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Forum: Pension - Social Security 09-11-2016, 10:21 AM
Replies: 267
Views: 49,204
Posted By Jeremy Gold
On 9/7 after delivering an ultimatum to the...

On 9/7 after delivering an ultimatum to the authors of Financial Economics Principles Applied to Public Pension Plans, the SOA published a November 2015 version of our paper. They ignored our rights...
Forum: Pension - Social Security 09-01-2016, 05:05 PM
Replies: 267
Views: 49,204
Posted By Jeremy Gold
The AAA has missed no opportunity to insult the...

The AAA has missed no opportunity to insult the authors by claiming that we were uncooperative (maybe insubordinate to the all mighty review process). They have made these accusations on their...
Forum: Pension - Social Security 08-18-2016, 06:02 PM
Replies: 267
Views: 49,204
Posted By Jeremy Gold
Discounting at the risk-free (default-free) is...

Discounting at the risk-free (default-free) is the first-order solution that covers most of the value we're trying to measure. Additional refinements in this thread are second-order adjustments.
...
Forum: Pension - Social Security 08-18-2016, 05:51 PM
Replies: 267
Views: 49,204
Posted By Jeremy Gold
If and when you get to see the repressed paper...

If and when you get to see the repressed paper you will see that we acknowledge this in general terms:
Forum: Pension - Social Security 08-18-2016, 02:09 PM
Replies: 267
Views: 49,204
Posted By Jeremy Gold
I think I see why some of what I say sounds like...

I think I see why some of what I say sounds like that but I think my view is a little narrower: those liabilities that are default-free and bond like should be discounted using default-free bond...
Forum: Pension - Social Security 08-18-2016, 01:54 PM
Replies: 267
Views: 49,204
Posted By Jeremy Gold
Although there are some cases where liability...

Although there are some cases where liability discount rates should be lower, this is not universal. If the liability uncertainty is correlated with market assets that earn a risk premium, so should...
Forum: Pension - Social Security 08-17-2016, 01:47 AM
Replies: 267
Views: 49,204
Posted By Jeremy Gold
Op-ed at Market Watch

http://www.marketwatch.com/story/why-your-states-public-pension-plan-is-in-a-much-bigger-hole-than-you-already-fear-2016-08-16
Forum: Pension - Social Security 08-14-2016, 01:53 PM
Replies: 267
Views: 49,204
Posted By Jeremy Gold
Yeah, it's kinda funny how a Nobel Prize can give...

Yeah, it's kinda funny how a Nobel Prize can give you unearned confidence. I'll take this opportunity to note that many of your posts are incomprehensible. I may not always be as perfectly informed...
Forum: Pension - Social Security 08-14-2016, 11:44 AM
Replies: 267
Views: 49,204
Posted By Jeremy Gold
On June 6, Don Fuerst wrote an email to the...

On June 6, Don Fuerst wrote an email to the AAA/SOA Presidents, PEs, Exec Dirs, and to the listserve for the disbanded PFTF.

Don is the CCA PE, soon to be President, and ex officio member of AAA...
Forum: Pension - Social Security 08-10-2016, 10:32 AM
Replies: 267
Views: 49,204
Posted By Jeremy Gold
Financial economics may be parsed into...

Financial economics may be parsed into subcategories: corporate finance, asset pricing/portfolio selection, financial mathematics (in re derivatives, swaps, futures). Your parsing may vary. You'll...
Forum: Pension - Social Security 08-10-2016, 09:44 AM
Replies: 267
Views: 49,204
Posted By Jeremy Gold
The most significant difference between financial...

The most significant difference between financial economics applied to corporate plans and public plans comes from public finance where intergenerational equity is very important. IE is not very...
Forum: Chat with the Candidates & Exam Committee 08-03-2016, 01:32 PM
Replies: 24
Views: 4,187
Posted By Jeremy Gold
I know and respect all three candidates. I have...

I know and respect all three candidates. I have signed Jim's petition this year as well as in past years. I have always told Jim that I may or may not vote for him in the election.

