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Measuring Collateralized Mortgage Obligation Cash-Flow Variability: Regulatory Developments
were needed and what those scenados should be. A primary goal was to minimize the number of scenarios to ... later. Taking the absolute value means that I don't care if it's sooner or later. Either way, it is somethingthat ...- Authors: David A Hall, Andrew S Davidson, Christopher T Anderson, Michael H Siegel
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy
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Credit Risk Study
depreciation in the market value of property, that has a direct bearing on the loan-to-value ratio, which in turn ... to around 16%. Now, you might ask, "Why shouldI care about this? We've gone out there, we've cross-tabbedthese ...- Authors: Warren Luckner, Arnold Shapiro, Kin O Tam, Walter C Barnes
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Risk Management Tools
attach at the right point, which requires some care, you remove the downside of serious claims while ... can't get any worse. This would actually be a direct vertical drop, but the charting software makes ...- Authors: W Steven Prince, Charles L Gilbert, Kannoo Ravindran
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Risky Business: Covering Your Assets
5PDA with what I'll call an accrual hedge. My primary decomposition was actually a bond that was going ... a regulatory point of view, those are the two primary things that we tend to focus on, which excludes ...- Authors: Cindy L Forbes, Francis Sabatini, Anthony Dardis, Mark C Abbott
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments
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Financial Economics vs. Traditional Actuarial Methods/ Back to Basics: Risk Neutral vs. Real World
more variability of profit by scenario. Since you care about that variability, you're going to require ... 40 years. There are companies for which long-term care is projected to be in the business for up to 80 ...- Authors: Graham D Ireland, Tamara Burden, Julia Lynn Wirch-Viinikka
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Financial economics; Finance & Investments>Risk measurement - Finance & Investments
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Default Risks
asset/liability cash flow mismatching. I think the primary concern is about the integrity of the invested ... particularly applicable if you rely not on reviewing the primary study itself, but on some summary of it that may ...- Authors: Gery J Barry, Joseph J Buff, Allan Gold, Warren Luckner, Reed Miller
- Date: Oct 1990
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study
Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study ... RECORD, VOLUME 19 MR. WARREN R. LUCKNER: The primary purpose of my portion of this presentation is to ...- Authors: Gery J Barry, Warren Luckner, Kin O Tam, Edward I Altman, William Wendt, Mark G. Doherty
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data; Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments
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Integrating and Aggregating Risks
Integrating and Aggregating Risks 2004 SOA Annual Meeting and Exhibit, New York. The panelists ... work, I typically will use embedded value as my primary measure, which has a much different horizon. That's ...- Authors: Francis Sabatini, Ugur Koyluoglu
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments