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  • A Case Study in Risk Management: U.S. Monetary Policy
    market rates expand, but do we also allow for w Page 17 July 2004 w Risk Management continued on page 18 ... 2004 U.S. Monetary Policy w continued from page 17 w Page 18 should attempt to be more formal in ...

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    • Authors: Henry M McMillan
    • Date: Jul 2004
    • Competency: Strategic Insight and Integration
    • Publication Name: Risk Management
    • Topics: Economics
  • Interest Rates Are On The Move: Is Your Company Prepared?
    pricing with a 12% ROI, a 17% ROI, or a nine percent ROI? If you're at 17%, and your competitor's at ... Rates Are On The Move: Is Your Company Prepared? 17 your gross premium, at three percent. If your ...

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    • Authors: Henry M McMillan, Ross Bowen, David Weinsier
    • Date: May 2003
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities; Finance & Investments; Life Insurance
  • Measuring and Pricing for Tail Risk
    It's nearly Measuring and Pricing for Tail Risk 17 impossible to easily program a risk-neutral ... Let's say you're in stochastic scenario seven, year 17. There's a unique deflator out at that point that ...

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    • Authors: Henry M McMillan, David M Walczak, Douglas Robbins
    • Date: Jun 2004
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods
  • Asset Modeling Concepts
    flexible parameters. Asset Modeling Concepts 17 When you model assets behind an EIA, you're ... Again, this is at issue. When equity is dropped by 17 percent one year out, the contemplated future cost ...

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    • Authors: Henry M McMillan, Harry Jamison, David M Walczak
    • Date: Sep 2003
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Asset modeling