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Dynamic Solvency Testing: Boundaries of Risk Definition Phase
Dynamic Solvency Testing: Boundaries of Risk Definition Phase This report identifies the risks that can affect ... behavior;Risk-based capital=RBC;Strategic risks;Mortality risk; 3118 1/1/1995 12:00:00 AM ...- Authors: Donna Claire
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Financial Reporting & Accounting
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Options on Bonds and Applications to Product Pricing
under universal life and single premium deferred annuity contracts. Options are also granted in the investment ... this conclusion are summarized in the following table. Call-Free Bond Prl,c Yield $101.45 12.74% ...- Authors: Robert P Clancy
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Theory of Surplus in a Mutual Insurance Organization
Theory of Surplus in a Mutual Insurance Organization This paper examines the theory of surplus for a mutual ... risk;Intergenerational equity;Investment risk;Mortality risk; 2015 10/1/1967 12:00:00 AM ...- Authors: Charles L. Trowbridge
- Date: Oct 1967
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Some Reflections on Fund Accounts
Some Reflections on Fund Accounts The purpose of this paper is to discuss the fundamentals of fund accounts ... Assumptions;Morbidity rates=Morbidity tables;Mortality assumption; 912 11/1/1949 12:00:00 AM ...- Authors: Leonard H McVity
- Date: Nov 1949
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Measuring the Interest Rate Risk
increasing volatility of interest rates and, for U.S. actuaries, the introduction of interest rate futures ... leaving a positive amount of extra cash on the table today. I wish to emphasize at this point that ...- Authors: Paul Milgrom
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Interest Rate Futures: An Alternative to Traditional Immunization in the Financial Management of Guaranteed Investment Contracts
ismult ipl iedbythequantity ( l+~) , theresu l t i s If P di(n----- 3 ( 7) Zt/nBt 1+ ZB, 1+ ff examined ... avoiding the com- plicated delivery process. Table I gives the closing treasury bond futures prices ...- Authors: Allan M Fen
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Insurance Company Growth
ACTUARIES 1981 VOL. 33 INSURANCE COMPANY GROWTH DALE S. HAGSTROM ABSTRACT The availability of surplus ... outstanding surplus investment: IS, = - ~ Bs • s=! For most risk ventures, IS, is positive for t ...- Authors: Dale Hagstrom
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Economics; Finance & Investments