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Coherent Distortion Risk Measures in Portfolio Selection
Coherent Distortion Risk Measures in Portfolio Selection The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy
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On The Mutualization of a Stock Life Insurance Company
On The Mutualization of a Stock Life Insurance Company The paper discussed the reasons for a stock company's mutualization detail the mutualization process itself consider actuarial, legal, ...- Authors: Melvin L Gold
- Date: Oct 1975
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Public Policy
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Summary Report: Back Testing of Investment Performance by Asset Class
Summary Report: Back Testing of Investment Performance by Asset Class This paper provides a summary of the report, Back Testing of Investment Performance by Asset Class. Pension plan assets; ...- Authors: Society of Actuaries
- Date: Mar 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Investment strategy - Finance & Investments; Pensions & Retirement>Pension investments & asset liability management
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Pandemic Model Tool Documentation
Pandemic Model Tool Documentation Spreadsheet with documentation for exhibits to the May 2007 report: The Potential Impact of Pandemic Influenza on the U.S. Life insurance Industry Asset ...- Authors: Jim Toole
- Date: May 2007
- Competency: External Forces & Industry Knowledge; External Forces & Industry Knowledge>External forces and business performance
- Topics: Demography>Mortality - Demography; Economics>Health economics; Finance & Investments>Economic value; Life Insurance>Claims - Life Insurance
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Risk Position Reporting
Risk Position Reporting This paper reports on the findings of a working group established in 1999 by the SOA's Finance Practice Area to look at how the insurance industry measures and ...- Authors: Mary M Wilson, Mary Gilkison, Anthony Dardis, Francois R Morin, Stephen Britt
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Financial Reporting & Accounting
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Valuing American Options in a Path Simulation Model
Valuing American Options in a Path Simulation Model The goal of this paper is to dispel the prevailing belief that American-style options cannot be valued efficiently in a simulation model by ...- Authors: James A Tilley
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Dynamic simulation models
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The Actuary's Role in Investment Strategy for New Life Insurance Companies
The Actuary's Role in Investment Strategy for New Life Insurance Companies This paper suggests the reasons why an actuary should play a role in the over-all investment policy of a ...- Authors: Thurston P Farmer, Anthony J Houghton
- Date: Oct 1967
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession; Finance & Investments>Investment policy
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Computing Tight Bounds for Insurance Payments with Nonlinear Risk
Computing Tight Bounds for Insurance Payments with Nonlinear Risk This is a presentation on computing tight bounds for insurance payments with nonlinear risk. Semi-definite Programming is ...- Authors: SHU ZHANG, Man Hong Wong
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Value Investing and Enterprise Risk Management: Two Sides of the Same Coin
Value Investing and Enterprise Risk Management: Two Sides of the Same Coin The goal of this paper is to examine similarities between value investing and enterprise risk management (ERM) methods.- Authors: Max Rudolph
- Date: Feb 2013
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Value Investing and Enterprise Risk Management: Two Sides of the Same Coin
Value Investing and Enterprise Risk Management: Two Sides of the Same Coin The goal of this paper is to examine similarities between value investing and enterprise risk management (ERM) methods.- Authors: Max Rudolph
- Date: Feb 2013
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments