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Market Value Measures: Duration Analysis and Economic Surplus
Market Value Measures: Duration Analysis and Economic Surplus 1997 Valuation Actuary Symposium, ... Surplus 1997 Valuation Actuary Symposium, Session 17 discusses market value measures and its uses in asset ...- Authors: David N Becker, Cindy L Forbes, Frederick W Jackson, Douglas A George
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
But 1 +17 =PT+ql/P,"; thus the lognormal assumption for bond prices implies that the In(1 +17) is normally ... are STATISTICAL TESTS OF LOONORMAL DISTRIBUTION 17 standardized techniques for collecting and recording ...- Authors: David N Becker, Douglas Doll, Thomas Herzog, Daniel W Tucker
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
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Use of Cash-Flow Testing in Product Development
option 1 seems to provide the best choice. Chart 17 presents the results of the f_,e courses of action ... OF CASH-FLOW TESTING IN PRODUCT DEVELOPMENT CHART 17 Example3: Summary Option-AdjustedValue of Surplus ...- Authors: David N Becker
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance
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A Policy-Year Model for GAAP Valuation of Coinsurance and Modified Coinsurance
A Policy-Year Model for GAAP Valuation of Coinsurance and Modified Coinsurance This paper presents ... year x, of future refunds. Gx = g~(l - Y2q,)Fx. (17) R~ = mrx(l - q.,)(l - wx)F, - mrx_tF~(l + i , ...- Authors: David N Becker, Michael Eckman
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods; Reinsurance>Coinsurance
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Interest Rate Model Risk
recommendation is that risk-neutral paths be used. Chart 17 displays the cumulative distribution functions for ... 133 1996 VALUATION ACTUARY SYMPOSIUM CHART 17 Interest Rate Model Results Millions $ 8 Present ...- Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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The Value of the Firm:The Option Adjusted Value of Distributable Earnings
The Value of the Firm:The Option Adjusted Value of Distributable Earnings The goal for an insurance firm ... P OAVDE(i0,i) = ~ prbp *PVBp.~(i). (17) p=l In formula (17), if the prior PVB term is negative, ...- Authors: David N Becker
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting
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Cash-Flow Testing for Product Actuaries
Cash-Flow Testing for Product Actuaries 1992 SOA Annual Meeting, Washington, D.C. This session ... Becker will talk about surplusrequirements. Donnahas 17 years of experiencein allphasesof insurancework, ...- Authors: David N Becker, Application Administrator, Donna Claire, Martin Klein, Anne Katcher
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Standards of practice; Finance & Investments>Investment strategy - Finance & Investments; Public Policy