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Investment Generations Revisited
Investment Generations ... 34 3 .15 3 .34 3 .52 3 .34 4 .42 3 .48 3 .17 3 .48 3 .37 3 .48 3 .78 3 .48 4 .74 3 .57 ... . . . . 15 . . . . . . . 16 . . . . . . . 17 . . . . . . . 18 . . . . . . . 19 . . . . .- Authors: John C Angle, Peter F Chapman, Charles G Fisher, Donald B Maier, Franklin E Peters, J Edwin Matz, Alvin B Nelsen
- Date: Oct 1977
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Financial Reporting & Accounting
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The Risk of Asset Default - Report of the Society of Actuaries C-1 Risk Task Force of the Committee on Valuation and Related Areas
The Risk ... percent per year, which implied an average life of 17 years. Because of the differ- ences in the method ... 10 11 11 13 15 15 16 16 16 16 16 17 Twice 1970-1986 Cumulative Distribution 19% ...- Authors: Application Administrator, Aaron Tenenbein, Irwin T Vanderhoof, Ralph Verni
- Date: Oct 1989
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Economics>Financial markets; Finance & Investments>Investments
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The Adjusted Asset Base Method of Allocating Investment Income
-6(t)('-*) fT(u) 'y(u, s)[q(u, s) + ~(u)]duds (17) t 0 t = fT(u) 'y(u, t) £ ~(u, s) e_,(o(,_ ... Substituting this on the right-hand side of equation (17) and using equa- tion (6), we finally obtain t ...- Authors: David G Adams, Charles E Farr, Thomas C Sutton
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Financial Reporting & Accounting
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Nonparallel Yield Curve Shifts and Convexity
+ Ai) = A(iol + Ai~, io2 + Ai2, ..., ion + Aim), (17) where we treat io as fixed and Ai as the vector ... n2n3, etc.) require the more theoretical model in (17) for their development and understanding. First ...- Authors: Robert Reitano
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments
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Modeling Home Equity Conversion Mortgages
Modeling Home Equity Conversion Mortgages This report describes a stochastic simulation approach ... Albany, NY 102.1 17.36 4.71 1.32 8.45 2.00 846,400 17. Raleigh-Durham, NC 102.0 16.31 13.80 -- - 2.40 ...- Authors: Thomas Herzog, Tapen Sinha, Theresa R DiVenti, Application Administrator
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models