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Measuring Collateralized Mortgage Obligation Cash-Flow Variability: Regulatory Developments
were needed and what those scenados should be. A primary goal was to minimize the number of scenarios to ... later. Taking the absolute value means that I don't care if it's sooner or later. Either way, it is somethingthat ...- Authors: David A Hall, Andrew S Davidson, Christopher T Anderson, Michael H Siegel
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
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Financial Economics: The Option You Can't Refuse
achieve equity returns without having to take a direct equity position. Options on such futures allow ... transaction? From GM’s point of view, it doesn’t really care whether you sold that bond to me or someone else ...- Authors: David N Becker
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling
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Asset Allocation: The Final Frontier?
of return over some time horizon. What we really care about in a company that=s operating in the real ... just described two approaches. There=s a fairly direct methodology for solving both those problems. There=s ...- Authors: Steven C Huber, Anthony Dardis, Michael H Haney, Andrew R Young
- Date: Jun 1998
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset allocation; Modeling & Statistical Methods>Asset modeling
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Let's Make a Deal: Life and Health Mergers and Acquisitions
will be very common if you're writing long-term care insurance, and if you're writing disability insurance ... done differently for a medical care provider, whether it's a managed- care operation or a regular indemnity-type ...- Authors: Charles Carroll, Herbert E Goodfriend, William R Horbatt
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Economic value; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Estimation methods
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Asset Modeling Specifics
but really got its kick in the late 1980s to take care of the savings and loans (S&Ls) in a bail-out situation ... complexes, industrial complexes, retail, and health care. Also, there are some mobile homes that are put ...- Authors: Gregory J Roemelt, David White
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling
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Setting Long-Term Investment Assumptions for Actuarial Models
using the RBC committee, where you really don't care about the average, you're throwing away 65 or 90 ... guarantees that could be reset every year. We really care about the path, and it's hard to come up with in ...- Authors: Phillip Schechter, Kevin Ahlgrim
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Asset modeling
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Accounting for Investments
Accounting for Investments Presented at May 1996 Spring Meeting. The investment environment has ... with originating or acquiring loans and initial direct cost. FAS 91 prescribes the interest method of ...- 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
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Interest Scenarios
Interest Scenarios From a session at the annual meeting of the Society of Actuaries held in ... rate; dz is a Wiener process. I would like to direct your attention to the fact that all the coefficients ...- Authors: Application Administrator, John M Bragg, Larry M Gorski, John B Gould, Regina Lefkowitz, Sarah Christiansen, Jeffrey S Roth, John D Marcsik, Vladimir S Ladyzhets
- Date: Oct 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- 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; Modeling & Statistical Methods>Asset modeling; Public Policy