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  • Testing for How Much Surplus a Company Needs to Cover the Risk it Accepts
    Testing for How Much Surplus a Company Needs ... RATE 3% 3 1Z 44 -1 .00% 0 13% 1.00 0 17 3.00 0 35 5.00 0 65 -Z74- basis points ... 29 27" 28" 23" 21" r~ LLJ .~ 19- Z 17- 18" :Z) r,.) . _113 go 7- 8- 3- ...

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    • Authors: Stanley B Tulin
    • Date: Jan 1985
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments
  • Innovative Investment Vehicles: Modeling Considerations
    Innovative Investment Vehicles: Modeling Considerations From a session at the 2000 Valuation ... combination of downgrades, defaults, and the recovery 17 Innovative Investment Vehicles: Modeling Considerations ...

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    • Authors: Catherine Ehrlich, Frederick W Jackson, William Zehner, David J Merkel
    • Date: Sep 2000
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments