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Canadian Dollar Time Series
Canadian Dollar Time Series What is going on with the exchange rate, anyway? In 2002, ... $1 U.S. bought $C 1.60, and now in May 2005 you only get $C 1.25—that’s 20 percent less! Where’s it going ...- Authors: Joseph Koltisko
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods
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Chairman’s Corner
Chairman’s Corner Chairperson’s column discussing the state of the world today and how that influences ...- Authors: Chad Aaron Hueffmeier
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Results-Oriented Solutions>Assess decision effectiveness; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Portfolio management - Finance & Investments; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Retirement risks
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Stochastic Simulation for C3 Risk:A Statistical Review
regime-switching lognormal stochastic model (RSLN2) for the S&P 500. The LCAS model was devel- oped by extending ... Government Bonds (U.S. IT GVT) U.S. Intermediate Term Government Bonds Long-Term Corporate Bonds (U.S. LT CORP) ...- Authors: Richard Wendt
- Date: Feb 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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Deflators - The Solution to a Stochastic Conundrum?
Issue No. 45 R I S K S A N D R E W A R D S ISSUE NO. 45 • JULY 2004 TH E NE W S L E T T E R O F T ... T H E IN V E S T M E N T SE C T I O N PU B L I S H E D I N SC H A U M B U R G, I L L . BY T H E ...- Authors: Don Wilson
- Date: Jul 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Life Insurance; Modeling & Statistical Methods>Stochastic models
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Lessons Learned from 25 Years of Equity Guarantees
REWARDS Lessons Learned from 25 Years of Variable Annuity Guarantees By Ari Lindner Note: This article ... specified, the article refers to the U.S. market. Variable Annuity (VA) Guarantees have had a meaningful ...- Authors: Ari Lindner
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Strategy development
- Publication Name: Risks & Rewards
- Topics: Actuarial Profession>Professional associations
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Stochastic Model: A Telescope or Kaleidoscope?
Stochastic ... No. 44 R I S K S A N D R E W A R D S ISSUE NO. 44 • FEBRUARY 2004 TH E NE W S L E T T E R O F ... F T H E IN V E S T M E N T SE C T I O N PU B L I S H E D I N SC H A U M B U R G, I L L . BY T H ...- Authors: Vivek Gupta
- Date: Feb 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Global Perspectives>Global markets; Modeling & Statistical Methods>Stochastic models
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Strategy for Investing Surplus
the early possibilities associated with those annuity portfolio of $10 billion. The 1990s and, for some ... Interest Rates Bond Defaults Mortgage Defaults Mortality/ Morbidity 0 50 100 150 200 250 300 350 PAGE ...- Authors: David Ingram
- Date: Mar 1998
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments
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Exploring C1 Risk
Exploring C1 Risk The author uses a generalized asset risk model to explore C1 risk, ... model, especially related to managing the company’s investment portfolio. Asset modeling;Portfolio management;Risk ...- Authors: Thomas Merfeld
- Date: Jul 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Portfolio management - ERM
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BE KIND TO YOUR RETIREMENT DECUMULATION PLAN — GIVE IT A BENCHMARK
in most situations. The most common example is a U.S. equity portfolio. As we noted earlier, the natural ... all of the liquid, publicly traded stocks in the U.S. market, because such a benchmark is (1) macroconsistent ...- Authors: Daniel Cassidy, Michael Peskin, Laurence Siegel
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Results-Oriented Solutions>Assess decision effectiveness; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Portfolio management - Finance & Investments; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Retirement risks
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Risk/Return, a Chimera?
years. This can be observed in Table 1, an example of a gold return. Table 1 Gold Return Global Return ... 1970–1980 1607% 33% 1980–1990 -38% -5% 1990–2000 -27% -3% 2000–2010 339% 16% FEBRUARY 2017 RISKS & REWARDS ...- Authors: Sylvestre Frezal
- Date: Feb 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Leadership>Thought leadership; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments