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Fair Valuation of Insurance Liabilities-Implications for Economic Performance Measurement and Strategic Decision Making
Fair Valuation of Insurance Liabilities-Implications for Economic Performance Measurement and Strategic ...- Authors: Charles D Friedstat, Kenneth LaSorella, Gregory Goulding, David M Walczak, Joseph Koltisko, Marsha Wallace, Scott Witt
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Fair value accounting
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Asset Modeling Concepts
Asset Modeling Concepts This session at the 2003 Valuation Actuary Symposium discusses asset model validation ... of the balance sheet, both for pricing and for valuation, are discussed. Asset liability management=ALM;Asset ...- Authors: Henry M McMillan, Harry Jamison, David M Walczak
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Asset modeling
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Measuring and Pricing for Tail Risk
those people have a lot that they can bring to the table. Let me begin by trying to define tail risk in ... you have $1 billion of benefit in force. The valuation actuary steps up and says, "I'm going to value ...- Authors: Henry M McMillan, David M Walczak, Douglas Robbins
- Date: Jun 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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The Stepping Stone Newsletter, January 2007, Issue No. 25
people need to be present, more time is needed or individual members can settle things outside the meeting ... what prevents you from laying that out on the table? • What are your values regarding commit- ment ...- Authors: Society of Actuaries, John West Hadley, David M Walczak, Donna Weninger, Maureen Costello, Maureen Wild, Mark E Green
- Date: Jan 2007
- Publication Name: The Stepping Stone
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A Handful of Economic Capital Model Observations
A Handful of Economic Capital Model Observations Commentary on practical observations resulting ... produce comparable results raises its head (Table 1). Table 1 Volatility of Loss in the Tail of Possible ...- Authors: David M Walczak
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models