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  • So, The Equity Markets Don't Always Go Up? Capital Markets Hedging of Variable Annuities and Equity-Indexed Annuities
    that. To start with, if you look at Charts 16 and 17, this is your distribution for your death benefit ... say So, The Equity Markets Don't Always Go Up? 17 everybody leaves at 10 years, once you work ...

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    • Authors: Daniel Patterson, Marshall C Greenbaum, Jun Zhuo, D Kent Freeman
    • Date: May 2003
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives
  • Use of Derivatives by the Insurance Industry
    Caps 1 600,000 1 3,700 Equities Calls 11 1,403,632 17 768,887 Puts 11 938,673 32 1,488,350 Foreign Currency ... Calls 4 279,914 – – Puts 7 3,324,720 – – Caps 17 10,300,256 1 212,787 Floors 8 6,602,407 – – Corridors ...

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    • Authors: Larry M Gorski, Warren Luckner, David J Cummins, Lucien Burnett, Richard D Phillips, Thomas A McAvity
    • Date: Oct 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives
  • Weird Science: Dissection of Derivatives
    Weird Science: ... Volume 24, No. 1* Maui I Spring Meeting June 15-17, 1998 Session 45OF Weird Science: Dissection ... in a realistic and efficient manner. 17 Weird Science: Dissection of Derivatives From an ...

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    • Authors: Larry M Gorski, Stephen Reddy, Charlene Marie Barnes, Christopher T Anderson
    • Date: Jun 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives
  • Asset-Backed Securities
    points. We've seen that index come down to roughly 17% from a high of almost 20%. At the same time, the ... loan as uncollectible? Asset-Backed Securities 17 Mr. Auxier: That's right. Mr. Sabatini: Does ...

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    • Authors: Francis Sabatini, D L Auxier
    • Date: May 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives
  • Foreign Currency Swaps
    Foreign Currency Swaps This session at the SOA 1990 Hartford Spring Meeting presents an ... management concerns. Case study 1 is illustrated in Chart 17. This is an example of investment yield enhance- ...

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    • Authors: Randall Boushek, Patti Owens, Joseph C Lau, Michael B Murdoch
    • Date: Apr 1990
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives
  • Fixed Income Derivatives - Uses and Implications
    Fixed Income Derivatives - Uses and Implications 1994 SOA Spring Meeting, Orlando. This session ... out ten years involves the dealer going short on 17-year rates, and going long on ten-year rates in a ...

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    • Authors: Stephen Reddy, John Mulholland, Timothy L Patria
    • Date: Apr 1994
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives
  • Credit Derivatives
    Credit Derivatives In this session from the 2005 SOA New Orleans Meeting, panelists discuss the ever-growing ... to the underlying credit. Credit Derivatives 17 Another good thing is that Bloomberg, which ...

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    • Authors: Jason Steigman, Michael R Vasseghi
    • Date: May 2005
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives
  • Introduction to Credit Derivatives
    Introduction to Credit Derivatives This session from the 2003 SOA Orlando Meeting covers credit ... companies does not Introduction to Credit Derivatives 17 seem to afford this treatment. So there's a ...

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    • Authors: Michael J Hambro, Gregory Henke, Craig Fowler, Kevin Reimer
    • Date: Oct 2003
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives; Public Policy