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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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Enterprise Risk Management at the U.K. Pension Protection Fund
will generally pay 90 percent of the pension an individual had accrued (including revaluation) immediately ... Protection Levy and returns on invested assets. Table 2.1 shows the development of the PPF balance sheet ...- Authors: Martin Clarke, Jean Pierre Charmaille
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins
applied in the context of a principle-based, fair valuation system where continuous model improvement is ... is a traditional actuarial mortality table. Even if our table is right on average, we could still have ...- Authors: B John Manistre
- Date: Mar 2015
- Topics: Enterprise Risk Management
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The Importance of Being Transparent - Theory and Implementation Specifics for an Integrated Risk Measurement Model for P&C Companies
that firmʹs financial advisory and analysis, valuation and M&A advisory for the insurance industry. Prior to KPMG ... in the areas of shareholder value, corporate valuation, strategic analysis and M&A advisory. Prior ...- Authors: Tim Freestone, ALEX V TARTAKOVSKI, Roman Gutkovich
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Risk Accounting: A Next Generation Risk Management System for Financial Institutions
of any risk culture are 1) the incentives for individual compensation that balance risk and return with ... aligned their appetite for risk to their own individual interests and that self-imposed risk and accountability ...- Authors: Peter Hughes, Application Administrator
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Public Policy
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Value and Actuation
e is that relatively holistic approaches to valuation should supplant the more traditional methods ... or future accumulated value). One needs to perform a valuation of probability distributions to obtain a “ri ...- Authors: Christopher Perrin
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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A new approach to assessing model risk in high dimensions
A new approach to assessing model risk in high dimensions A central problem for regulators and ... an aggregate portfolio defined as the sum of d individual dependent risks Xi. This problem is mainly a ...- Authors: Carole Bernard, steven vanduffel
- Date: Mar 2015
- Topics: Enterprise Risk Management; Finance & Investments
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Relationship Data: The Missing Link of the Current Financial Infrastructure
Relationship Data: The Missing Link of the Current Financial Infrastructure Improving understanding ... Accounting standards;Analytics and informatics;Asset valuation;Banking regulations;Basel;Collateralized debt ...- Authors: Irina S Leonova
- Date: Mar 2015
- Topics: Enterprise Risk Management
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Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture
uition is through a simple numerical example. Table 1.1 provides the value at risk (VaR) of a European put ... risk‐free rate 2%r = , initial price 0 1S = . TABLE 1.1 Diversification of a Put and Call Year ...- Authors: Guanghua Cao
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management
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Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios
at Craighead (2010). Its input is described in Table 1. Parameter Name Description HurstList A list ... generation. Table 1: DMFBM Calling Parameters 8 The output of DMFBM is outlined in Table 2. Parameter ...- Authors: Steven Craighead
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management