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The David W. Fentress Family Letters, 1856-1969
No full textTranscript of a letter by an unidentified author to David Fentress regarding sharing federal newspapers and the banning of federal newspapers in some areas. The author passes on the news of the war including the destruction of the Federal merchantmen by the Confederate fleet. He passes along world news: Russia preparing to go to War with Europe and how that could negatively affect the Confederacy. There is also speculation on the future of the war
The David W. Fentress Family Letters, 1856-1969
No full textTranscript of a letter by an unidentified author to David Fentress regarding sharing federal newspapers and the banning of federal newspapers in some areas. The author passes on the news of the war including the destruction of the Federal merchantmen by the Confederate fleet. He passes along world news: Russia preparing to go to War with Europe and how that could negatively affect the Confederacy. There is also speculation on the future of the war
Portrait of author David Foster at the National Library of Australia, Canberra, 8 June 2011 /
No full textTitle from acquisitions documentation.; Part of the collection: Portraits of author David Foster at the National Library of Australia, Canberra, 8 June 2011.; Acquired in digital format; access copy available online.; Mode of access: Online.; Photographed by a staff member of the National Library of Australia
Comonotonic approximations for optimal portfolio selection problems.
No full textWe investigate multiperiod portfolio selection problems in a Black & Scholes type market where a basket of 1 riskless and m risky securities are traded continuously. We look for the optimal allocation of wealth within the class of 'constant mix' portfolios. First, we consider the portfolio selection problem of a decision maker who invests money at predetermined points in time in order to obtain a target capital at the end of the time period under consideration. A second problem concerns a decision maker who invests some amount of money (the initial wealth or provision) in order to be able to fullfil a series of future consumptions or payment obligations. Several optimality criteria and their interpretation within Yaari's dual theory of choice under risk are presented. For both selection problems, we propose accurate approximations based on the concept of comonotonicity, as studied in Dhaene, Denuit, Goovaerts, Kaas & Vyncke (2002 a,b). Our analytical approach avoids simulation, and hence reduces the computing effort drastically.Approximation; Choice; Comonotonicity; Criteria; Decision; Market; Optimal; Optimal portfolio selection; Portfolio; Problems; Risk; Selection; Simulation; Theory; Time;
Author David Foster with academic Jeff Doyle at the National Library of Australia, Canberra, 8 June 2011 /
No full textTitle from acquisitions documentation.; Part of the collection: Portraits of author David Foster at the National Library of Australia, Canberra, 8 June 2011.; Acquired in digital format; access copy available online.; Mode of access: Online.; Photographed by a staff member of the National Library of Australia
Author David Foster and academic Jeff Doyle at the National Library of Australia, Canberra, 8 June 2011 /
No full textTitle from acquisitions documentation.; Part of the collection: Portraits of author David Foster at the National Library of Australia, Canberra, 8 June 2011.; Acquired in digital format; access copy available online.; Mode of access: Online.; Photographed by a staff member of the National Library of Australia
David Braithwaite at White Waltham Steam Fair
No full textDavid Braithwaite, fairground enthusiast and author photographed at White Waltham Steam Fair, August 1964
David Zimmer Christmas letter
No full textThis Christmas letter written November 30, 1999, by David Zimmer is titled "Season's Greetings from the last of the Red-Hot-Santas!" It features an illustration of Santa Claus with a guitar, and a summary of Zimmer's year.
David Zimmer (1929-2005) was born in Harrisburg, Ohio. He enlisted in the U.S. Army and served for two years during the Korean War at the Brooke Army Medical Center in San Antonio, where he performed in drag for wounded soldiers. After the war, he returned to Ohio. Zimmer performed as Dolly Divine, a name inspired by the song "Hello Dolly." In 1964, he established the Berwick Ball with Orn Huntington, another important early gay activist in Central Ohio. The Ball began as a formal Halloween costume ball that provided a safe space to gather and enjoy drag shows for the gay community each year; over the years, it grew into an annual Halloween tradition and an important fundraiser for the AIDS movement and other charities. During the 1970s, Zimmer was also known for hosting lavish parties at his Harrisburg home. In 1989, he moved to the German Village area of Columbus where he remained active in the community. During the 1990s, Zimmer continued to perform in and out of drag and commissioned costume designer Dick Frank to make elaborate outfits. Zimmer worked for Huntington National Bank for 39 years and was a member of the Harrisburg United Methodist Church, Veterans of Foreign Wars and the German Village Society
Some Comments on QIS3.
No full textIn this paper we discuss some issues proposed in the Solvency II - QIS3 report. In particular we comment and discuss the \AISAM-ACME study on non-life long tail liabilities; reserve risk and risk margin assessment under Solvency II". In the latter study the reserve risk calculation of non-life long tail insurers is investigated, based on a sample of 45 supervised European insurance companies. We start by giving an overview of risk measures used in a solvency environment. Next, we show that the Value-at-Risk measure is the solution of a general optimization problem. In a way this supports the current regulatory regime for banking supervision established by the Basel Capital Accord and the Solvency II regulatory regime under construction. Indeed, both have put forward a Value-at-Risk-based capital requirement approach. In the following Section, we confirm the findings of the AISAM-ACME study that, with respect to reserve risk, a loading for solvency amounting to 15% of the reserves, as put forward in QIS3, might be too high. Next, we discuss the concept of one-year volatility, which is crucial in the context of Solvency II. Also, the relation between a long term VaR and the corresponding short term VaR is explored. To conclude, we illustrate the fact that a long tail business should in many cases lead to a lower solvency capital requirement compared to a short tail business with a comparable amount of liabilities.Solvency II; reserve risk;
David Zimmer Christmas letter
No full textThis Christmas letter was written December 7, 2004, by David Zimmer. It features a small illustration of Santa Claus, a summary of Zimmer's year, and a clipping from the Village Crier recognizing his 75th birthday celebration.
David Zimmer (1929-2005) was born in Harrisburg, Ohio. He enlisted in the U.S. Army and served for two years during the Korean War at the Brooke Army Medical Center in San Antonio, where he performed in drag for wounded soldiers. After the war, he returned to Ohio. Zimmer performed as Dolly Divine, a name inspired by the song "Hello Dolly." In 1964, he established the Berwick Ball with Orn Huntington, another important early gay activist in Central Ohio. The Ball began as a formal Halloween costume ball that provided a safe space to gather and enjoy drag shows for the gay community each year; over the years, it grew into an annual Halloween tradition and an important fundraiser for the AIDS movement and other charities. During the 1970s, Zimmer was also known for hosting lavish parties at his Harrisburg home. In 1989, he moved to the German Village area of Columbus where he remained active in the community. During the 1990s, Zimmer continued to perform in and out of drag and commissioned costume designer Dick Frank to make elaborate outfits. Zimmer worked for Huntington National Bank for 39 years and was a member of the Harrisburg United Methodist Church, Veterans of Foreign Wars and the German Village Society
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