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Managing Investment Risks in Contractual Designs
In contrast to the yellow line, which is the individual liability at the contract level with undiversified ... we compare three guaranteed annuities in Table 1. From Table 1, we have the following observations. Firstly ...- Authors: Runhuan Feng
- Date: Sep 2021
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Modeling & Statistical Methods; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
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An Adaptor Strategy for Enterprise Risk Management Part II, Investing In Resilience: Nurturing Human and Financial Resources
Linz innovation ecosystem, a colored “slide-bar” table has been assembled from personnel survey data. It ... are ones somewhat divorced from the individual person, the individual employee. There is, first, the “whole-system ...- Authors: David Ingram, Michael Thompson
- Date: Jun 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management; Modeling & Statistical Methods
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Reducing Risk in Risk Assessment Models
more appropriate lev- els of capital held by individual companies and support optimal risk-based business ... comparability between companies, consistency between valuation dates and between risks, transparency of mod- ...- Authors: Trevor Howes
- Date: Dec 2008
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- 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
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La gestion des risques d’investissement dans les conceptions contractuelles de produits
de PDMG ne sont donc pas toujours nécessaires. Table 1 Réduction des risques au niveau global Le tableau ... du passif des PDMG et le moins à celle des PRMG. Table 2 Analyse des risques liés aux différentes prestations ...- Authors: Runhuan Feng
- Date: Sep 2021
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Modeling & Statistical Methods; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
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A Handful of Economic Capital Model Observations
A Handful of Economic Capital Model Observations Commentary on practical observations resulting ... produce comparable results raises its head (Table 1). Table 1 Volatility of Loss in the Tail of Possible ...- Authors: David M Walczak
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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The Financial Modelers’ Manifesto
believe that the Black-Scholes model of options valuation, now often unjustly maligned, is a model for ... circumstances that it defines. Its method of valuation is analogous to figuring out the price of a can ...- Authors: Emanuel Derman, Paul Wilmott
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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An Adaptor Strategy for Enterprise Risk Management
An Adaptor Strategy for Enterprise Risk Management This is the first of a two-part article introducing ... and opinions expressed herein are those of the individual authors and are not necessarily those of the ...- Authors: David Ingram, Michael Thompson
- Date: Apr 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management; Modeling & Statistical Methods
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Structural Credit Risk Modeling: Merton and Beyond
modern option pricing theory in corporate debt valuation. Merton model was the first structural model ... structural models not only facilitate security valuation, but also address the choice of financial structure ...- Authors: YU WANG
- Date: Jun 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Modeling Tail Behavior with Extreme Value Theory
percent with selected percentiles as shown in Table I. We focus on returns in the left tail; in other ... 5th -2.33% 1st -3.87% Table I selected Percentiles of the Return Data Table II threshold Candidates: ...- Authors: Damon D Levine
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods