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Aspects of Loan Guarantees Portfolio Diversification
Merton and Bodie 1992, Greenwald 1998, Lonkevich 2000). Guarantees can be implicit or explicit; for instance ... mV dt + S dzV + sVW · dzVW where mV = [mV1, mV2, …, mVN]' is the mean vector, S 2 = S S' the covariance ...- Authors: Michel Gendron, Application Administrator
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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On Expert Use in Portfolio Management
(Qu6bec) Canada G1K 7P4 MICHEL GENDRON, Ph .D. , A. S. A. Directeur de la chaire en assurance D@artement ... tlumanities Research Council of Canada, as woll ~s by the Fonds pour la formation de chercheurs et l'aide ...- Authors: Michel Gendron, Christian Genest
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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Ownership Considerations in a New Legal Structure of Life Insurance Company
value of the company to the required level L. Let S a be the adjusted value of the shares, after the mutual ... lowing situation: I) N S > L , then C - 0 and S a - S > L/N (i) 2) N S < L , two cases are possible ...- Authors: Michel Gendron, Denis Moffet
- Date: Jan 1991
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Financial Reporting & Accounting