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Rethinking Fixed Deferred Annuities: Applying a Risk-Based Economic Value Approach
Rethinking Fixed Deferred Annuities: Applying a Risk-Based Economic Value Approach Actuaries ... financial economic theory into their traditional valuation and risk management approaches. As a result, there ...- Authors: Dominique Lebel, Noel Harewood, Mark Scanlon
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Annuities>Fixed annuities; Finance & Investments>Economic value
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2009 Economic Capital for Life Insurance Companies –Complete Report
2009 Economic ... Mark Scanlon Simon Stronkhorst Table of Contents 1. Introduction................... ... using a correlation matrix). The liability valuation basis used to define EC under the runoff approach ...- Authors: Hubert B Mueller, Mark Scanlon, Ian Farr, Simon W Stronkhorst
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management
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Effective Risk-Based Decision Making: ORSA and Beyond
that they currently focus on EC at a specific valuation date so their analysis is limited to a risk ... capital on a single measurement basis at a single valuation date, insurers will likely need to rely on various ...- Authors: Mark Scanlon, Guillaume Briere-Giroux
- Date: May 2012
- Competency: Leadership>Thought leadership; Results-Oriented Solutions; Strategic Insight and Integration
- Topics: Actuarial Profession>Best practices; Enterprise Risk Management; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments
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2009 Economic Capital for Life Insurance Companies – PowerPoint Presentation
approach exist, due to differences in Liability valuation basis — Different liability basis results in ... value of net assets calculated and discounted to valuation date Tail distribution of the PV of mark-to-market ...- Authors: Hubert B Mueller, Mark Scanlon, Ian Farr, Simon W Stronkhorst
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Performance Measurement within an Economic Capital Framework
Performance Measurement within an Economic Capital Framework This article discusses ... accounting or regula- tory valuation requirements (e.g., through pre- scribed valuation margins that are amortized ...- Authors: Mark Scanlon
- Date: Mar 2008
- Publication Name: Risk Management