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Asset Modeling Concepts - ValAct 00
Asset Modeling Concepts ... session at the 2000 Valuation Actuary Symposium held in Washington DC, September 14-15, 2000 Technical ... risk;Interest rate risk;Investment risk; 17724 9/14/2000 12:00:00 AM ...- Authors: Douglas Doll, Frederick W Jackson, Teri Geske
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling
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Innovative Investment Vehicles: Modeling Considerations
Innovative Investment Vehicles: ... session at the 2000 Valuation Actuary Symposium held in Washington DC, September 14-15, 2000 Discussion ... structure;Credit risk;Data quality; 18063 9/14/2000 12:00:00 AM ...- 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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Asset/Liability Management
insurance companies, and I work with the life and annuity clients. My main job is to help those clients who ... about things like actually putting hedges on your annuity line of business. Is there any internal hedging ...- Authors: Mark Davis, Frederick W Jackson
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Market Value Measures: Duration Analysis and Economic Surplus
Market Value Measures: ... say, "Well, we have a single premium deferred annuity (SPDA) block that's very interest sensitive, ... Level Interest Rates (Scenario 1) U~ O I N m * D :S 180 140 100 60 20 -20 -60 ...- 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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Real-Time Stochastic Analysis
MODELS 1 1 1 i ~ , I~T~ AS~ETMO°EL I I O,SC~T~*~S~T MOOC~ I I O,SCRETE ^SSETMO°~ I REAL-T IME STOCHASTIC ... interest rates, and so we hit a 5% guarantee on an annuity line. For example, we're starting to see that ...- Authors: Frederick W Jackson, Mel Stein
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models
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Communication by Actuaries and Investment Professionals: Breaking through the Firewalls
Brothers Harriman in New York, NY. Note: The chart(s) referred to in the text can be found at the end of ... were cut down to 50 that are fairly onerous for annuity lines. We have made it part of our regular process ...- Authors: Frederick W Jackson, Max Rudolph, Raghu Ramachandran
- Date: Oct 2002
- Competency: Communication
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
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Asset Modeling Concepts
I’m going to turn it over to Teri. Copyright © 2000, Society of Actuaries † Ms. Geske, not a member ... what can we do about this? You can hide under the table; that’s always one choice. Let’s assume that’s ...- Authors: Frederick W Jackson, Teri Geske, Charles K Cackowski
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Modeling & Statistical Methods>Asset modeling
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Dynamic Solvency Handbook
Orlando. This session is about the committee's dynamic solvency handbook and their progress to date ... confidential analysis? 3. What are the actuary's role and responsibilities? Assumptions;Generally ...- Authors: Allan Brender, Shane A Chalke, Frederick W Jackson, Stephen Reddy, James Reiskytl, John D Stiefel
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Sensitivity testing
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Investment Strategies in an Asset/Liability Management ALM Context
in Boston. I work largely on ALM for life and annuity companies. I 'm on an ALM Principles Task Force ... say for example, three years, some sort of annuity with a reset function to it. And we go out and ...- Authors: Michael J Hambro, Frederick W Jackson, Douglas A George, Ray E Helfer
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Asset Modeling Concepts
Asset Modeling ... basic method was to 59 CHART 1 Ana lys i s of Season ing : UCFC 0% -~ . . . . . . . . . ... 2% ° 4 • I 3% 4% 5% 6% 7% 8% ix~ WA C ~ra4.s lags~ct Tmasury 3idd CHART 3 HEL Model: Non- ...- Authors: Frederick W Jackson, Wesley PhD Phoa
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods