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Risks and Rewards Newsletter, February 2007, Issue No. 49
plan liabilities. This is attributa- ble to two primary factors: First, a large drop in funding ratios ... Some additional support for an alternative to this direct use of the historical probability of default approach ...- Authors: Nino A Boezio, Catherine Ehrlich, Anthony Dardis, Thomas Grondin, Donald Krouse, Marc Altschull, Aaron Meder, Jon Palin, Gareth James Henry, David Lavelle, Paul Abberley, Justin Wolfers
- Date: Feb 2007
- Publication Name: Risks & Rewards
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Advanced Risk Management Seminar - New York, December 2002
they are all just models and none is “right” so care must be taken to choose the best model for the situa- ... Insurers – Chris Tahbaz, Debevoise & Plimpton The primary legal risk of insurers in the 1990s was the risk ...- Authors: Catherine Ehrlich, Hubert B Mueller, David Ingram
- Date: Jul 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments
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Risks and Rewards Newsletter, July 2003, Issue No. 42
membership would want us to retain investments as the primary focus, rather than shift to risk management, even ... management in consideration of several factors, primary among them the solvency concerns of policyholders— ...- Authors: Nino A Boezio, Catherine Ehrlich, Martin Roy, Larry Rubin, Hubert B Mueller, Douglas A George, Teri Geske, Michael Bean, John Ryding, Leo Tilman, David Ingram, Christian Gilles, Ajay Rajadhyaksha
- Date: Jul 2003
- Publication Name: Risks & Rewards
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Toward the Development of a New Standard Valuation Law
issue is whether the relationship should he more direct. At a conceptual level, risk, reserves, price ... life insurance product in which mortality is the primary risk. Increasing valuation reserves from 100% to ...- Authors: Allan Brender, Catherine Ehrlich, Michael E Mateja, Anthony Spano, John H Tweedie
- Date: Jun 1988
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Standards of practice; Financial Reporting & Accounting
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Risks and Rewards Newsletter, February 2001, Issue No. 36
approaches presented by Babbel, Gold and Merrill involve direct discounting of liability cash flows. However, current ... ings at a hurdle rate. Many observers feel that direct discounting and the actuarial appraisal method ...- Authors: Lawrence N Bader, Nino A Boezio, Catherine Ehrlich, Luke Girard, Jeremy Gold, David Ingram, Victor Modugno, Max Rudolph, Stephen Strommen, Peter Tilley, David F Babbel, Sarah Christiansen, Gregory Goulding, Anthony Dardis, Edwin A Martin, William L Babcock, Craig Merrill, Marc Altschull, Stephen Britt, Peter D Jones
- Date: Feb 2001
- Publication Name: Risks & Rewards
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Modeling Assumptions
Modeling Assumptions This article focuses on one fundamental modeling assumption ... income analytics is built upon this one assumption, care should be taken in order to avoid unforeseen discrepancies ...- Authors: Catherine Ehrlich
- Date: Feb 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Economics>Financial markets; Modeling & Statistical Methods
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Asset Prepayment Assumptions
cast of suspects when it came to determining the primary driver. Again, housing turnover we would consider ... prepayments from other sources. Collateral age was the primary driver. That kind of proxies the average tenure ...- Authors: Randall Boushek, Catherine Ehrlich, Stephen Reddy, Steve W Abrahams
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Public Policy
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Risk and Rewards Newsletter, August 2007, Issue No. 50
are trying to avoid. The first two premises are direct results of the risk neutral valuation assumption ... In summary we have concluded that F(d1) has no direct interpretation as a probability, but it is a part ...- Authors: Catherine Ehrlich, Richard S Mattison, Joseph Koltisko, Stephen Stone, Steven Scoles, Marc Altschull, Nicola P Barrett, Aaron Meder, Valdimar Armann, Daniel Blamont, Pierre Haviller, David Prieul
- Date: Jul 2007
- Publication Name: Risks & Rewards
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Innovative Investment Vehicles: Modeling Considerations
would you answer those questions? Generally, your primary need is for cash-flow projection. You’re also ... answers to all these questions are different. Your primary need in risk management is for option valuation ...- 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
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Specific Asset Modeling Issues and Applications Beyond Cash-Flow Testing
Specific Asset Modeling Issues and Applications Beyond Cash-Flow Testing This session from ... independent models. Corporate debt securities are the primary example of an optionable security with a single ...- Authors: Jeremy Brown, Catherine Ehrlich, Douglas A George
- Date: Jan 1994
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods