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Market-Consistent Pricing as the Market Sort of Normalizes: Separating the permanent from the temporary grayness, Part 1 of 2
Market-Consistent ... 20% 10% 0% 1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 Spot Vol Forward Vol 8 ... differences become further pronounced when comparing to IFRS, and, again, when comparing capital requirements ...- Authors: Mitchell Katcher, Eric Clapprood
- Date: Oct 2010
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Product Matters!
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Pricing - Life Insurance
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Accountant/Tax Attorney Dialogue on the History and Purpose of Internal Revenue Code Section 811(a)
sense operating similar to GAAP, statutory and IFRS financial accounting standards. That is, the determination ... In United Fire Insurance Company v. Commissioner,17 the Seventh Circuit, in rejecting the Service argument ...- Authors: Richard N Bush, Arthur Schneider, Mark Smith, Peter Winslow
- Date: Oct 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance; Professional Values>Practice expertise
- Publication Name: Taxing Times
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting; Financial Reporting & Accounting>Tax accounting
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Martingales and Ruin Probability
Martingales ... y > E{=~7, }E(e. -''x) < 1 ii). zqr) (16) (17) 524 The condit ion i) is true if the fidlure ... P < 1. (19) N~-,:,J{ ....... <,,_<:v 1-[:2, ~_ 17}~T~I)/= 1 B(Y/) Proof: Let D2(x) = c -''~, then ...- Authors: Gordon E Willmot, Hailiang Yang
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Investment Fallacies e-book
Investment Fallacies e-book Investment Fallacies: Extended periods of robust macroeconomic ... graceful exit. (Perhaps we are on the way there in the $17 trillion U.S. Treasury bond market, although I don’t ...- Authors: Society of Actuaries, Paul Conlin
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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On a Formula of Nesbitt
On a Formula of Nesbitt This is a study on the Nesbitt formula and the variants to this formula. Contingencies; ... x+h:nh|)] = µx+h A x+h:nh| – 1 a x+h:nh| , (17) respectively. Formula (16) can be found in [Va] ...- Authors: Elias Shiu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Actuarial Profession>Professional development; Finance & Investments>Risk measurement - Finance & Investments
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The Financial Implications of Finite Ruin Theory
1063638 16 .96959 .65784 61769 41909 7930079 1063567 17 .96959 .63784 61776 40639 7929984 1063526 18 .96959 ... 987845 16 .97934 .74767 42049 32102 9:J22557 987717 17 .97934 .73223 42061 31447 9:J223oo 987634 18 .97933 ...- Authors: Glenn Meyers
- Date: Jan 1986
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Investment Fallacies e-book
in long-term mean reversion for stock returns (17 had no opinion and 49 did not believe). Without ... strong evidence of mean reversion in the markets for 17 developed economies over the period from 1900 to ...- Authors: Rowland Davis, Society of Actuaries
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Modeling Political Risk Insurance: Utility Maximization Perspective
Modeling Political ... Equation (14) I CL W I −− < )1( 0 π (17) because (1-π)· I CL − > 0 14 Ö L - ... Insurance Coverage Through Equations (16) and (17), we can find the upper bound of the expected “amount” ...- Authors: Min-Ming Wen, Chao-Chun (Vicki) Leng
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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A Numerical Method for Computing the Probability Distribution of Total Risk of Portfolio
A Numerical Method for Computing the Probability Distribution of Total Risk of Portfolio In the present ... Approximated DensiD, , ,", 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 0.037908 0.091970 ...- Authors: Rohan J Dalpatadu, Andy Tsang, Ashok K Singh
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Recent Mortality Experience Described by Gompertz's and Makeham's Laws - Including a Generalization
Recent ... Gary/Hammond 70,80 43.9 .17 .0333 1.079 Portland, Maine none 41.1 .17 .0345 1.083 Bakersfield, ... were not "close" to predicted rates, 266 -17- 6. An Extension to Makeham's Law The curv&ture ...- Authors: William H Wetterstrand
- Date: Sep 1978
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments