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  • Investment Quality Measures Review
    Investment Quality Measures Review Panelists discuss: [1] investment quality as a dynamic investment consideration, [2] the impact of securitization on investment quality, [3] measuring default ...

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    • Authors: Robert P Clancy, Peter B Deakins, Edward I Altman
    • Date: Oct 1988
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Risk measurement - Finance & Investments
  • Credit Risk Models and Mathematics: Part 1
    Credit Risk Models and Mathematics: Part 1 Presented at May 2005 Spring Meeting. Panelists discuss approaches currently used to measure credit risk exposure within the banking and insurance ...

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    • Authors: Francis Sabatini, George A Holt, Adam Girling
    • Date: May 2005
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments
  • Hedging Variable Annuity Guarantees: A Practical Discussion
    Hedging Variable Annuity Guarantees: A Practical Discussion From a session at the Spring meeting of the Society of Actuaries held in San Antonio, Texas, June 14-15, 2004 The panelists discuss ...

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    • Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models
  • Practical Aspects of Managing Investment Risks
    Practical Aspects of Managing Investment Risks Panelists discuss portfolio restructuring, use of reinsurance to restructure liabilities and in other ways, hedging strategies, and product-mix ...

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    • Authors: Diane Wallace, Jay A Novik, Owen Whitby, Dale B Wolf, Norman E Mains
    • Date: May 1987
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Risk measurement - Finance & Investments
  • Effective Use of Capital
    Effective Use of Capital Panel discussion focused on the Effective Use of Capital. Topics included: 1. Definition of capital 2. Appropriate level of capital and surplus in a life ...

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    • Authors: Michael E Mateja, Robert Shapiro, William H. Sahm
    • Date: Apr 1981
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Reinsurance; Reinsurance>Financial reinsurance
  • S&P Financial Products Company Model
    S&P Financial Products Company Model Presented at May 2002 Spring Meeting. Attendees learn about the new capital allocation, the financial products company 'FPC' model ...

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    • Authors: Craig Fowler, Ellen Woodruff, Robert N Roseman
    • Date: May 2002
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Investments
  • Asset/Liability Management
    Asset/Liability Management Panelists discussed: [1] investment products oriented toward asset/liability matching, [2] asset/liability management [ALM] including the C-1 and C-3 Risks, [3] current ...

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    • Authors: Frank J Alpert, Joseph J Buff, Bruce Jones, Michael R Tuohy, Dennis A Blume
    • Date: Oct 1987
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Asset liability management
  • Managing Long-Term Care Risk: Do I Have The Reports I Need?
    Managing Long-Term Care Risk: Do I Have The Reports I Need? Panel dicussion on the need for information to keep a block of long-term care insurance profitable: what the business risks are, what ...

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    • Authors: Peggy Hauser, Vincent Bodnar, Ronald Lucas
    • Date: Oct 2001
    • Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Operational risks; Experience Studies & Data>Morbidity; Finance & Investments>Risk measurement - Finance & Investments; Long-term Care>Long-term care insurance; Technology & Applications>Data warehousing
  • Phase 2 of the C-3 Project Update
    Phase 2 of the C-3 Project Update Presented at May 2002 Spring Meeting. Discusses the status of the second phase of the AAA C-3 Risk project. This project is leading to an updated NAIC filing ...

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    • Authors: Alastair G Longley-Cook, David Sandberg, Daniel Patterson
    • Date: May 2002
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities>Variable annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Investments; Global Perspectives; Life Insurance
  • How to Make Guarantees on VAs Worth More than the Paper They're Written On
    How to Make Guarantees on VAs Worth More than the Paper They're Written On From a session at the Spring meeting of the Society of Actuaries held in San Antonio, Texas, June 14-15, 2004 ...

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    • Authors: Ari Lindner, Jason Kehrberg
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models