I would like...
Forum: General Actuarial 08-03-2016, 11:41 AM
Replies: 215
Views: 31,321
Posted By Jeremy Gold
AAA and SOA censor research and disband voice of pension finance

http://www.actuarialoutpost.com/actuarial_discussion_forum/showthread.php?p=8635501#post8635501
Forum: Pension - Social Security 08-03-2016, 11:41 AM
Replies: 1,341
Views: 135,315
Posted By Jeremy Gold
AAA and SOA censor research and disband voice of pension finance

http://www.actuarialoutpost.com/actuarial_discussion_forum/showthread.php?p=8635501#post8635501
Forum: Pension - Social Security 08-03-2016, 11:40 AM
Replies: 267
Views: 49,204
Posted By Jeremy Gold
AAA and SOA censor research and disband voice of pension finance

https://twitter.com/pensionsnews/status/760842108701900800

https://twitter.com/e_bartholomew/status/760517584777338881
Forum: General Actuarial 07-12-2016, 09:23 AM
Replies: 215
Views: 31,321
Posted By Jeremy Gold
The limited responsibility that you articulate...

The limited responsibility that you articulate for individual actuaries may be appropriate ... for individual actuaries. But a profession may have greater responsibilities to the public; it is these...
Forum: Pension - Social Security 03-11-2016, 01:19 PM
Replies: 1,341
Views: 135,315
Posted By Jeremy Gold
Whom do I call to make sure that Jeremy Gold...

Whom do I call to make sure that Jeremy Gold Pensions gets on that list?

I will have more to say on NCPERS loyalty oath, restraint of trade, code of conduct (unlike most codes it does not apply to...
Forum: Pension - Social Security 03-09-2016, 10:22 AM
Replies: 1,341
Views: 135,315
Posted By Jeremy Gold
PEPTA - maybe should be own thread

Yesterday NCTR https://t.co/tJ2TElFlfn (P/W=nctrinsight) took on PEPTA which, NCTR, says will soon be reintroduced in Congress. A blog post (3/8/16) by Leigh Snell, Federal Relations Director for...
Forum: General Actuarial 03-09-2016, 10:04 AM
Replies: 48
Views: 11,062
Posted By Jeremy Gold
One of the Empires Strikes Back

The National Council on Teacher Retirement (NCTR) has read In the Public Interest, the news letter of the SOA's Social Insurance & Public Finance Section.

The NCTR likes Paul Angelo's article and...
Forum: Pension - Social Security 03-09-2016, 09:42 AM
Replies: 1,341
Views: 135,315
Posted By Jeremy Gold
An Illinois actuary friend of mine pointed out...

An Illinois actuary friend of mine pointed out that Wag and Ex seem to have missed the central flaw in the proposal while msydlaske at least alludes to it: the bank pays the lump sum, the plan then...
Forum: General Actuarial 02-19-2016, 07:06 PM
Replies: 48
Views: 11,062
Posted By Jeremy Gold
The Social Insurance and Public Finance Section...

The Social Insurance and Public Finance Section at the SOA has published its January 2016 newsletter In The Public Interest:...
Forum: General Actuarial 01-06-2016, 10:14 AM
Replies: 48
Views: 11,062
Posted By Jeremy Gold
In December I got a short email from a friend at...

In December I got a short email from a friend at Aon Hewitt:



Above, exactuary asks:It looks like Aon Hewitt has provided some answer to exactuary.

I'd like to hear more, including from...
Forum: Pension - Social Security 12-17-2015, 01:36 AM
Replies: 1,761
Views: 248,615
Posted By Jeremy Gold
I think this was Robert Novy-Marx writing in the...

I think this was Robert Novy-Marx writing in the Financial Analysts Journal/
Forum: Pension - Social Security 10-28-2015, 03:20 PM
Replies: 5
Views: 2,083
Posted By Jeremy Gold
This is a good set of questions that you ask. ...

This is a good set of questions that you ask.

It depends on what discipline you want to apply. I believe that a straightforward read of ASC-715 (FAS 157, FAS 87) is that you should use high...
Forum: General Actuarial 10-01-2015, 03:25 PM
Replies: 215
Views: 31,321
Posted By Jeremy Gold
Cross reference:...

Cross reference: http://www.actuarialoutpost.com/actuarial_discussion_forum/showthread.php?p=8245391&posted=1#post8245391 post #7
Showing results 1 to 25 of 300

 

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