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  • Managing Investments In a Market Consistent Framework

    Managing Investments In a Market Consistent Framework Feature article discussing the implications and uses of market consistent embedded value in developing investment strategy. Enterprise risk ...

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    • Authors: Craig A Buck
    • Date: Feb 2010
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Embedded value; Finance & Investments>Investment strategy - Finance & Investments

  • 30-Year Treasury—Trick or Treat?

    30-Year Treasury—Trick or Treat? This article lists potential problems as a result of the elimination of Thirty-Year Treasury Auction Issue. Some problems mentioned are 1 discounting pension ...

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    • Authors: David C Gilliland
    • Date: Feb 2002
    • Competency: External Forces & Industry Knowledge; External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments

  • Investment Actuary Symposium Modeling Credit Risks

    Investment Actuary Symposium Modeling Credit Risks This article discusses techniques for modeling credit risk, including discussion of default assumptions and recovery rates. Asset modeling;Asset ...

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    • Authors: Marc Altschull
    • Date: Feb 2001
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods
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