Equity-Indexed ProductsFinancial Issues Moderator: ... have not increased, and that will leave you with $17 to fund your option costs. You’ll have less money ...- Authors: Barbara Snyder, Francis Sabatini, Douglas A George, Kevin F Leavey
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Life Insurance; Public Policy
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Risks and Rewards Newsletter, October 2003, Issue No. 43
11 Variable Annuity (132 bps) 83% Stock Fund, 17% Risk Free Asset Average NPV Profits $3,516 $3,516 ... perspective, a weighted portfolio of 83 percent stocks and 17 percent risk free assets would be similar to the ...- Authors: Paul Donahue, Thomas Edwalds, David Ingram, Richard Wendt, Rick Wilson, Douglas A George, Stuart Silverman, Annamaria Lusardi, Lisa Reed, Jonathan Skinner, Steven Venti, Tau Wu
- Date: Oct 2003
- Publication Name: Risks & Rewards
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Risks and Rewards Newsletter, July 2003, Issue No. 42
percentile measures (e.g. 98th percentile), while 17 percent use a multiple of standard deviation. 15 ... the average growth JULY 2003 • RISKS AND REWARDS • 17 turn to next page Exhibit 5: U.S. Real GDP Growth ...- Authors: Nino A Boezio, Catherine Ehrlich, Martin Roy, Larry Rubin, Hubert B Mueller, Douglas A George, Teri Geske, Michael Bean, John Ryding, Leo Tilman, David Ingram, Christian Gilles, Ajay Rajadhyaksha
- Date: Jul 2003
- Publication Name: Risks & Rewards
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Technology and the Actuarial Pricing Model - What Comes Next?
and the Actuarial Pricing Model—What Comes Next? 17 the delta-normal valuation method for linear risk ... CHART 15 1024 LOW DISCREPANCY POINTS (BASE 3) Chart 17 compares results using antithetic variables versus ...- Authors: Shane A Chalke, Thomas W Reese, Irwin T Vanderhoof, Douglas A George, Mark C Abbott
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods; Technology & Applications>Software
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Risks and Rewards Newsletter, February 2003, Issue No. 41
D. Tilley 17 A Balanced Outlook: The Latest Views of Jack Bogle by Richard Q. Wendt 17 SOA Offers ... additions. FEBRUARY 2003 • RISKS AND REWARDS • 17 Richard Q. Wendt, FSA, CFA, is principal at Towers ...- Authors: Lawrence N Bader, Nino A Boezio, Paul Donahue, Anson Glacy, Jeremy Gold, David Ingram, Max Rudolph, Peter Tilley, Richard Wendt, Douglas A George, Valentina A Isakina, Lilli Segre Tossani
- Date: Feb 2003
- Publication Name: Risks & Rewards
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Interest Rate Model Risk
recommendation is that risk-neutral paths be used. Chart 17 displays the cumulative distribution functions for ... 133 1996 VALUATION ACTUARY SYMPOSIUM CHART 17 Interest Rate Model Results Millions $ 8 Present ...- Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital
Value-At-Risk, Risk-Based Surplus, ... Totals Synergy Correlated Total VAR 83 38 17 3 92 -3 89 Then, finally, applying a risk ... Correlated Total Risk-Adjusted Value = 83 38 17 3 92 -3 89 47 l0 2 0 59 -4 ...- Authors: Michael J Hambro, Alastair G Longley-Cook, David Sandberg, Douglas A George
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Public Policy
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Value-at-Risk, Risk-Based Surplus, and RBC C-3 Prescribed Testing
Value-at-Risk, Risk-Based Surplus, and RBC C-3 Prescribed Testing This presentation is ... Risk-Based Surplus, and RBC C-3 Prescribed Testing 17 The reason you want to do this is because it eliminates ...- Authors: Nancy Bennett, Michael J Hambro, Douglas A George, Anthony Dardis
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM
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State-of-the-Art Risk Management System and Application
State-of-the-Art Risk Management System and Application This session from the 1995 SOA Boston Meeting ... strategies. CHART 12 CREDITING STRATEGY CHANGES 17 i ........................... ............... _ ...- Authors: Brian Trust, Douglas A George
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models