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Coinsurance as a Capital Optimization Tool in Korea: Attracting Increased External Capital Through Alignment with Global Practices
solutions to ceding companies, as described below: Table 1 Current Coinsurance Structures Permitted by Korean ... summarized in Table 2. Figure 1 Comparison of Asset Transfer Structure vs. RPD Structure Table 2 Risk Exposure ...- Authors: Seong Weon Park, Dean Kerr, Kathryn van Ryn
- Date: Jul 2021
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: International News
- Topics: Enterprise Risk Management; Public Policy
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Group Capital Management in an Increasingly Global Insurance Market
and the Hong Kong Insurance Authority (HKIA). The table below summarizes the number of internationally active ... group supervision is not only limited to IAIGs): Table 1 Count of IAIGs by Group Supervisor and Jurisdiction[1] ...
- Authors: Paul Song, Seong Weon Park, Dean Kerr
- Date: Nov 2023
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management; Enterprise Risk Management>Capital management - ERM; Global Perspectives; Global Perspectives>Global markets; Global Perspectives>Multinational companies
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Economic Scenario Generators, Part III: In-depth ESG Case Study—Academy Interest Rate Generator
simplicity of the AIRG may be suitable for its valuation-focused use cases, its capabilities may be limiting ... not appropriate for use in market-consistent valuation. Process and Parameterization The AIRG models ...
- Authors: Rahat Jain , Dean Kerr, Matthew Zhang
- Date: Jul 2021
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Life Insurance; Modeling & Statistical Methods
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Centralizing model development: is it worth it?
decentralized model development are outlined in Table 1. Pricing In-force management Financial reporting ... development framework can be deduced by inverting Table 1. However, a deeper dive illustrates the tangi- ...- Authors: Joshua Chee, Dean Kerr
- Date: Apr 2019
- Competency: Results-Oriented Solutions; Strategic Insight and Integration
- Publication Name: The Modeling Platform
- Topics: Actuarial Profession; Enterprise Risk Management
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Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
“tail risks” 1 Enabling market- consistent valuation 2 Satisfying internal and external stakeholder ... different reactions. 2. Enabling Market-Consistent Valuation Certain financial reporting frameworks require ...- Authors: Dean Kerr, Matthew Zhang, Rahat Jain
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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RA, RA, RARORAC!
only measures the return and the riskiness of an individual investment, but also balances it against the ... Unified Theory for Financial Product Analysis and Valuation. John Wiley & Sons. Brown, A. (2003, January ...- Authors: Dean Kerr
- Date: Feb 2015
- Publication Name: Product Matters!
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A Smart Way to Accelerat Model Runs Through In-force Data Compression
clustering algorithm. Treat every data point as an individual cluster. Calculate the distance between each ... the underly- ing policies. For example, for a valuation model, one should choose location variables that ...- Authors: Ramandeep Nagi, Dean Kerr
- Date: May 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: CompAct
- Topics: Technology & Applications