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  • Risks and Rewards Newsletter, February 2001, Issue No. 36
    Risks and Rewardsnewsletter! On November 9 and 10, 2000 the Society of Actuaries’ Finance Practice Area ... her contributions to the success of our Section in 2000. Under her leadership, we organized many interesting ...

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    • 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
  • Risks and Rewards Newsletter, March 1999, Issue No. 32
    of these changes will reduce the CPI in the year 2000 by up to 1% relative to the pre-1995 methodology ... Measure Inflation? The December 1995 report of the U.S. Senate Finance Committee's Commission on the Consumer ...

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    • Authors: Nino A Boezio, Luke Girard, Eric Lofgren, Victor Modugno, Joseph H Tan, Richard Wendt, Frank Grossman, Peter Trzyna, Andrew Bernstein, Aaron Bernstein, Peter Yoo, Todd Rutley, Bruce Foudree, Geoff Chaplin
    • Date: Mar 1999
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, August 1999, Issue No. 33.
    Stochastic Modeling for Segregated Fund/Variable Annuity Products by Craig Fowler .................... ... about the years 1988 through 1994. 1. Floating rate U.S. corporate loans yielded risk-adjusted returns greater ...

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    • Authors: Nancy Bennett, Nino A Boezio, Douglas Doll, Paul Donahue, Luke Girard, Peter Tilley, Mark Bursinger, Anthony Dardis, Craig Fowler, Frank Grossman, Edwin A Martin, William L Babcock, Mark S Tenney, Scott A Martin, Antero Ranne, Alton Cogert, Cecilia Green, Michael Murphy, Anne Chamberlain Shaw
    • Date: Aug 1999
    • Publication Name: Risks & Rewards
  • Fair Valuation of Liabilities: Theoretical Considerations
    36 RISKS AND REWARDSPAGE 14 FEBRUARY 2001 I s it better to be precisely wrong orapproximately right ... it can incorpo- rate actuarial assumptions of mortality, morbidity, and lapsation. It is generally accepted ...

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    • Authors: Luke Girard
    • Date: Feb 2001
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Financial Reporting & Accounting>Fair value accounting
  • Psychology and Financial Markets: Richard H. Thaler Addresses the Investment Section
    called the two pocket theory of gambling. See the table below and note that the probability dis- tribution ... we need to judge theory by its predictions. The table above shows the predictions of the rational efficient ...

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    • Authors: Luke Girard
    • Date: Mar 1999
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Economics>Behavioral economics
  • Scenario Generation: Valuation versus Strategy Development
    Scenario Generation: Valuation versus Strategy Development The article discusses under which conditions ... strategy development with respect to life and annuity blocks of insurance liabilities. These methods ...

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    • Authors: Luke Girard, Mark S Tenney
    • Date: Aug 1999
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Scenario generation