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  • Making Valuations Using Cash Flow Analysis
    Making ... te rs , the percentage of bonds in defaul t was 17 percent . The ar t i c le also po inted out ... to mature all l iabil it ies, as they are 10-17 assumed to fall due. The lower CFS values for ...

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    • Authors: Joseph J Buff, Michael E Mateja, Michael R Tuohy
    • Date: Oct 1986
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
  • Cash Flow Analysis: A New Approach to Understand and Manage Risk
    Cash Flow Analysis: A New Approach ... 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 IB 19 20 PREN 100.00 90.00 61.00 72.90 ... 3 I I I - I I I I 5 -" ~ 11 I I I I 13 15 17 19 YEARS The pr imary quest ion I want to ...

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    • Authors: James A Geyer, Michael E Mateja
    • Date: Jan 1985
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
  • 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 ...

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    • 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