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  • Risks and Rewards Newsletter, August 2006, Issue No. 48
    return opportunities and expected returns from dynamic management of market, currency and security selection ... guarantee, but this is path dependent and contains dynamic customer behavior. Thus, this model permits analysis ...

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    • Authors: Society of Actuaries, Nino A Boezio, Mark Evans, Shane Francis Whelan, Aaron Meder, Nancy Holland
    • Date: Aug 2006
    • Publication Name: Risks & Rewards
  • Risks and Rewards, February 2005, Issue No. 46
    market will fluctuate—the equilibrium they reach is dynamic as the price is expected to change even in the ... information. Third, when markets reach what looks like a dynamic equilibrium, there remain exploitable patterns ...

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    • Authors: Nino A Boezio, Mark Evans, Richard Wendt, Mark Bursinger, Shane Francis Whelan
    • Date: Feb 2005
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, July 2003, Issue No. 42
    Adequacy Ratio. Standard & Poor’s has created a dynamic model called “Financial Product Capital (FPC)” ... to measure the required economic capital. This dynamic model has been applied to non-insurance “books” ...

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    • Authors: Nino A Boezio, Catherine Ehrlich, Martin Roy, Larry Rubin, Hubert B Mueller, Douglas A George, Teri Geske, Michael Bean, John Ryding, Leo Tilman, David Ingram, Christian Gilles, Ajay Rajadhyaksha
    • Date: Jul 2003
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, February 2003, Issue No. 41
    system analysis environment that simulates the dynamic details that contribute to the complexity inherent ... using clear, simple terms to describe results. Dynamic Spread/Private Placement of Default Study Speakers: ...

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    • Authors: Lawrence N Bader, Nino A Boezio, Paul Donahue, Anson Glacy, Jeremy Gold, David Ingram, Max Rudolph, Peter Tilley, Richard Wendt, Douglas A George, Valentina A Isakina, Lilli Segre Tossani
    • Date: Feb 2003
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, October 2002, Issue No. 40
    and a predictive model. Like the First Law, dynamic financial analysis (DFA), for example, is a pr ... techniques for generating economic scenarios in a dynamic financial analysis model or a cash flow test. As ...

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    • Authors: Nino A Boezio, Michael Cohen, Edward H Friend, Jeremy Gold, David Ingram, Max Rudolph, Richard Wendt, Steven Siegel, John Lawson Shuttleworth, Robert Stone, Lilli Segre Tossani, Keith Gustafson, Abbigail J Chiodo, Michael T Owyang
    • Date: Oct 2002
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, February 2001, Issue No. 36
    provides less relevant information than today’s dynamic capital markets need, and it cannot cope with today’s ... However, leverage is not static. It can be quite dynamic. Leverage can be very large, it can be very small ...

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    • Authors: Lawrence N Bader, Nino A Boezio, Catherine Ehrlich, Luke Girard, Jeremy Gold, David Ingram, Victor Modugno, Max Rudolph, Stephen Strommen, Peter Tilley, David F Babbel, Sarah Christiansen, Gregory Goulding, Anthony Dardis, Edwin A Martin, William L Babcock, Craig Merrill, Marc Altschull, Stephen Britt, Peter D Jones
    • Date: Feb 2001
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, April 2000, Issue No. 34
    equity market risk inherent in VA product using a dynamic hedging program. A case study is presented in which ... benefits (reduced cash flow variability) of a dynamic hedging program are compared to both a reinsurance ...

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    • Authors: Nino A Boezio, Josephine Marks, Marshall C Greenbaum, Robert Brown, Carl E Walsh, Daniel L Thornton, Frank Schmid, Joel Prakken, Jim Sweeney
    • Date: Apr 2000
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, August 1999, Issue No. 33.
    be held to defease a liability, given that any dynamic strategy, including short selling, of the assets ... any scenario for the given dynamic investment strategy. We restrict the dynamic investment strategies to ...

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    • Authors: Nancy Bennett, Nino A Boezio, Douglas Doll, Paul Donahue, Luke Girard, Peter Tilley, Mark Bursinger, Anthony Dardis, Craig Fowler, Frank Grossman, Edwin A Martin, William L Babcock, Mark S Tenney, Scott A Martin, Antero Ranne, Alton Cogert, Cecilia Green, Michael Murphy, Anne Chamberlain Shaw
    • Date: Aug 1999
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, October 1998, Issue No. 31
    Risks and Rewards Newsletter, October 1998, Issue No. 31 Full version of Risks and Rewards ... product season or a situation calls for a dynamic analysis. Dynamic Financial Analysis (DFA) is a sophisticated ...

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    • Authors: Nino A Boezio, Daniel Case, Victor Modugno, Shirley Hwei-Chung Shao, Glyn A Holton, Zain Mohey-Deen, Anthony Dardis, Edwin A Martin, HEATHER NORTH ROYER, Patrick Reinkemeyer, Timothy Cogley, Vinod Chandrashekaran, Andrew Berry
    • Date: Oct 1998
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, March 1998, Issue No. 30
    1997 (HG 6024.A3. H85) Irwin, 1990 (HG 4521.K74) Dynamic Asset Pricing Theory, 2nd ed., Darrell Duffie, ... D28) Princeton Univ. Press, 1996 (HG 4637.D84) Dynamic Asset Allocation: Strategies for the Stock, Bond ...

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    • Authors: David N Becker, Nino A Boezio, David Ingram, Ronald Kahn, Anna M Rappaport, Richard Wendt, Thomas Grondin, Chris K Madsen, Barry Schachter, Christopher J Neely
    • Date: Mar 1998
    • Publication Name: Risks & Rewards
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