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  • Hedging Variable Annuity Guarantees: A Practical Discussion
    Once the reinsurance market started to dry up, the direct writers had to look at other alternatives. Not ... there are even differences of opinion within our primary auditor in terms of how you should go about valuing ...

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    • Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models
  • An Investment Actuary's Approach to ALM
    defined in terms of the spot rates themselves, a direct solution which fo l lows the Whitaker- Henderson ... factors. It would certainly be more satisfying if a direct solution could be achieved which applied the smoothness ...

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    • Authors: Application Administrator
    • Date: Jan 1995
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
  • A Time-homogeneous Di§usion Model with Tax
    A Time-homogeneous Di§usion Model with Tax Studies default risk through the two-sided exit ... exit problem Mathematics Subject ClassiÂ…cation: Primary 62P05; Secondary 60J60; 60G40; 60K15; 91B30 1 ...

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    • Authors: BIN LI, Application Administrator
    • Date: Oct 2011
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Finance & Investments>Risk measurement - Finance & Investments
  • Quantifying the C-1 Risk [Defaults in Fixed Dollar Investments and Market Value Changes in Equity Investments]
    all, that is not my primary area of responsibility. That is somebody else's primary area of responsibility ... and to look at things which are outside of his primary realm of responsibility. I am the first to admit ...

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    • Authors: Application Administrator, Joseph J Buff, Robert J Callahan, Irwin T Vanderhoof, John C Winter
    • Date: May 1987
    • Competency: Professional Values>Practice expertise
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Risk measurement - Finance & Investments
  • Interest Scenarios
    Interest Scenarios From a session at the annual meeting of the Society of Actuaries held in ... rate; dz is a Wiener process. I would like to direct your attention to the fact that all the coefficients ...

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    • Authors: Application Administrator, John M Bragg, Larry M Gorski, John B Gould, Regina Lefkowitz, Sarah Christiansen, Jeffrey S Roth, John D Marcsik, Vladimir S Ladyzhets
    • Date: Oct 2000
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy