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Search: Posts Made By: PVaultGuy
Forum: Life Finance and Valuation Exam 07-02-2009, 02:10 PM
Replies: 52
Views: 6,507
Posted By PVaultGuy
Thumbs up Thank you, God... I passed. :tup:

Thank you, God... I passed. :tup:
Forum: Financial Economics 05-12-2009, 03:39 PM
Replies: 532
Views: 517,217
Posted By PVaultGuy
No, do not run a simulation, do not use RAND(). ...

No, do not run a simulation, do not use RAND(). The monthly returns are given in the spreadsheet you should have downloaded from the module website. You take S(t-1) and multiply by the given...
Forum: Financial Economics 05-12-2009, 03:31 PM
Replies: 3
Views: 2,863
Posted By PVaultGuy
You basically just want to discuss the 4 MM...

You basically just want to discuss the 4 MM violations and address how each violation impacts the hedging decision from each interested parties perspective. If no impact exists, state that.

Also,
Forum: Financial Economics 05-12-2009, 03:25 PM
Replies: 21
Views: 28,117
Posted By PVaultGuy
EOM Exercise - Task 1

There is a lot of needless posts to sort through to get help on Task 1, so I thought I would create a new thread to help others on Task 1.

To help on the first part:


See Chapter 7-8 of Hardy...
Forum: Life Finance and Valuation Exam 05-10-2008, 03:10 PM
Replies: 96
Views: 9,564
Posted By PVaultGuy
Yeah, I'll be taking this one again next year. ...

Yeah, I'll be taking this one again next year. Not a single XXX question. What gives? And 8 points for knowing CCA, which I didn't. I imagine that 95% of FSA's working in Individual Life and...
Forum: Life Pricing Exam 01-18-2008, 02:35 PM
Replies: 166
Views: 18,845
Posted By PVaultGuy
No pass here. :viola:

No pass here. :viola:
Forum: Professional Surveys 01-17-2008, 10:39 AM
Replies: 30
Views: 11,391
Posted By PVaultGuy
12 x 9

12 x 9
Forum: Careers - Employment 01-16-2008, 01:42 PM
Replies: 184
Views: 21,297
Posted By PVaultGuy
Very disrespectful. Yes, I would look for a new...

Very disrespectful. Yes, I would look for a new job. In fact, regardless of the circumstances I would recommend always looking for a new job every once in a while.
Forum: Life Pricing Exam 11-02-2007, 01:19 PM
Replies: 101
Views: 9,436
Posted By PVaultGuy
I said that "this is inappropiate to discuss in...

I said that "this is inappropiate to discuss in this setting" refering to "Fuzzy front-end". Does anyone know what source this is from?
Forum: Life Pricing Exam 11-01-2007, 11:19 PM
Replies: 101
Views: 9,436
Posted By PVaultGuy
I'm glad I'm not defective. I went ahead and...

I'm glad I'm not defective. I went ahead and used a 95% participation rate, since I didn't want to assume it was linear beyond what the table gave (.75% between each on the table). Hopefully I'll...
Forum: Life Pricing Exam 11-01-2007, 11:05 PM
Replies: 101
Views: 9,436
Posted By PVaultGuy
Anyone get 10.25 instead of 9.25 for the option...

Anyone get 10.25 instead of 9.25 for the option budget cost - 95% participation rate. Was this q defective or am I defective?

I couldn't do the Dx Mx Nx. What the heck is Mx and Nx ????
Forum: Modules 6-8 08-11-2007, 04:09 PM
Replies: 72
Views: 14,404
Posted By PVaultGuy
Both are pertinent so I mention both. Basically,...

Both are pertinent so I mention both. Basically, just because you are matching durations that does not mean you do not face reinvestment risk.
Forum: Modules 6-8 08-11-2007, 04:08 PM
Replies: 5
Views: 1,021
Posted By PVaultGuy
It's a little low, but if you have data to...

It's a little low, but if you have data to support it, go with it. Have you read the other Task 10 threads?

This is a good one...
Forum: Modules 6-8 08-11-2007, 01:59 PM
Replies: 9
Views: 1,747
Posted By PVaultGuy
:bump: Anyone want to recommend how many...

:bump:

Anyone want to recommend how many scenarios to do? Or say how many they used. I have 4 but maybe I need a few more. One of those is the worst case scenario mysteriously already in the...
Forum: Modules 6-8 08-11-2007, 01:54 PM
Replies: 72
Views: 14,404
Posted By PVaultGuy
You are not arbitrarily doing it. Just from...

You are not arbitrarily doing it. Just from looking at the data it wouldn't make sense for the B+ coupons to default more than the B- when the B+ is paying a lower coupon. Given this suspicion,...
Forum: Modules 6-8 08-11-2007, 11:59 AM
Replies: 65
Views: 12,842
Posted By PVaultGuy
yes, to match a duration of 5.64

yes, to match a duration of 5.64
Forum: Modules 6-8 08-11-2007, 11:57 AM
Replies: 116
Views: 22,092
Posted By PVaultGuy
As has been pointed out previously, the only...

As has been pointed out previously, the only changes are to cells C12, C19, C25 or 26, and C32. I get the 237%.

For the 7 to 15 year premium, you are just adding the 575,366 to the amount already...
Forum: Modules 6-8 08-11-2007, 11:24 AM
Replies: 65
Views: 12,842
Posted By PVaultGuy
Agreed. 5.77 when you use a 19/81 split

Agreed. 5.77 when you use a 19/81 split
Forum: Modules 6-8 08-11-2007, 10:26 AM
Replies: 10
Views: 1,178
Posted By PVaultGuy
I'm at the computer working on this thing for the...

I'm at the computer working on this thing for the second time :swear:

If anyone can read my posts in the Task 3 threads and provide some guidance that would be great.

Good luck everyone, just...
Forum: Modules 6-8 08-10-2007, 10:44 AM
Replies: 65
Views: 12,842
Posted By PVaultGuy
Possibly an appendix showing some calculations...

Possibly an appendix showing some calculations and another appendix to cover at a basic level duration matching and portfolio immunization.
Forum: Modules 6-8 08-10-2007, 10:15 AM
Replies: 9
Views: 1,747
Posted By PVaultGuy
How many scenarios would you recommend using? ...

How many scenarios would you recommend using? Would you show all your scenario assumptions in tables?
Forum: Modules 6-8 08-10-2007, 09:54 AM
Replies: 33
Views: 6,089
Posted By PVaultGuy
I think what we was done in task 2 is to...

I think what we was done in task 2 is to recommend what the price would be based on best estimate assumptions. Then in task 3 you tell Etienne (internally) what a more conservative price would be...
Forum: Modules 6-8 08-10-2007, 09:32 AM
Replies: 72
Views: 14,404
Posted By PVaultGuy
I don't think it matters for this task. But I...

I don't think it matters for this task. But I would assume your statement is correct.
Forum: Modules 6-8 08-09-2007, 11:11 AM
Replies: 72
Views: 14,404
Posted By PVaultGuy
Go read all posts by Blahblahblah, and the one...

Go read all posts by Blahblahblah, and the one other post of mine that I just edited.
Forum: Modules 6-8 08-02-2007, 01:17 PM
Replies: 4
Views: 1,482
Posted By PVaultGuy
Obviously you have submitted already, but I got...

Obviously you have submitted already, but I got the same ending actual profit and surplus of 323,082. My Original number was different though. I had 345,103. What did other people get for original...
Showing results 1 to 25 of 300

 

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