1
-
3
of
3
results (0.69 seconds)
Sort By:
-
2019 Variable Annuity Guaranteed Benefits Survey
................................................ 17 GLWB ......................................... ... 225% 250% 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 C u m u la ti ve R e tu rn Projection ...- Authors: Dale Hagstrom, Mienaloshyani Viruthasalam (Mienaloshyani)
- Date: Mar 2020
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Enterprise Risk Management>Portfolio management - ERM
-
Back Testing of Investment Performance by Asset Class
Back Testing of Investment Performance by Asset Class ... 178% 95% 1985-2005 8.19% 8.37% $1,895,695 104% 17% 153% 80% 1990-2010 6.57% 7.25% $419,002 104% ... $ 34,956,000 129% 127% 17% 16% 0.63 1990-2010 6 ...- Authors: Maneesh K Sharma, Thomas Totten, John F Cierzniak
- Date: Jan 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Investments
-
Portfolio Risk Management with CVAR-Like Constraints
Portfolio Risk Management with CVAR-Like ... third moment (or skewness) inequality in (14) as (17) n∑ i=1 cixi ≥ β + δ. Proof. See Appendix. 2In ... PORTFOLIO RISK MANAGEMENT WITH CVAR-LIKE CONSTRAINTS 17 ...- Authors: Samuel Cox, Ruilin Tian, Luis F Zuluaga, Yijia Lin
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Portfolio management - ERM