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Capital Requirements for Investment Risks - Regulatory, Rating Agency and Economic Approaches
today about the asset-related risk charges, C-1. Table 1 shows you what our charges currently are as of ... Capital Requirements for Investment Risks 7 Table 1 S&P Bond Charge (starting in YE 2003) ...- Authors: Michael J O'Connor, Jeff Gimbel, Christian Shiemke, Jose Siberon, Nathan Hardiman
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting
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The Once & Future Actuary
The Once & Future Actuary background history of the insurance industry and the ... death benefit funds (Collegia funeratica). Ulpian’s Table, dating from around 220 A.D., was intended for valuing ...- Authors: David Holland
- Date: Dec 1997
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Professional Values; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Actuary Magazine
- Topics: Actuarial Profession; Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments; Global Perspectives
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Risk Aggregation and Diversification
a random sum, S = i=1 d ∑ Xi, in which the individual risks 𝑋𝑋𝑖𝑖 depict losses (claims of the different ... longer be easily specified. , in which the individual risks Xi depict losses (claims of the different ...- Authors: Carole Bernard, steven vanduffel
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Conditional Tail Expectation
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Effective Use of Capital
simple deterministic models. For instance, in the individual and group life lines, we have provided for a ... persistency is 93%, agents require no financing, individual underwriting is performed on the insureds, there ...- Authors: Michael E Mateja, Robert Shapiro, William H. Sahm
- Date: Apr 1981
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Reinsurance; Reinsurance>Financial reinsurance
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A Time-homogeneous Di§usion Model with Tax
A Time-homogeneous Di§usion Model with Tax Studies default risk through the two-sided ... introduced tax payments with constant rate at pro table times to the compound Poisson risk model and established ...- Authors: BIN LI, Application Administrator
- Date: Oct 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Optimizing CPPI Investment Strategy for Life Companies
Optimizing CPPI Investment Strategy for Life Companies Derives appropriate hedge ratios for ... reflect the requirements and risk appetites of individual investors. From the point of view of the provider ...- Authors: Aymeric Kalife, Saad Mouti
- Date: Aug 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Investment Quality Measures Review
Investment Quality Measures Review Panelists discuss: [1] investment quality as a dynamic ... impact on conclusions you would reach, either for valuation actuary work or for pricing work. MR. FREDERICK ...- Authors: Robert P Clancy, Peter B Deakins, Edward I Altman
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Practical Aspects of Managing Investment Risks
Practical Aspects of Managing Investment Risks Panelists discuss portfolio restructuring, use ... It is probably true that the markets analyze individual credit risks and the charges or prices reflect ...- Authors: Diane Wallace, Jay A Novik, Owen Whitby, Dale B Wolf, Norman E Mains
- Date: May 1987
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments