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Time Track:Analyzing Historical Asset Returns
Time Track:Analyzing Historical Asset Returns Time Track: Analyzing Historical Asset Returns ... Newsletter, September 2000, Issue No. 35. Government bonds;Return on investment; 10938 9/1/2000 12:00:00 AM ...- Authors: Richard Wendt
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments
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Understanding Equity Risk Premium
the Society of Actuaries S P E C I A L I N S E R T I O NS P E C I A L I N S E R T I O N RISKS and REWARDS ... for an indefinitely long horizon. For post-1960s U.S. history, ERP has been one of the most stable statistics ...- 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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The Magical Mystery Matrix
matrix. The concept has been used since the early 1980's to generate asset returns with specified means and ... specified covariances, an integral part of many s imulat ion models. Given an N row x M colunun ~t ...- 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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Application Of Actuarial Analysis And Models To Evaluate Investment Features
demographic assumptions. These are: rate of retirement, mortality, disability, terminations, etc. All these things ... a logarithmic scale. These are five of the major U.S. asset classes. The bottom line is Treasury Bills ...- 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
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Design a Stochastic Valuation/Forecast System
increase of an index such as the Standard & Poor's (S&P) 500. You can readily buy its hybrid securities ... securities, and you gain a portion of the upside of the S&P, while limiting your downside to a fixed amount.- 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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The Actuarial Standards Board ASB Proposed Standard for Pension Economic Assumptions
;==-......... _-1:;.-;- "''mllmmr'lj_ " 1 2 3 4 s (_ 7 _ 9 10 11 12 13 14 15 1 2 3 4 5 6 7 8 9 IO 11 ... inflationassumptionthe actuary may examine the current yields on U.S. Treasury Securitiesof variousdurations." Now, the ...- Authors: Mary Hardiman Adams, Richard Wendt
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Assumptions and methods
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Asset/Liability Matching for Pension Plans
year; in each year, the amount is recalculated. Table 1 is an example of the balance sheet impact. In ... ASSET/LIABILITY MATCHING FOR PENSION PLANS TABLE 1 EXAMPLE OF BALANCE SHEET IMPACT Lower discount ...- 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