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Time Track:Analyzing Historical Asset Returns
Analyzing Historical Asset Returns continued from page 17 Standard Deviation of Long Government Bonds Lehman ... Govt Bond Index 10% 11% 12% 13% 14% 15% 16% 17% 18% D e c - 9 1 D e c - 9 2 D e c - 9 3 D e ...- Authors: Richard Wendt
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments
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Asset/Liability Matching for Pension Plans
of $13 million to a prepaid asset of $17 million, and that $17 million is a fixed amount. TABLE 3 EXAMPLE ... Less accrued expense -13 + 3O Plusprepaidexpense 17 Additionalliability 15 0 22 Charge to equity 0 0 ...- Authors: Richard Wendt, Ross Krinsky
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Pension investments & asset liability management
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The Magical Mystery Matrix
The Magical Mystery Matrix This paper develops some new uses of the ... 11 0.1009 |1 12 0.0551 13 14 15 16 17 18 19 20 21 22 23 24 25 Mean ... 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 MEAN ...- Authors: Richard Wendt
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Understanding Equity Risk Premium
S&P 500 Return = 0.1372 * (T-Bond Yield - .122) + .17 This equation does not directly reflect the ERP ... ERP, as estimated equity returns are very close to 17% for all yields over 10%. Figure 8 shows the historical ...- Authors: Richard Wendt
- Date: Feb 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Investments
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Design a Stochastic Valuation/Forecast System
deviation has been as low as 10.50% and as high as 17%. There's a significant difference in the numbers ... correlation between the mark and the yen implies a 17 Designing a Stochastic Valuation/Forecast System ...- Authors: Richard Wendt, Chris K Madsen, John M Mulvey
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension investments & asset liability management
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Application Of Actuarial Analysis And Models To Evaluate Investment Features
Application Of Actuarial Analysis And Models To Evaluate Investment Features This session discussion is about ... > - ; 2.5 L • O ,.-- d- -1 W m o _ _ . _ ...17, - _ _ Z _ = L c_ •t. rn X Z•_ . - /% 1: v.o ...- Authors: Judy Feldman Anderson, John J Haley, Paul H Jackson, Richard Wendt
- Date: Apr 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods; Pensions & Retirement>Assumptions and methods