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Report on the Cash Flow Testing Software Web Survey
Flow Testing (CFT) software was distributed on May 17, 2004 and ended on June 18, 2004 with the goal of ... United States. The survey officially started on May 17, 2004, when the first introduction letter was emailed ...- Authors: Bruce Jones, Ying Zhang, PINGGUO LU
- Date: Mar 2005
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Multivariate Immunization Theory
shifts was noted by Ingersoll, Skelton and Weil [17], Fong and Vasicek [12], and Shiu [31]. The importance ... Management. Homewood, Ill.: Dow Jones- Irwin, 1990. 17. INGERSOLL, J., SKELTON, J., AND WEIL, R. "Duration ...- Authors: Robert Reitano, Elias Shiu
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
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Cash-Flow Matching and Linear Programming Duality
Chapter 6], [10], [11, Chapter 7], [13], [15], [16], [17], [18], [19], [21], [22], [23], and [24]. II. DUALITY ... Pollack. Homewood, I11.: Dow Jones-Irwin, 1987, 704-17. 4. EHRrtAROT, M.C. "A New Linear Programming Approach ...- Authors: Elias Shiu, Rama Kocherlakota, E S Rosenbloom
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management
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Life & Annuity Case Study: Lincoln Memorial Life Ins.
Supervision by the Texas Department of Insurance. - March 17, 2008: Texas Department of Insurance issued a No ... advisors, trustees, and other parties. - June 17, 2013: The NPS Executives pleaded guilty in the $600 ...- Authors: David Heppen, Patricia Matson, Anna bondyra
- Date: Jan 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Asset liability management
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Back Testing of Investment Performance by Asset Class
Back Testing of Investment Performance by Asset Class ... 178% 95% 1985-2005 8.19% 8.37% $1,895,695 104% 17% 153% 80% 1990-2010 6.57% 7.25% $419,002 104% ... $ 34,956,000 129% 127% 17% 16% 0.63 1990-2010 6 ...- Authors: Maneesh K Sharma, Thomas Totten, John F Cierzniak
- Date: Jan 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Investments
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Actuarial Review of Insurer Insolvencies and Future Preventions – Phase 1
................................................ 17 Section 3: Methodology and Data .............. ... PACICC found that rapid growth was a primary cause of 17% and a contributing cause to 43% of P&C insolvencies ...- Authors: David Heppen, Patricia Matson, Anna bondyra
- Date: Jan 2018
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>General business skills
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Asset liability management
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Actuarial Methods for Valuing Illiquid Assets
intra-dealer government bond brokers for the period June 17, 1991 through September 29, 1995 for tax and liquidity ... Reserved University of Southampton Page 17 Contemporaneous and consistent documentation ...- Authors: Application Administrator
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value
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Probabilistic Concepts in Measurement of Asset Adequacy
is (5), if we can prove that qb(0) = 0(1 + 0) ' (17) To this end we integrate (9) with respect to u ... P(x) ]dx = ap~ - 1 + 0' 0 which gives Formula (17). Let -q = sup {x [ P(x) = 0}. By assumption, ~1 ...- Authors: Donald D Cody
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management
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The Matching of Assets and Liabilities
constraints S(iL) _> 0, in < i0 (downside risk) , (17) S(iv) >_ 0, i~: > i0 (upside risk) be used ... ASSETS AND LIABILITIES 283 satisfying constraints (17). If not, iL will have to be increased and/or iv ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods
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A Multivariate Approach to Immunization Theory
dkP(11 - ~ dJQIA11dkAJ(1) - dQ·dkA, J from which (A.17) follows. Taking second derivatives: d'I<.P(il ... Using 12.7), IR.21) follows lmmediately from IA. 17). Similarly, 12.8) makes the first term on the ...- Authors: Robert Reitano
- Date: Aug 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods