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  2. Transaction cost analysis - Wikipedia

    en.wikipedia.org/wiki/Transaction_cost_analysis

    Implementation shortfall is a commonly targeted benchmark, which is the sum of all explicit and implicit costs. Sometimes, an opportunity cost of not transacting is factored in. [5] After measurement, costs must be attributed to their underlying causes. Finally, this analysis is used to evaluate performance and monitor future transactions.

  3. Reinsurance Actuarial Premium - Wikipedia

    en.wikipedia.org/wiki/Reinsurance_Actuarial_Premium

    Reinsurance pure premium rate computing, add charges, taxes and reduction of treaty "As if" data involves the recalculation of prior years of loss experience to demonstrate what the underwriting results of a particular program would have been if the proposed program had been in force during that period.

  4. Transaction cost - Wikipedia

    en.wikipedia.org/wiki/Transaction_cost

    Transaction cost as a formal theory started in the late 1960s and early 1970s. [13] And refers to the "Costs of Market Transactions" in his seminal work, The Problem of Social Cost (1960). Arguably, transaction cost reasoning became most widely known through Oliver E. Williamson's Transaction Cost Economics. Today, transaction cost economics is ...

  5. Merton's portfolio problem - Wikipedia

    en.wikipedia.org/wiki/Merton's_portfolio_problem

    For proportional transaction costs the problem was solved by Davis and Norman in 1990. [6] It is one of the few cases of stochastic singular control where the solution is known. For a graphical representation, the amount invested in each of the two assets can be plotted on the x - and y -axes; three diagonal lines through the origin can be ...

  6. Net premium valuation - Wikipedia

    en.wikipedia.org/wiki/Net_premium_valuation

    The key with a net premium valuation is that the premiums being valued are theoretical measures - they make no reference to the actual premiums being charged by the insurer. This technique is a well-established actuarial valuation method, that became popular because of its simplicity, consistency, and ease of calculation.

  7. Total expense ratio - Wikipedia

    en.wikipedia.org/wiki/Total_expense_ratio

    The total expense ratio (TER) is a measure of the total cost of a fund to an investor. Total costs may include various fees (purchase, redemption, auditing) and other expenses. The TER, calculated by dividing the total annual cost by the fund's total assets averaged over that year, is denoted as a percentage. It will normally vary somewhat from ...

  8. Valuation of options - Wikipedia

    en.wikipedia.org/wiki/Valuation_of_options

    In finance, a price (premium) is paid or received for purchasing or selling options.This article discusses the calculation of this premium in general. For further detail, see: Mathematical finance § Derivatives pricing: the Q world for discussion of the mathematics; Financial engineering for the implementation; as well as Financial modeling § Quantitative finance generally.

  9. Funds transfer pricing - Wikipedia

    en.wikipedia.org/wiki/Funds_Transfer_Pricing

    FTP therefore functions as a revenue "adjustment" made to the bank's balance sheet to reflect the cost of funding, based on the bank's cost of borrowing at the time of origination. The value assigned to a deposit account would thus be equal to the difference between the cost of an equivalent term borrowing, less the cost that is being paid on ...