1 - 4 of 4 results (0.72 seconds)
Sort By:
  • Quantification of C-3 Risk vs. Risk-Based Capital: Developing a Methodology/Table
    Quantification of C-3 Risk vs. Risk-Based Capital: Developing a Methodology/Table 1996 Valuation Actuary ... vs. Risk-Based Capital: Developing a Methodology/Table 1996 Valuation Actuary Symposium. Topics ...

    View Description

    • Authors: Dennis A Deeter, Larry M Gorski, Michael E Mateja, Stephen A J Sedlak, Michael L Zurcher, Michael Scott Smith, Lloyd Spencer
    • Date: Jan 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Modeling & Statistical Methods
  • Cash Flow Analysis: A New Approach to Understand and Manage Risk
    Cash Flow Analysis: A New Approach to Understand and Manage Risk From the 1985 Valuation Actuary Symposium Discussion ... ;Credit risk;Data quality;Interest rate risk;Mortality risk; 18685 1/1/1985 12:00:00 AM ...

    View Description

    • 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
    Chart 1 shows a typical single premium.deferred annuity (SPDA) block and supporting asset portfolio, and ... years, and I work with some big annuity writers. In 1993, my annuity writers didn't have much problem ...

    View Description

    • 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
  • Making Valuations Using Cash Flow Analysis
    Making Valuations Using Cash Flow Analysis From the 1986 Valuation Actuary Symposium, held in Washington ... nuts and bolts of cash flow testing analysis. Annuity reserves;Asset liability management=ALM;Asset ...

    View Description

    • 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