1
-
7
of
7
results (0.39 seconds)
Sort By:
-
New Research on Pension Assumptions
New Research on Pension Assumptions Highlights a new research paper on determining discount rates ... context, the method may have applica- tions for dynamic strategies that benchmark the asset manager’s ...- Authors: Victor Modugno
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics
-
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 ...- 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, September 2000, Issue No. 35
will usually vary over time. That is, there is a dynamic hedging strategy that, given the usual assumptions ... equity options that match the liability options and dynamic hedging using the mathematics of “The Greeks” ...- Authors: Jeremy Gold, Josephine Marks, Victor Modugno, Max Rudolph, Peter Tilley, Richard Wendt, Frank Grossman, Stephen Britt
- Date: Sep 2000
- Publication Name: Risks & Rewards
-
Investment Manager Searches for Insurance Companies
Investment Manager Searches for Insurance Companies From a session at the Spring regional ... management;Capital markets=Stock market;Cash flow testing;Dynamic simulation models;Investment policy;Investment ...- Authors: Frederick W Jackson, Victor Modugno, Ronald S Oldenkamp, Michael J Christ
- Date: May 1999
- Competency: External Forces & Industry Knowledge>External forces and business performance; Relationship Management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
-
Insurance Company Failures of the Early 1990s - Have We Learned Anything?
Insurance Company Failures of the Early 1990s - Have We Learned Anything? From a session at the ... system is not a point- in-time measurement. It's dynamic. It asks for five-year projections on various ...- Authors: Murray Becker, Gene Eckstut, John F Gies, Kenneth W Hartwell, Victor Modugno, Keven W Maloney
- Date: May 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Public Policy
-
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 ...- 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
-
Terminal Funding
Terminal Funding This paper is a practical guide to the terminal funding annuity product. Actuarial ... ANALYS1S The minimum statutory reserves under the dynamic valuation law are based upon Moody's Corporate ...- Authors: Victor Modugno
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities>Group plans - Annuities; Pensions & Retirement