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The Financial Reporter
The Financial Reporter Full version of The Financial Reporter, Issue 47, September 2001. 25574 9/1/2001 12:00:00 AM ...- Authors: Michael Eckman, David C Heavilin, Thomas Nace, David C Scheinerman, Raymond Ted Schlude, Joseph Koltisko, Steven F Grondin, Mary S Saslow
- Date: Sep 2001
- Publication Name: The Financial Reporter
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SPDA Spread Management In A Rising Rate Environment
SPDA Spread Management In A Rising Rate Environment Article that recaps a SPDA case study in the use of derivatives for ALM that was presented at the Orlando April spring meeting in Session 40, ...- Authors: Prakash A Shimpi, Joseph Koltisko
- Date: Jun 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Annuities>Fixed annuities
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The 2014 Investment Section Asset Allocation Contest
The 2014 Investment Section Asset Allocation Contest Updates Section on progress in the 2014 asset allocation contest. Shows the initial allocation of the universe of all 134 participants.- Authors: Joseph Koltisko
- Date: Aug 2014
- Publication Name: Risks & Rewards
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Investment Performance Attribution
Investment Performance Attribution This session from the 2003 SOA Orlando Meeting provides an overview of how insurers, pension plans and other institutional investors measure and report manager ...- Authors: Catherine Ehrlich, Joseph Koltisko, Basil Rabinowitz, Fred Shen
- Date: Oct 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Financial Reporting & Accounting
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Short Cuts: Easy Yield Curve Fit
Short Cuts: Easy Yield Curve Fit Feature article discussing numerical short cuts, rules of thumb, estimators, modeling tips, etc. The featured problem is fitting the intermediate points for a ...- Authors: Joseph Koltisko
- Date: Aug 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
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Risks & Rewards Newsletter, August 2005, Issue No. 47
Risks & Rewards Newsletter, August 2005, Issue No. 47 Full version of Risks & Rewards Newsletter, August 2005, Issue No. 47. 26257 8/1/2005 12:00:00 AM ...- Authors: Society of Actuaries, W Paul McCrossan, Michael J O'Connor, Steven Siegel, Joseph Koltisko, Application Administrator, Barry Freedman, Cees Dert
- Date: Aug 2005
- Publication Name: Risks & Rewards
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The Financial Reporter
The Financial Reporter Full version of The Financial Reporter, Issue 49, April 2002. 25579 4/1/2001 12:00:00 AM ...- Authors: Application Administrator, Thomas Nace, Raymond Ted Schlude, Barry L Shemin, Anthony J Zeppetella, Russell Menze, Joseph Koltisko
- Date: Apr 2001
- Publication Name: The Financial Reporter
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Derivatives in an Insurance Context
Derivatives in an Insurance Context This session is from the 1995 SOA Spring Meeting. Panelists discuss practical uses of derivatives, including interest rate and equity options and swaps.- Authors: John Mulholland, Bryan Boudreau, Joseph Koltisko
- Date: Apr 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Arithmetic of Option Pricing
Arithmetic of Option Pricing This teaching session will examine option-pricing techniques, binomial models, lattice, the hedge portfolio and considerations and reasons for discounting at the ...- Authors: Joseph Koltisko, Craig Merrill
- Date: Apr 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
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Risks and Rewards Newsletter, May 2002, Issue No. 39
Risks and Rewards Newsletter, May 2002, Issue No. 39 Full version of Risks and Rewards Newsletter, May 2002, Issue No. 39. 26247 5/1/2002 12:00:00 AM ...- Authors: Nino A Boezio, Anson Glacy, David Ingram, Victor Modugno, Max Rudolph, Hubert B Mueller, Joseph Koltisko
- Date: May 2002
- Publication Name: Risks & Rewards