1
-
10
of
12
results (0.5 seconds)
Sort By:
-
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 ...- 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 ...- 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 ...- 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 ...- 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
-
Using Derivative Securities
Using Derivative Securities Presented at May 1996 Spring Meeting. Panelists discuss the accounting, ... business activity. Using Derivative Securities 17 Finally, different worldwide tax policies encourage ...- Authors: Nino A Boezio, Anthony Dardis, William S Cook
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Public Policy
-
Pricing and Managing Derivative Risk: An Integral Risk Function
Pricing and Managing Derivative Risk: An Integral Risk Function Discusses the types of risks that are ... Managing Derivative Risk: An Integral Risk Function 17 through earnings. Equity-indexed annuities ...- Authors: James P Greaton, Paul Haley, Novian Junus, Marshall C Greenbaum, Howard Zail
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
-
Accounting for Investments
Accounting for Investments Presented at May 1996 Spring Meeting. The investment environment has undergone ... and report income. Accounting For Investments 17 The prospective method is a little different, in ...- Authors: Douglas C Kolsrud, Cathy Engelbert, Arnold Brousell
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting; Modeling & Statistical Methods>Asset modeling
-
Session 45: Dynamic Hedging - Fair Valuation for FAS 133
Session 45: Dynamic Hedging - Fair Valuation for FAS 133 Presented at May 2002 Spring Meeting. This ... Dynamic Hedging - Fair Valuation For FAS 133 17 There is an alternate approach that is theoretically ...- Authors: Ejaz Haroon, Martin Hall
- Date: May 2002
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting>Fair value accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
-
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- ...- 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 ...- 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