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Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface
Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface Many insurers preparing market consistent financial statements encounter the issue of developing volatility ...- Authors: Application Administrator
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Asset Modeling Best Practices in the Current Environment
Asset Modeling Best Practices in the Current Environment Asset cash flow modeling and asset assumptions are growing in importance with PBR especially considering the low interest rate ...- Authors: Marc Altschull, Daniel B Finn, Frederick J. Hill, Patrick Ledlee
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Risks in Investment Accumulation Products: Recent Research
Risks in Investment Accumulation Products: Recent Research 1999 SOA Annual Meeting, San Francisco. This panel expanded on earlier research to examine the potential costs of long-term ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods
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Liability Modeling II - Life Insurance Products
Liability Modeling II - Life Insurance Products 1996 Valuation Actuary Symposium. In this teaching session on liability modeling, the panelists discussed the key aspects of identifying and ...- Authors: Greg Mateja, Michael J Murphy, Meredith Ratajczak
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Life Insurance; Modeling & Statistical Methods
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Interest Rate Model Risk
Interest Rate Model Risk 1996 Valuation Actuary Symposium. The purpose of this session is to enhance understanding of what it means to have an adequate reserve based on cash-flow testing by ...- Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Practitioners' Forum
Practitioners' Forum 1996 Valuation Actuary Symposium. In this practitioners' forum the participants discussed interest rate scenarios that are used in cash-flow testing, what ...- Authors: Errol Cramer, James Hohmann, W. Michael Pressley, Stephen A J Sedlak
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility A presentation on the principle of equivalent utility from the 2001 ARCH. Contains both the static and dynamic model as ...- Authors: Virginia Ruth Young, Application Administrator
- Date: Aug 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Appropriate Standards for Profit Margins
Appropriate Standards for Profit Margins 1994 SOA Spring Meeting, Orlando. In this session the panelists debated the diversity of professional practice about how companies and regulators can ...- Authors: Stephen P D'Arcy, Charles McClenahan, Oakley E Van Slyke
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods; Public Policy
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Quantification of C-3 Risk vs. Risk-Based Capital: Developing a Methodology/Table
Quantification of C-3 Risk vs. Risk-Based Capital: Developing a Methodology/Table 1996 Valuation Actuary Symposium. Topics discussed in this session included developing an approach to ...- Authors: Dennis A Deeter, Larry M Gorski, Michael E Mateja, Stephen A J Sedlak, Michael L Zurcher, Michael Scott Smith, Lloyd Spencer
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods