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EA1-61-91 Measurement of Investment Return
EA1-61-91 Measurement of Investment Return Historical note and examples of measuring investment performance ...- Authors: Application Administrator
- Date: Jan 1991
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Modeling Investments for Pricing Purposes
session at the SOA 1990 San Francisco Spring Meeting is about modeling investments including the relationship ... modeling of collaterized mortgage obligations [CMO]. Asset liability management=ALM;Economic capital;Market ...- Authors: Application Administrator, Paul A Hekman, Robert LaLonde, Dennis A Blume
- Date: Jun 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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The Protection Of Savings In A Time of Inflation
The Protection Of Savings In A Time of Inflation This document is an an address presented by the Honorable ... at the April 1976 Washington D.C. meeting on the topic of how to protect savings during a time of inflation ...- Authors: Application Administrator
- Date: Apr 1976
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Financial markets; Finance & Investments
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Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface
Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface Many insurers preparing ... market consistent financial statements encounter the issue of developing volatility assumptions for equity ...- Authors: Application Administrator
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
Insurance Risks Using the Principle of Equivalent Utility A presentation on the principle of equivalent utility ... utility from the 2001 ARCH. Contains both the static and dynamic model as well as examples with exponential ...- Authors: Virginia Ruth Young, Application Administrator
- Date: Aug 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Hedging Policy Consistency Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy
Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy 2011 ... This paper addresses the contradiction between the financial theory of hedging and management practice ...- Authors: Application Administrator
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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On the Determination of Capital Charges in a Discounted Cash Flow Model
On the Determination of Capital Charges in a Discounted Cash Flow Model We derive formulas for calculating ... calculating the premiums that should be charged on policies in a discounted cash flow model with tax reserves ...- Authors: Application Administrator
- Date: Jan 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Hedging and Other Mitigation Techniques
Hedging and Other Mitigation Techniques The session at the 2004 Valuation Actuary Symposium describes ... hedging mechanisms, regulatory relief, GAAP measurement, product 'quarantine', realistic assumption ...- Authors: Application Administrator, Kenneth Mungan
- Date: Sep 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Impact of Low Interest Rates
Impact of Low Interest Rates 1993 SOA Meeting, Quebec. This session was about the impact of low interest ... In 1993 the Moody's Aaa Corporate yields were near 8%. Topics included: 1. The effect ...- Authors: Application Administrator, John Hele, Mark A Tullis, Robert Laughton
- Date: Jun 1993
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Global Perspectives
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Ten Years Later: The Investment Asset/Liability Management Actuary
Ten Years Later: The Investment Asset/Liability Management Actuary This session at the SOA 1998 Maui I ... issues related to the more direct involvement of actuaries on the asset side of the balance sheet. Alternative ...- Authors: Steven Miller, Francis Sabatini, Robert E Rachlow, Application Administrator
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession; Finance & Investments