Search | SOA

1 - 2 of 2 results (0.73 seconds)

Sort By:

A New Approach to Duration

rates are used in generat ing the scenar ios . It s imply doesn't use them for ca lcu lat ing present ... for the port fo l io , the method wi l l g ive a s l ight ly h igher durat ion number than the tradi ...
View Description

Description: This paper describes a new approach of calculating duration by taking a portfolio perspective utilizing the idea of internal rate of return. It is presumed the user has a model for projecting cash flows under different interest rate scenarios and knows the current market value of the portfolio. From Actuarial Research Clearing House 1993, VOL. 3.
Hide
- Authors: Merlin F Jetton
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
Rediscovering Money

Rediscovering Money Arguments for establishing a monetary system based on an aggregate commodity ... E’ described above, under what conditions of mortality, policy type, issue age, or term period, will ...
View Description

Description: Arguments for establishing a monetary system based on an aggregate commodity standard.
Hide
- Authors: Merlin F Jetton
- Date: Feb 1978
- Competency: Leadership>Thought leadership; Strategic Insight and Integration>Big picture view
- Publication Name: The Actuary Magazine
- Topics: Economics>Financial economics; Finance & Investments; Public Policy

Per Page: