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Next Steps for ERM: Valuation and Risk Pricing
Next Steps for ERM: Valuation and Risk Pricing ERM has methodology for quantifying the risk to capital ... value is needed. This gets into the realm of valuation. Also capital allocation provides risk quantification ...- Authors: Gary G Venter
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Risk Management, March 2007, Issue No. 10
Schaumburg, Ill. by the Society of Actuaries Risk Table of Contents R I S K M A N A G E M E N T S E C ... risk currently reflected in the Canadian GAAP valuation. This working group has developed a draft methodology ...- Authors: Douglas W Brooks, Trevor Howes, David Ingram, Denise Lang, Gary G Venter, Hubert B Mueller, Paul J Brehm, Anthony Dardis, David T Henderson, Ronald Harasym, Matthew P Clark
- Date: Mar 2007
- Publication Name: Risk Management
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Mortality Trend Risk
than LC. The RH NB1 and NB2 models were then fit. Table 1 shows the NLL for each model and the improvement ... binomial versions have yet one more parameter. TABLE 1 Fit Comparisons NLL Parameters Added ...- Authors: Gary G Venter
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Experience Studies & Data>Mortality
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Advances in Modeling of Financial Series
price is the product of the bond prices from the individual partial interest rates, and this makes the ... parameters: Modeling Financial Series 13 Table 1. Moments to Match Weight Moment Target Fitted ...- Authors: Gary G Venter
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Enterprise Risk Management>Risk measurement - ERM
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Stochastic Trend Models in Casualty and Life Insurance
trend filter will not be used herein. When the individual AY levels are modeled as independent or with ... of a problem than is typically the case in individual company data. In the DY direction, we have only ...- Authors: Spencer M Gluck, Gary G Venter
- Date: Apr 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance; Modeling & Statistical Methods>Stochastic models
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A Regression Approach to Injured Worker Mortality
produced a mortality table for lives disabled by industrial accidents. The table is based on permanent ... lump sum settlement was made. Since the mortality table in workers compensation is primarily used to determine ...- Authors: Gary G Venter, Jack Barnett, BARBARA J SCHILL
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Health & Disability
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Adapting Banking Models to Insurer ERM
quite difficult to measure for a large insurer. The individual events that could contrib‐ ute to such an an ... in 1693, Halley, of comet fame, created a mortality table based on records from Breslau. 13 could a ...- Authors: Gary G Venter
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Gestion du risque, Mars 2007, revue no 10
Schaumburg (IL) par la Society of Actuaries Gestion Table des matières du risque SECTION GESTION DU RISQUE ... prise, ainsi que les méthodes de gestion et d’é- valuation du risque qui doivent faire partie de ce cadre ...- Authors: Douglas W Brooks, Trevor Howes, David Ingram, Denise Lang, Gary G Venter, Hubert B Mueller, Paul J Brehm, David T Henderson, Matthew P Clark
- Date: Sep 2007
- Publication Name: Risk Management
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Structured Credibility in Applications - Hierarchical, Multidimensional, and Multivariate Models
class data, X could be the experience of an individual class and V the average of all classes combined ... significantly less estimation error for them than for individual class estimates of the same quantities. Some ...- Authors: Gary G Venter
- Date: Jan 1985
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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ERM for Strategic Management – Status Report
be greater than the sum of the VaRs of the individual risks. This can be a problem when trying to quantify ... unique prices are determined based only on individual risk characteristics. This does not hold in incomplete ...- Authors: Gary G Venter
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments