1
-
10
of
13
results (0.59 seconds)
Sort By:
-
Real Options in Radical Uncertainty: Part 2—The Limits of Financial Option Theory
properties of uncertainty are: It is the actuary's lifeblood. It is applicable to the real world, which ... the ease of enforceability. Determining an event's likelihood requires knowing the relative energy necessary ...- Authors: Bryon Robidoux
- Date: Sep 2023
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Economics; Economics>Behavioral economics; Economics>Financial economics; Economics>Financial markets; Enterprise Risk Management; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM
-
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
-
Two For The Price Of One
+31.6% Euro vs. US$ -9.7% Combine the following table with the one above Return Performance March 9th ... 12 Month Difference between Maximum and Minimum S&P 500 Index % difference Between 12 Month Hi/Lo ...- Authors: BRETT J GALLAGHER
- Date: Feb 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments; Global Perspectives
-
So Long to 30-year Treasuries:How Suspension Of The Long Bond Could Impact Markets
has been aggressively cuttingshort-term rates, the U.S. Treasury has found a veryeffective way to cut long-term ... shift. The Announcement and Its Motivation The U.S. Treasury surprised the bond market on October 31 ...- Authors: Society of Actuaries
- Date: Feb 2002
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Investments
-
Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond
each period, the stock can increase by a factor of u or decrease by a factor of d. A cell in the binomial ... scientific contributions also helped launch the first U.S. options exchange in Chicago in 1973, known as the ...- Authors: Mathieu Boudreault
- Date: Mar 2013
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
-
The Euro Will Eventually Lead to Global Instability
The Euro Will Eventually Lead to Global Instability The euro, the single European currency, ... States and its currency to dominate the world's political and financial system. Currency risk;Globalization; ...- Authors: Nino A Boezio
- Date: Mar 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics
-
rar-2012-iss60-boudreault
the risk-free rate is 2 percent. According to mortality tables, this individual has a 1 percent probability ... Strictly from a financial engineering viewpoint, mortality risk creates market incompleteness. As it will ...- Authors: Mathieu Boudreault
- Date: Sep 2012
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
-
Taking Stock: What Ever Happened to the "Invisible Hand"?
prior decade (managed through such agencies as the U.S. Federal Reserve) did create financial imbalances ... Low interest rates were brought about after the 2000–2002 re- cession (a recession spurred on by the ...- Authors: Nino A Boezio
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Influence decisions; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Economics>Financial markets; Economics>Macroeconomics; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk
-
Taking Stock: Trump, Trade and Financial Volatility
lured into buying a very cheap foreign product). The U.S. envi- ronment and consumer psychology was similar ... also may attempt to copy U.S. products while being protected locally from U.S. competition. The United ...- Authors: Nino A Boezio
- Date: Mar 2019
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Economic capital; Finance & Investments>Investment policy
-
The Long and Short Runs of Investing in Equities
reinvested) on Standard & Poor’s 500 Composite Index (S&P 500) averaged 0.8 percent and had a standard deviation ... percent between 1871 and 1998. So an investment in the S & P 500 held for one month would have lost money nearly ...- Authors: Peter Yoo
- Date: Mar 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Investments