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  • Risks and Rewards Newsletter, February 2003, Issue No. 41
    R I S K S A N D R E W A R D S ISSUE NO. 41 • FEBRUARY 2003 TH E NE W S L E T T E R O F T H E IN ... IN V E S T M E N T SE C T I O N PU B L I S H E D I N SC H A U M B U R G, IL BY T H E SO C I E T Y ...

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    • Authors: Lawrence N Bader, Nino A Boezio, Paul Donahue, Anson Glacy, Jeremy Gold, David Ingram, Max Rudolph, Peter Tilley, Richard Wendt, Douglas A George, Valentina A Isakina, Lilli Segre Tossani
    • Date: Feb 2003
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, July 2001, Issue No. 37
    Symposium on Stochastic Modelling for Variable Annuity/Segregated Fund Investment Guarantees by David ... The Task Force issued a 64-page report in August 2000 and recom- mended that Canadian actuaries use stochastic ...

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    • Authors: Lawrence N Bader, Nino A Boezio, Paul Donahue, David C Gilliland, Anson Glacy, David Ingram, Peter Tilley, Richard Wendt, Bradley Buechler, Linda Blatchford, Thomas Merfeld, Rob Royall, Victor Canto
    • Date: Jul 2001
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, May 2002, Issue No. 39
    Vice-Chairperson Craig Fowler, FSA Treasurer Charles S. Gilbert, FSA Co-Secretary Victor Modugno, FSA Co-Secretary ... permits the banks to borrow at rates comparable to U.S. Treasury obligations and thereby make advances to ...

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    • Authors: Nino A Boezio, Anson Glacy, David Ingram, Victor Modugno, Max Rudolph, Hubert B Mueller, Joseph Koltisko
    • Date: May 2002
    • Publication Name: Risks & Rewards
  • Opportunities at the FHLB Advance Window
    permits the banks to borrow at rates comparable to U.S. Treasury obligations and thereby make advances to ... yield curve with commensurate yield pick-up. For annuity writers in particular, FHLB advances can be an ...

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    • Authors: Anson Glacy
    • Date: May 2002
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments
  • Chasing Down the Rebalancing Premium
    Chasing Down the Rebalancing Premium This article speculates on the presence and magnitude ... benefits attributable to regular rebalancing of one's investment portfolio. It surveys the extant literature ...

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    • Authors: Anson Glacy
    • Date: Sep 2020
    • Competency: Results-Oriented Solutions; Strategic Insight and Integration
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments; Finance & Investments>Asset allocation
  • Challenges in Effectiveness Testing under FAS 133
    Challenges in Effectiveness Testing under FAS 133 This 2001 article discusses the requirement ... effectiveness in the Financial Accounting Standards Board’s new statement on derivatives accounting, FAS 133, ...

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    • Authors: Anson Glacy, Rob Royall
    • Date: Jul 2001
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]
  • Use of Structured Advances in Risk Management
    Use of Structured Advances in Risk Management This article discusses how FHLB advances, i.e. ... LTD writer may also decide to enter the deferred annuity markets understanding that these annuities exhibit ...

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    • Authors: Anson Glacy
    • Date: Feb 2003
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments