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Capital Allocation in the Property-Liability Insurance Industry
Capital Allocation in the Property-Liability Insurance Industry This is Table 2 from a March ... Property-Liability Insurance Industry This is Table 2 from a March 2011 presentation at the 2011 Enterprise ...- Authors: Stephen P D'Arcy
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Capital Allocation in the Property-Liability Insurance Industry
Capital Allocation in the Property-Liability Insurance Industry This monograph was presented ... the true cost of capital an insurer would face. Table only. Capital management;Enterprise risk management=ERM; ...- Authors: Stephen P D'Arcy
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration
- Topics: Enterprise Risk Management>Capital management - ERM
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A Primer on Credit Derivatives
the detailed breakdown of market participants in Table 1, banks and corporations were usually net buyers ... credit risk through 2006 (and projected to 2008). Table 1 illustrates the relative role of the different ...- Authors: Stephen P D'Arcy, James P McNichols, Xinyan Zhao
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives
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Capital Allocation in the Property-Liability Insurance Industry
the estimated cost of hedging, using option valuation approaches, the value of the loss that policyholders ... became insolvent. Capital is then allocated to individual lines of business based on the changes in the ...- Authors: Stephen P D'Arcy
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration
- Topics: Enterprise Risk Management>Capital management - ERM
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Modeling of Economic Series Coordinated with Interest Rate Scenarios
merger of the DFA Modeling Task Force of the Valuation, Finance, and Investments Committee and the DFA ... submit their resumes (if a firm, of the principal individual(s) performing or directing the work), indicating ...- Authors: Kevin Ahlgrim, Stephen P D'Arcy, Richard Gorvett
- Date: May 2001
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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The Effect of Deflation or High Inflation on the Insurance Industry
The Effect of Deflation or High Inflation on the Insurance Industry This web page summarizes ... sponsoring organizations make the Model available to individual users for their personal use on a non–exclusive ...- Authors: Stephen P D'Arcy, Kevin Ahlgrim
- Date: Feb 2012
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Appropriate Standards for Profit Margins
regulation does serve a useful purpose for us as individual actuaries, because it creates tremendous consulting ... common time. We're not looking at what any one individual would do; we're looking at what the market is ...- Authors: Stephen P D'Arcy, Charles McClenahan, Oakley E Van Slyke
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods; Public Policy
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A Users Guide to the Inflation Generator
first simulation (Example A) are shown in Table 1. TABLE 1 Sample Parameters for Simulation Example ... remaining parameters are left unchanged. TABLE 2 Sample Parameters for Simulation Example B (Annual ...- Authors: Stephen P D'Arcy, Kevin Ahlgrim
- Date: Feb 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Modeling & Statistical Methods>Stochastic models
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Clarifying Uncertainty
other values that can be confirmed by totaling individual components. When dealing with uncer- tainty, ... in current reports from that individual. For example, if one individual has a consistent pattern of ...- Authors: Stephen P D'Arcy
- Date: May 2012
- Competency: Leadership>Change management; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Economics>Financial markets; Enterprise Risk Management>Risk measurement - ERM; Public Policy
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Modeling of Economic Series Coordinated with Interest Rate Scenarios: A progress report on research sponsored by the Casualty Actuarial Society and the Society of Actuaries
Mismatch on Property/Casualty Insurance Companies,” Valuation Issues, 1-52. Chan, Karolyi, Longstaff ... Rates: A New Methodology for Contingent Claims Valuation,” Econometrica, 60: 77-105. Hibbert, Mowbray ...- Authors: Stephen P D'Arcy, Richard Gorvett, Kevin Ahlgrim
- Date: Jan 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Modeling & Statistical Methods>Stochastic models