1
-
3
of
3
results (0.36 seconds)
Sort By:
-
Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products
million loss. And if it’s a 30% crash, then it’s a $17 million loss. And that’s not the day that top management ... Hedging Your Equity-Indexed Products 17 with changes running through the income statement ...- Authors: Anson Glacy, Francis Sabatini, Boris Brizeli, Scott Houghton, Kevin P Guckian, Henning Hasle, THOMAS K BAUER
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
-
Asset Modeling Concepts
Asset Modeling Concepts 2002 Valuation Actuary Symposium, Lake Buena Vista, FL. In this teaching ... of an asset like this. Asset Modeling Concepts 17 They use a single spread or single option-adjusted ...- Authors: Scott Houghton
- Date: Sep 2002
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
-
Asset Modeling Concepts
Asset Modeling Concepts From a teaching session at the 2001 Valuation Actuary Symposium, held in Lake ... price than Treasuries. Asset Modeling Concepts 17 There are two pieces to these discount spreads ...- Authors: Michael J Hambro, Scott Houghton
- Date: Nov 2001
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Public Policy