Description: The second of three articles exploring the new technology offered by Santa Fe, New Mexico-based Assuratech, Inc. Describes the development of the applied complex adaptive systems technology behind Assuratech’s highly sophisticated program that uses simulation and data mining techniques for accurate, reliable versatile risk modeling.

Description: This articles offers an approach for accounting for executive stock options.

Description: Why Write Variable Products When You Can Put the Money Directly into the Stock Market?

Description: The investment risk taken by a pension fund comprises strategic risk and active risk. This paper discusses the relative merits of these two types of risk to the pension fund, possible rationales for the levels of strategic and active risk typically adopted mechanisms for capturing manager skill without taking on equity risk, and issues in setting liability-based benchmarks for investment managers

Description: This article aimed to make Liability Driven Investing LDI more accessible by providing a simple definition and by showing how plans of different sizes and circumstances may adopt an appropriate LDI approach.

Description: This article discusses how FHLB advances, i.e. low cost loans, can supply valuable risk management benefits. By carefully structuring an advance to mature coincident with the anticipated premium inflows generated by insurance products, a company can largely eliminate future net cash flows and consequently the need to invest them in uncertain capital markets.

Description: This article provides a retrospective on investment risk management while highlighting actuarial tools used by portfolio risk managers.

Description: This article discusses facts and issues related to the selection of a stock’s price distribution.

Description: This article discusses Asset-Backed Securities as a low volatility alternative to Intermediate Government Bonds.

Description: This article lays out a generic framework on how to hedge a European call option on a non-dividend paying stock using futures in a stochastic interest rate environment.