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Table of Contents - 1996 Valuation Actuary Symposium
Table of Contents - 1996 Valuation Actuary Symposium 1996 Valuation Actuary Symposium Proceedings - ... - Table of Contents N/A; 18248 1/1/1996 12:00:00 AM ...- Authors: Application Administrator
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Financial Reporting & Accounting
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A Geometric Approach to Exact Solutions in Finance and Actuarial Science
Finance 1 a) State variables u du ,.o.,U n evolve according to = ~(t, u J )dt + ~ oi~ dz a C( ... premia n i = ni(t,u J) r = r(t, uJ) Then a security B(t,u i) which pays cash flow CF(t,u ~) satisfies ...- Authors: Application Administrator
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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A Bond Manager's Method for ALM
A Bond Manager's Method for ALM This paper introduces the Bond Manager's Method ... A Bond Manager's Method for ALM This paper introduces the Bond Manager's Method for ALM which ...- Authors: Application Administrator
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Market Risk Premium Used in 56 Countries in 2011: A Survey with 6,014 Answers
(see table 1). We would like to sincerely thank everyone who took the time to answer us. Table 2 contains ... of the answers for Spain. R I S K Q U A N T I F I C AT I O N Table 1. MRP used in 2011: 6,014 answers ...- Authors: Application Administrator, Application Administrator, Application Administrator
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Finance & Investments; Global Perspectives
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Funding for Investment Risks
talk to you a little bit better, you can see in Table 1 in 10-year intervals what the average default ... 1.6 1.2 _0 © 0.8 _Z 0.4 0 1940 52 64 76 88 2000 YEAR FUNDING FOR INVESTMENT RISKS these bonds ...- Authors: Application Administrator, David A Hall, Daniel E O'Sullivan, Robert Reitano
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Hedging Policy Consistency Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy
Consistency Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy ... consistent hedging policy is incompatible with management’s competencies and role in the company, requiring management ...- Authors: Application Administrator
- Date: Mar 2011
- 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 ... impact of low interest rates. In 1993 the Moody's Aaa Corporate yields were near 8%. Topics included: ...- 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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Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
within the context of expected utility theory. • u = concave utility function of wealth of the buyer ... for complete coverage against the loss Y. u(w – P) = E[u(w – Y)]. • See Bowers et al. (1997, equation ...- 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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Equity-Indexed Annuities - Reserving and Account Issues
Equity-Indexed Annuities - Reserving and Account Issues 1996 Valuation Actuary Symposium. ... testing issues. Acquisition expenses;Annuity reserves;Annuity valuation;Cash flow testing;Derivatives;Financial ...- Authors: Application Administrator, Alan Downey, Lilia Sham, John Santosuosso
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Finance & Investments
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Hedging and Other Mitigation Techniques
practice. My group has worked on hedging of variable annuity (VA) guarantees for quite some time. To do that ... modeling. If you think of the typical variable annuity writer that could have 50 or 60 funds (we have ...- Authors: Application Administrator, Kenneth Mungan
- Date: Sep 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments