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The Ratings Game
The Ratings Game This panel discussion is from the 1991 Meeting of the Society of Actuaries, held ... From the Record of Society of Actuaries, Volume 17, No. 2. Credit risk;Investment risk; 16472 5/1/1991 ...- Authors: Robert S Fillingham, James P Larkin, Michael E Mateja, Richard S Robertson, Larry G Mayewski
- Date: May 1991
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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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 ...- 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
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Benchmark Surplus Formulas
INTEREST RATES Future Required Interest Rate Surplus 17% 1.2% 20 3.7 25 7.8 30 11.9 As the assumed future ... 1% 0.6 16% 0.0% 0.6 0.6 nil 2 2.6 18 0.4 3.0 3.6 17% 3 6.0 20 3.2 9.2 10.3 Ii 1802 BENCHMARK SURPLUS ...- Authors: Donald D Cody, Gene B Gale, James A Geyer, Sidney A LeBlanc, Michael E Mateja
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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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 ...- 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
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Current Views on the Role of the Valuation Actuary
Current Views on the Role of the Valuation Actuary From the 1985 Valuation Actuary Symposium. Discussion ... valuation actuary ought to be a pol iceman. -17- The pr imary respons ib i l i ty of a va luat ...- Authors: Allan Affleck, Lawrence V Durland, Robert D Hogue, Michael E Mateja, R Stephen Radcliffe, James A Tilley, Stanley B Tulin, Michael R Tuohy
- Date: Jan 1985
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Public interest representation; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Actuarial Profession>Best practices; Financial Reporting & Accounting>Statutory accounting
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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 ...- 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
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Panel: An Overview of the Status of the Valuation Actuary The Change in the Valuation Law to Establish a Meaningful Role for the Actuary
President and Chief Actuary of Metropolitan Life. 17 1990 SYMPOSIUM FOR THE VALUATION ACTUARY The ... 300' 250 200 150' 100' 1 3 5 7 9 11 13 15 17 19 Duration I 1~ Current , 70% (Med) ~ 200% (GSI) ...- Authors: Harold G Ingraham, Michael E Mateja, Walter Rugland
- Date: Sep 1990
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Practitioners' Forum I
Practitioners' Forum I 1997 Valuation Actuary Symposium, Session 18, is the first part ... all they say is, "Well, our return on equity was 17% and our cost of capital was 14%, and therefore our ...- Authors: Alastair G Longley-Cook, Michael E Mateja, Barry L Shemin
- Date: Sep 1997
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Financial Reporting & Accounting