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  • Earnings Focused Asset-Liability Management

    Earnings Focused Asset-Liability Management There are two main techniques for evaluating the financial impact of interest rate movements on insurance companies: duration measures and computer ...

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    • Authors: Barry Freedman
    • Date: Aug 2005
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods

  • Are Your Scenarios on Target?

    Are Your Scenarios on Target? Are Your Scenarios on Target?From Risks and Rewards Newsletter, August 2005, Issue No. 47. Actuaries are faced with the dilemma of how to incorporate advances in ...

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    • Authors: Application Administrator
    • Date: Aug 2005
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Stochastic models

  • Attention Life Insurance Actuaries! Standard & Poor’s Needs You and C-3 Phase II for its Insurance Capital Model

    Attention Life Insurance Actuaries! Standard & Poor’s Needs You and C-3 Phase II for its Insurance Capital Model In it’s insurance capital model, Standard & Poor’s Ratings Services ...

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    • Authors: Gregory Gaskel, David Ingram
    • Date: Feb 2008
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models

  • Currency Risk: To hedge or Not To Hedge—Is That The Question?

    Currency Risk: To hedge or Not To Hedge—Is That The Question? In insurance companies and pension plans currency risk arises when a company has future obligations in one currency and investments ...

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    • Authors: Steven Scoles
    • Date: Feb 2008
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risks & Rewards
    • Topics: Economics; Finance & Investments

  • Stochastic Volatility And Option Pricing

    Stochastic Volatility And Option Pricing Feature article discussing the use of stochastic volatility models in the pricing of investments and options. Asset valuation;Markov Chain; 11067 ...

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    • Authors: Daniel Dufresne
    • Date: Feb 2010
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Stochastic models

  • rar-2012-iss60-boudreault

    rar-2012-iss60-boudreault Introduction to option pricing, with special attention to issues in applying these tools to price equity-linked insurance products. Clear, accessible explanation of key ...

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    • Authors: Mathieu Boudreault
    • Date: Sep 2012
    • Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Economics>Financial economics; Finance & Investments>Derivatives

  • A Fresh Look at Lognormal Forecasting

    A Fresh Look at Lognormal Forecasting Feature article about: one of the significant contributions of modern academic finance has been to introduce the concept of stochastic investment forecasting ...

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    • Authors: Richard Joss
    • Date: Feb 2012
    • Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments

  • The Fallacy of the Fed Model

    The Fallacy of the Fed Model Explains theoretical and empirical shortcomings of asset allocation rules that compare the earnings yield on stocks to the nominal yields on Treasuries. asset ...

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    • Authors: David Cantor
    • Date: Aug 2014
    • Publication Name: Risks & Rewards

  • On the Importance of Hedging Dynamic Lapses in Variable Annuities

    On the Importance of Hedging Dynamic Lapses in Variable Annuities Decomposes guaranteed minimum maturity benefit option into a basket of components, and values each component with both a ...

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    • Date: Aug 2015
    • Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Annuities>Variable annuities; Finance & Investments>Asset liability management

  • Investment Section Breakfast in New York City

    Investment Section Breakfast in New York City Reports on the breakfast meeting of the investment section at the annual Life and Annuity Symposium May 2015. interpersonal skills;asset liability ...

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    • Authors: Frank Grossman
    • Date: Aug 2015
    • Competency: Leadership>Professional network leverage
    • Publication Name: Risks & Rewards
    • Topics: Actuarial Profession>Professional associations
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