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Efficient Frontier of New Business
company with three lines of business: individual life, individual annuity and group life. The firm’s overall ... and the long and short guarantees between the individual and group business. The modeling was subject ...- Authors: Yuhong Xue
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM
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Arbitrage-Free Perspective on Economic Capital Calibration
That assumption further leads to risk-neutral valuation tech- niques. Because there can be only one price ... value of its products using the risk-neutral valuation tech- niques, particularly if those products include ...- Authors: David Wang
- Date: May 2012
- Competency: Leadership>Thought leadership; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Finance & Investments>Economic value; Finance & Investments>Value at risk - Finance & Investments
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Efficient Frontier of New Business
company with three lines of business: individual life, individual annuity and group life. The firm’s overall ... and the long and short guarantees between the individual and group business. The modeling was subject ...- Authors: Yuhong Xue
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM
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Stress Testing
Stress Testing Applications of Stress Testing Actual-to-expected=A/E=Actual to expected ratio;Sensitivity ... a time and measur- ing the magnitude of that individual assumption or risk. Key uses of sensitivity ...- Authors: Matthew Creech
- Date: Nov 2016
- Competency: Communication>Persuasive communication; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuary of the Future
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM