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Quantification of C-3 Risk vs. Risk-Based Capital: Developing a Methodology/Table
Quantification of C-3 Risk vs. Risk-Based Capital: Developing a Methodology/Table 1996 Valuation ... Risk-Based Capital: Developing a Methodology/Table 1996 Valuation Actuary Symposium. Topics discussed ...- Authors: Dennis A Deeter, Larry M Gorski, Michael E Mateja, Stephen A J Sedlak, Michael L Zurcher, Michael Scott Smith, Lloyd Spencer
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Liability Modeling II - Life Insurance Products
Liability Modeling II - Life Insurance Products 1996 Valuation Actuary Symposium. In this teaching session ...- Authors: Greg Mateja, Michael J Murphy, Meredith Ratajczak
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Life Insurance; Modeling & Statistical Methods
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Interest Rate Model Risk
Interest Rate Model Risk 1996 Valuation Actuary Symposium. The purpose of this session is to enhance ...- Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Practitioners' Forum
Practitioners' Forum 1996 Valuation Actuary Symposium. In this practitioners' forum the ... Practitioners' Forum 1996 Valuation Actuary Symposium. In this practitioners' forum the ...- Authors: Errol Cramer, James Hohmann, W. Michael Pressley, Stephen A J Sedlak
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Asset Modeling Best Practices in the Current Environment
Asset Modeling Best Practices in the Current Environment Asset cash flow modeling and asset assumptions ... The Academy’s Life Practice Council and Life Valuation Committee have formed a Low Interest Rate Asset ...- Authors: Marc Altschull, Daniel B Finn, Frederick J. Hill, Patrick Ledlee
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Implementation of Intensity Model Approach to Constant Maturity Credit Default Swap Pricing
Maturity Swap and Credit Default Swap. The valuation of a CMCDS is implemented in Excel VBA and derives ... derives important quantities relating to CMCDS valuation based on the work of D. Brigo[1] 1. Credit ...- Authors: Ohoe Kim
- Date: Jan 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Operational Risk Capital Provisions for Banks and Insurance Companies
court filings and news reports. In addition to individual losses, the data set contains various organizations’ ... provided for the contributors of losses and individual losses that occurred in the United States. Contributors ...- Authors: Edoh Afambo
- Date: Jan 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Banking - Finance & Investments; Modeling & Statistical Methods; Public Policy
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Risks in Investment Accumulation Products: Recent Research
Equity-Indexed Products, Investment Products, Models, Valuation of Liabilities Moderator: PETER D. TILLEY Panelists: ... based on a higher death rate, an older mortality table? We have things like floor guarantees and guaranteed ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods
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Option Bounds in Discrete Time with Transaction Costs
particular utility function for the intermediary (or individual) creating the hedge. Figlewski [1989] uses ... (~,B~) (A,B) (A,,B,) (A2,B2) (As,B~) Table I provides values of the weights of the replicating ...- Authors: Phelim Boyle, Ton Vorst
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence From the Field
issue in this study. The following table summarizes the data. Table 1. Summary of operational loss data ... 3.94 4.08 4.03 4.33 The row # 3 in Table 1 suggests that there were seven months (denoted ...- Authors: Madhu Acharyya
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods