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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 6: An Actuarial Bridge to Option Pricing
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 6: An Actuarial Bridge to Option ... measure, model, and manage risks. Risk associated with the investment function is a major uncertainty faced ...- Authors: Hans U Gerber, Elias Shiu
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Leveraging Up Return on Equity by Issuing Subordinated Indebtedness
paper presents a formula for calculating the expected rate of return on shareholders' equity when ... subordinated indebtedness. The ROE formula is also applicable to the case of raising capital by issuing ...- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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Total Return, Duration and Convexity
Duration and Convexity In writing this note on the relationship between total return, duration and convexity ... intent to produce a better understanding of Redington's theory of immunization. From Actuarial Research ...- Authors: Elias Shiu
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods