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Liquidity: How Much is Enough?
(S&P). Neil is a senior analyst at S&P. He has primary responsibility for the analysis of 20 life insurance ... international insurers. He’s the analyst with primary responsibility for issues relating to liquidity ...- Authors: Peter Tilley, Neil T Strauss, Jane E Kinney
- Date: May 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Asset-Backed Securities
on those credit-card receivables would be your primary form of repayment as you finance the special-purpose ... of the reasons, but commonly you'll find that a primary reason is to lower your funding cost so if you're ...- Authors: Peter Tilley, Mark S Corbett, Ernie P Friesen, Anatoly Burman
- Date: Oct 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
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Cox, Ingersoll and Ross Models of Interest Rates
complicated. If I work with this process, I don't care about the nature of this Brownian motion. This ... (Figure 14). I can prove the following theorem. Do we care about risk, about interest rate models, in the real ...- Authors: Peter Tilley, Wojciech Szatzschneider
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Forecasting
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Balancing Risks
of the question, but I didn’t feel confident to direct certain actions because I didn’t have sufficient ... The investment strategy can be established with direct recognition of the product risk and free capital ...- Authors: Nancy Bennett, Francis Sabatini, Peter Tilley
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments
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Hot Topics in Separate Account Products
they follow a logical order. There are a number of direct writers out there that perhaps see their sales ... wasn't much analysis that needed to get done. The direct writers, for the most part, passed the reinsurance ...- Authors: Hans U Gerber, Peter Tilley, Marshall C Greenbaum, Mary Hardy
- Date: Oct 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
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Risks in Investment Accumulation Products: Recent Research
Risks in Investment Accumulation Products: Recent Research 1999 SOA Annual Meeting, San Francisco. ... investment officer at Sun Life of Canada. His primary activity is asset/liability management, including ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods