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AERF
AERF Article AERF in The Actuary, May 1979, Volume 13, Number 5 Asset liability management=ALM;Asset ... Secretary of HEW has appointed a Project Director to direct the activities of a group now called the Universal ...- Authors: Application Administrator
- Date: May 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Capital management - Finance & Investments; Modeling & Statistical Methods>Asset modeling
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A New Risk Metric for Defined Benefit Pension Plans
works of the sponsoring organization. The primary risk for a DB pension plan is the question of its ... be subsidiary metrics to better understand this primary risk metric. These subsidiary risk metrics are: ...- Authors: Thomas D Bergan, David Fishbaum
- Date: Oct 2006
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Practice Forum
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Risk management
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Hand Over, not Fall Over: Focus on Actuarial Model Handoff
Hand Over, not Fall Over: Focus on Actuarial Model Handoff This article discusse ... development phase and evolve as development progresses. Primary documents and secondary documents should be identified ...- Authors: Alexander Zaidlin, Youn Kim
- Date: Apr 2018
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Asset modeling
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Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits
Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits This ... present value of distributable earnings was the primary metric, with the probability distribution of ...- Authors: Feng Sun
- Date: Oct 2006
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Practice Forum
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models
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Random Switching Times Among Randomly Parameterized Regimes of Random Interest Rate Scenarios
Random Switching Times Among Randomly Parameterized Regimes of Random Interest Rate Scenarios ... volatility parameter = obs (1 F )dt (2.1.4) This direct calculation eliminates the need to incorporate ...- Authors: James Bridgeman
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models