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An Ideal Crisis
An Ideal Crisis Modern economies are based on the premise that all the main players look after ... return on their increased capital. The underlying dynamic is simple. Consider Firm X that puts all its ...- Authors: Shane Francis Whelan
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Not Such a Great Controversy: Actuarial Science and Financial Economics
here but, despite the obvious need to cope with dynamic investment conditions in actuarial applications ... immunization as developed in Redington (1952)–both being dynamic investment strategies designed to keep the market ...- Authors: Shane Francis Whelan
- Date: Dec 2006
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments
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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 ...- Authors: Society of Actuaries, Nino A Boezio, Mark Evans, Shane Francis Whelan, Aaron Meder, Nancy Holland
- Date: Aug 2006
- Publication Name: Risks & Rewards
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Econophysics: Making Money before Doomsday
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 ...- Authors: Shane Francis Whelan
- Date: Feb 2005
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Economics>Financial markets; Modeling & Statistical Methods
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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 ...- Authors: Nino A Boezio, Mark Evans, Richard Wendt, Mark Bursinger, Shane Francis Whelan
- Date: Feb 2005
- Publication Name: Risks & Rewards
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Financial Economics: Actuaries' Contributions
Financial Economics: Actuaries' Contributions The author tries to expalin why ... generalisation of Redington’s immunisation – both being dynamic investment strategies designed to keep the market ...- Authors: Shane Francis Whelan
- Date: Dec 2002
- Publication Name: The Actuary Magazine
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A Primer In Financial Economics
(1973b) and Breeden (1979) attempt to move it into a dynamic setting, where now time flows, to make it a more ... proposed, independently of Black-Merton-Scholes, a dynamic hedging of the reserves to meet investment guarantees ...- Authors: Shane Francis Whelan, David Bowie, A J Hibbert
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge
- Topics: Economics>Financial economics