Results 261 to 270 of about 7,251 (305)

Computational Method for Claim Portfolio Valuation

2009 Eighth Mexican International Conference on Artificial Intelligence, 2009
The paper presents method of hybrid prediction system for debt portfolio appraisal. Based on the local area competence, time spread repayment values are predicted by means of hybrid combination of various machine learning techniques. The above methods include among others clustering of references, model selection and enrichment of input variables with ...
Tomasz Kajdanowicz, Przemyslaw Kazienko
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Valuation portfolio in life insurance

2010
In Chapter 3 we define the valuation portfolio for a life insurance policy. The valuation portfolio is a portfolio consisting of financial instruments that replicate the insurance liability cash flows. The construction of the valuation portfolio is done with the help of an explicit example.
Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer   +2 more
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Valuation of portfolio loss derivatives in an infectious model

2012
In this paper we investigate a dynamic credit risk contagion model. We consider an economy of n firms which may default directly or may be infected by other defaulting firms (a domino effect being also possible). The spontaneous default without external influence and the infections are described by conditionally independent Bernoulli-type random ...
Cousin, Areski, Dorobantu, Diana, Rullière, Didier   +2 more
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Appropriate Pricing and Valuation of Portfolio Companies

CFA Institute Conference Proceedings, 2005
Jonathan Boersma, CFA, of the CFA Centre for Financial Market Integrity, and William Franklin, of the Bank of America Capital Corporation and the Private Equity Industry Guidelines Group, each discuss their respective organization's progress in developing valuation guidelines for the private equity industry. They are then joined by Scott Brown, CFA, of
Jonathan A. Boersma, Scott D. Brown, William B. Franklin   +2 more
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Valuation, Portfolios, and Optimization

2016
We now turn to fundamental questions of valuation and hedging, and their close (indeed, inseparable) connection; we will see that they are really two sides of the same coin. We have already introduced a series of (spread) option structures in Chapter 1 in the context of energy market structures, and we will later focus the discussion on such products ...
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Valuation of Prospective Resources - A Portfolio Approach

SPE/IAEE Hydrocarbon Economics and Evaluation Symposium, 2016
Abstract There are many ways to approach the valuation of an exploration portfolio. The most appropriate methodology will depend on the scale and complexity of the portfolio as well as time/resource constraints. An expected monetary value (EMV) approach based on success case discounted cash flow analyses is generally the preferred ...
E. J. Jankowski, A. Kirchin
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VALUATION OF PORTFOLIO SECURITIES: PRACTICES AND PROCEDURES

Journal of Investment Compliance, 2001
Valuation of portfolio securities continues to hold the limelight in the arena of mutual fund regulation. For the last four years, mutual fund regulators have repeatedly emphasized the need to adopt or revise procedures to address valuation issues that address modern market conditions resulting from such forces as globalization and the development of ...
ANTHONY S. EVANGELISTA, MARYBETH SORADY
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Patent Portfolios and Valuation Uncertainty

SSRN Electronic Journal, 2023
Thaddeus Neururer, Li Wang, Yuxiang Zheng   +2 more
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Valuation portfolio in non-life insurance

2010
In this chapter we construct the valuation portfolio for a non-life insurance runoff. That is, we study triangular non-life insurance data and based on these data we construct a replicating portfolio in terms of financial instruments. This replicating portfolio (called valuation portfolio) models the outstanding non-life insurance liabilities.
Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer   +2 more
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Valuation of a Mortgage Company's Servicing Portfolio

The Journal of Financial and Quantitative Analysis, 1976
Contracts to service single-family residential mortgage loans for institu? tional investors represent the primary asset and the primary source of revenues for most mortgage banking companies (MBC's). MBC's acquire servicing contracts either by originating and selling loans to an institutional investor and there?
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