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The Ratings Game
The Ratings Game This panel discussion is from the 1991 Meeting of the Society of Actuaries, held ... From the Record of Society of Actuaries, Volume 17, No. 2. Credit risk;Investment risk; 16472 5/1/1991 ...- Authors: Robert S Fillingham, James P Larkin, Michael E Mateja, Richard S Robertson, Larry G Mayewski
- Date: May 1991
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Credibility Using A Loss Function from Spline Theory
Credibility Using A Loss Function from Spline Theory We apply decision theory to develop a ... Research Conference Pennsylvania State University 17-19 August 1995 • Most credibility formulas calculate ...- Authors: Virginia Ruth Young
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation 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 ... of scenarios used for the stochastic reserves 17 18 Picking By Impactful Market Parameters -5 ...- 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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Credit Risk Study
the ACLI from 1976 to 1992. The average over the 17-year period is actually 1.15%. The average over the ... have a 17 basis points advantage over to the publics. Thus, the privates less the publics is - 17. That ...- Authors: Warren Luckner, Arnold Shapiro, Kin O Tam, Walter C Barnes
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Financial Market Volatility: Modeling and Management
Financial Market Volatility: Modeling and Management 17 Chart 6 11 All Vols Together: Swaption Surface ... Volatility: Modeling and Management 19 Chart 10 17 Entire Surface Can Be Summarized with a Few Parameters ...- Authors: Francis Sabatini, Application Administrator, Aleksandar Kocic
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods
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Risky Business: Covering Your Assets
Volume 24, No. 1∗ Maui I Spring Meeting June 15-17, 1998 Session 58PD Risky Business: Covering Your ... doesn't tell them what the decision is, but if 17 Risky Business: Covering Your Assets presented ...- Authors: Cindy L Forbes, Francis Sabatini, Anthony Dardis, Mark C Abbott
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments
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Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study
hyperinflation in 1980 and 1981 when interest rates rose up to 17, 18, 19%. Now what do the above facts mean? Well ... definitions are very different. Now this leads me to Chart 17, and then I want to make a point. Look what happened ...- Authors: Gery J Barry, Warren Luckner, Kin O Tam, Edward I Altman, William Wendt, Mark G. Doherty
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data; Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments
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Capital Requirements for Investment Risks - Regulatory, Rating Agency and Economic Approaches
Capital Requirements for Investment Risks 17 Another obvious example is differences in assumed ... in aggregate first. You have companies that have 17 subsidiaries. We try to aggregate. We have companies ...- Authors: Michael J O'Connor, Jeff Gimbel, Christian Shiemke, Jose Siberon, Nathan Hardiman
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting
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Investment Strategy for Life Insurance Products
1O-Year "o Period Rates Rates _" .... > ° 1970-74 17% 7% : 2 0 Z 1975-79 13 5 1980-84 22 10 INVESTMENT ... rates, 1 fit a beta distribution to them. I have 17 years of data. Now the beta distribution is a continuous ...- Authors: Joseph J Buff, Sheldon Epstein, Mark Griffin, Eric S Werner
- Date: May 1988
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- 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
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Financial Economics vs. Traditional Actuarial Methods/ Back to Basics: Risk Neutral vs. Real World
example of this, don't you? MS. BURDEN: Slide 17 shows the results for three European put options ... Financial Economics vs. Traditional Actuarial Methods 17 zero value. These gains and losses, combined ...- Authors: Graham D Ireland, Tamara Burden, Julia Lynn Wirch-Viinikka
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Financial economics; Finance & Investments>Risk measurement - Finance & Investments