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  • A novel approach to valuing an insurance company’s economic surplus
    A novel approach to valuing an insurance company’s economic surplus This paper provides ... surplus This paper provides a novel approach to the valuation of the market value of economic surplus that is ...

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    • Authors: Dariush Akhtari
    • Date: Aug 2019
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Economic capital; Finance & Investments>Economic value
  • ERM: As A Competitive Advantage: Moving Beyond PBA To Add Value
    Companies build financial models for pricing, valuation and strategic planning needs. Understanding why ... understand how a company's current business works. The individual who works on various product lines during his ...

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    • Authors: Max Rudolph
    • Date: Apr 2007
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Actuary Magazine
    • Topics: Enterprise Risk Management; Finance & Investments>Economic capital
  • Enterprise Risk Modeling Based on Related Entities
    Enterprise Risk Modeling Based on Related Entities The costly, time-consuming and complicated ... reference and analysis for improving ERM models for individual businesses. Risk appetite;Risk categories=Risk ...

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    • Authors: Zbigniew Krysiak
    • Date: Apr 2012
    • Competency: Leadership>Change management; Professional Values>Practice expertise; Results-Oriented Solutions>Assess decision effectiveness; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk categories; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments
  • An Alternative to Capital Allocation
    An Alternative to Capital Allocation This paper illustrates a current approach to capital allocation, ... insurer’s operations by allocating capital to individual lines of business. It then highlights a common ...

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    • Authors: TOM MATTHEW MCINTYRE, Dan Isaac
    • Date: May 2007
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Actuarial Practice Forum
    • Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Stochastic models
  • A Multi-Stakeholder Approach to Capital Adequacy
    consider. Table 1 compares the risks that the major capital adequacy models consider. Table 1 Comparison ... property/casualty insurance companies relate to the valuation of investment-grade bonds, loss reserves, and ...

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    • Authors: Robert Painter, Dan Isaac
    • Date: May 2007
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Actuarial Practice Forum
    • Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
  • An Alternative To Capital Allocation
    insurer’s operations by allocating capital to individual lines of business. We will highlight a common ... Details on the firm are shown in Table 1 and in Appendix 1. Table 1 Falcon Insurance Company Summary ...

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    • Authors: Application Administrator
    • Date: May 2007
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Actuarial Practice Forum
    • Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital
  • 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 ...

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    • 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
  • Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach
    Estimation of Probability of Defaults (PD) for Low Default ... 21 Table 1.1 Now, as Bayes’ theorem says, ... a grade and B is an event of default. Our table will provide results for each grade in this way ...

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    • Authors: Nabil Iqbal, Syed A Ali
    • Date: Apr 2012
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management>Risk appetite; Finance & Investments>Economic capital
  • Arbitrage-Free Perspective On Economic Capital Calibration
    risk-neutral scenarios. Because risk-neutral valuation is used, it essentially captures all the market ... market risks that can be hedged. Risk-neutral valuation assumes investment returns that are the same ...

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    • Date: Mar 2012
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Economic capital; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]
  • ECONOMIC CAPITAL. AN ALTERNATE COPULA FREE APPROACH.
    aggregate rather than rebuild a series from individual streams.  Simplicity and parameters. A model ... area of credit, loan loss reserves, collateral valuation and recoveries have estimation and mark-to-market ...

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    • Authors: Jawwad Farid
    • Date: Feb 2016
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Finance & Investments>Economic capital