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  • What If You Stretch Investment Yield and It Snaps?
    typical efficient-frontier type of graph (Chart 17). Each triangle on this graph represents one of the ... What If You Stretch Investment Yield and It Snaps? 17 there are conflicts of interest for the manager ...

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    • Authors: Frank Cataldo, Timothy L Swenson, Kenneth Mungan
    • Date: May 2003
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments
  • Hedging and Other Mitigation Techniques
    Hedging ... the market shuts down. It shut down on September 17. If you’re running with monthly granularity, if ... Hedging and Other Mitigation Techniques 17 I’m going to give you an anecdote of how big ...

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    • Authors: Application Administrator, Kenneth Mungan
    • Date: Sep 2004
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments
  • Bad Behavior: Policyholder and Interest Rates
    Bad ... Volume 24, No. 1* Maui I Spring Meeting June 15-17, 1998 Session 75OF Bad Behavior: Policyholder ... Market 6% 9 18 5% 8 16 7% 12 20 6% 9 17 Differences should be explainable by product features ...

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    • Authors: Klaus Shigley, Kenneth Mungan
    • Date: Jun 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods
  • The Practicing Investment Actuary
    pricing model, and I populate it with real data—17 different asset classes and subclasses in which a ... 9.15% 38% 8 0 % 35% 6 5 % 8.96% 10.62% 37% 9 0 % 17% 8 3 % 9.48% 12.37% 36% 1 0 0 % 0% 1 0 0 % 10.00% ...

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    • Authors: Daniel Manghirmalani, Richard S Mattison, Jeffrey Johnson, Kenneth Mungan
    • Date: Oct 2002
    • Competency: Relationship Management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments
  • International Section News, June 1999, Issue No. 19
    Significant Western participation (continued on page 17, column 1) INTERNATIONAL SECTION NEWSPAGE 16 JUNE ... 18-20 in San Francisco), and the CIA meeting (June 17-18), are eligible for PD credit. Questions on the ...

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    • Authors: Nino A Boezio, Chiu-Cheng Chang, August Chow, Kevin Law, Edward Robbins, Ronald Poon-Affat, Jim Toole, Kenneth Mungan, Patrick Cichy, Nina Michail
    • Date: Jun 1999
    • Publication Name: International News
  • Hedging and Other Mitigation Techniques
    Hedging and Other Mitigation Techniques This teaching session covers primarily hedging strategies, ... That's a wonderful side benefit. Mungan Slide 17 shows another way of looking at performance over ...

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    • Authors: Andrew D Rallis, Ellen Cooper, Kenneth Mungan
    • Date: Jan 2005
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Investment strategy - Finance & Investments
  • Tools to Help Senior Management 'Manage' Risk
    Tools to Help Senior Management 'Manage' Risk From session 14TS at a meeting of the Society of Actuaries held in San Diego, CA, June ... 17 has a curve, mean and variance, AA has a curve, ...

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    • Authors: Max Rudolph, Francis Sabatini, Kenneth Mungan
    • Date: Jun 2000
    • Competency: Communication
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management
  • The Impact of Policyholder Behavior on Variable Annuities
    The Impact of Policyholder Behavior on Variable Annuities The panel discusses: 1. How fund transfers may affect expense recoveries through ... Annuities 17 with any number of rules, but use your own judgment ...

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    • Authors: Marshall C Greenbaum, Kenneth Mungan, Ulrich Stengele
    • Date: Jun 2001
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Variable annuities; Enterprise Risk Management