Refine your search
1 - 10 of 19 results (0.63 seconds)
Sort By:
  • The Ratings Game
    The Ratings Game This panel discussion is from the 1991 Meeting of the Society of Actuaries, held ... From the Record of Society of Actuaries, Volume 17, No. 2. Credit risk;Investment risk; 16472 5/1/1991 ...

    View Description

    • Authors: Robert S Fillingham, James P Larkin, Michael E Mateja, Richard S Robertson, Larry G Mayewski
    • Date: May 1991
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Risk measurement - Finance & Investments
  • Credit Risk Study
    the ACLI from 1976 to 1992. The average over the 17-year period is actually 1.15%. The average over the ... have a 17 basis points advantage over to the publics. Thus, the privates less the publics is - 17. That ...

    View Description

    • Authors: Warren Luckner, Arnold Shapiro, Kin O Tam, Walter C Barnes
    • Date: Apr 1994
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
  • Risky Business: Covering Your Assets
    Volume 24, No. 1∗ Maui I Spring Meeting June 15-17, 1998 Session 58PD Risky Business: Covering Your ... doesn't tell them what the decision is, but if 17 Risky Business: Covering Your Assets presented ...

    View Description

    • Authors: Cindy L Forbes, Francis Sabatini, Anthony Dardis, Mark C Abbott
    • Date: Jun 1998
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments
  • Financial Market Volatility: Modeling and Management
    Financial Market Volatility: Modeling and Management 17 Chart 6 11 All Vols Together: Swaption Surface ... Volatility: Modeling and Management 19 Chart 10 17 Entire Surface Can Be Summarized with a Few Parameters ...

    View Description

    • Authors: Francis Sabatini, Application Administrator, Aleksandar Kocic
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods
  • Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study
    hyperinflation in 1980 and 1981 when interest rates rose up to 17, 18, 19%. Now what do the above facts mean? Well ... definitions are very different. Now this leads me to Chart 17, and then I want to make a point. Look what happened ...

    View Description

    • Authors: Gery J Barry, Warren Luckner, Kin O Tam, Edward I Altman, William Wendt, Mark G. Doherty
    • Date: Oct 1993
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Experience Studies & Data; Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments
  • Capital Requirements for Investment Risks - Regulatory, Rating Agency and Economic Approaches
    Capital Requirements for Investment Risks 17 Another obvious example is differences in assumed ... in aggregate first. You have companies that have 17 subsidiaries. We try to aggregate. We have companies ...

    View Description

    • Authors: Michael J O'Connor, Jeff Gimbel, Christian Shiemke, Jose Siberon, Nathan Hardiman
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting
  • Financial Economics vs. Traditional Actuarial Methods/ Back to Basics: Risk Neutral vs. Real World
    example of this, don't you? MS. BURDEN: Slide 17 shows the results for three European put options ... Financial Economics vs. Traditional Actuarial Methods 17 zero value. These gains and losses, combined ...

    View Description

    • Authors: Graham D Ireland, Tamara Burden, Julia Lynn Wirch-Viinikka
    • Date: May 2005
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Economics>Financial economics; Finance & Investments>Risk measurement - Finance & Investments
  • Investment Strategy for Life Insurance Products
    1O-Year "o Period Rates Rates _" .... > ° 1970-74 17% 7% : 2 0 Z 1975-79 13 5 1980-84 22 10 INVESTMENT ... rates, 1 fit a beta distribution to them. I have 17 years of data. Now the beta distribution is a continuous ...

    View Description

    • Authors: Joseph J Buff, Sheldon Epstein, Mark Griffin, Eric S Werner
    • Date: May 1988
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
  • Writing Long-Term-Care In A Short-Term-World
    Writing Long-Term Care In A Short-Term World 17 you’re expecting that the yields for companies ... They have a new intercompany data study with some 17 companies reporting now. This will be available ...

    View Description

    • Authors: Michael S Abroe, Susan C Morisato, Julie A Burke, Paul Forte, Eric Berg
    • Date: Oct 2001
    • Competency: Communication; External Forces & Industry Knowledge>Internal forces and business performance; Professional Values>Ethical standards; Strategic Insight and Integration>Effective decision-making
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Risk categories; Experience Studies & Data>Morbidity; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Long-term Care>Long-term care insurance
  • Managing Long-Term Care Risk: Do I Have The Reports I Need?
    Managing Long-Term Care Risk: Do I Have The Reports I Need? Panel dicussion on the need for information ... Long-Term-Care Risk: Do I Have The Reports I Need? 17 percentage of the expected profit margins or ...

    View Description

    • Authors: Peggy Hauser, Vincent Bodnar, Ronald Lucas
    • Date: Oct 2001
    • Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Operational risks; Experience Studies & Data>Morbidity; Finance & Investments>Risk measurement - Finance & Investments; Long-term Care>Long-term care insurance; Technology & Applications>Data warehousing