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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 1: Bounds on the Price of Catastrophe Insurance Options on Futures Contracts
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 1: Bounds on the ... Risk: The 1995 Bowles Symposium, M-FI97-1. Asset valuation;Catastrophe reinsurance;Derivatives;Loss ratio=LR;Risk ...- Authors: Samuel Cox, Patrick L Brockett, James Smith
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 6: An Actuarial Bridge to Option Pricing
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 6: An Actuarial Bridge to ... Bowles Symposium, M-FI97-1. Asset modeling;Asset valuation;Derivatives;Risk measurement; 8326 10/1/1997 ...- Authors: Hans U Gerber, Elias Shiu
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Actuarial Assumptions - Actuarial Considerations in Insurance Mergers and Acquisitions: An International Perspective
obtain data of sufficient quality to perform the valuation. More often than not, the process is iterative ... Mortality is often not a driving factor in individual life profitability in developing countries ...- Authors: Jim Toole
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments; Global Perspectives
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Actuarial Considerations in Insurance Mergers and Acquisitions: An International Perspective
than the cold, hard numbers of the actuarial valuation. Be forewarned that the myriad of issues inherent ... considerations for specific lines of business, including individual life, annuity and loss ratio lines are then ...- Authors: Jim Toole
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments; Global Perspectives
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Modeling Considerations - Actuarial Considerations in Insurance Mergers and Acquisitions: An International Perspective
business are presented below. 7.1 Valuation Date The valuation date is chosen by the external actuaries ... annual reporting and usually unaudited, year-end valuation dates are usually preferable to other periods ...- Authors: Jim Toole
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments; Global Perspectives
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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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Analyzing Concentration Risk
assess risk, we must look beyond the average. TABLE 1 Example Measures for One Name Measure HSBC ... contributor to concentration risk might be an individual name in the portfolio, a sector, rating grade ...- Authors: Diane M M T Reynolds
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Global Perspectives
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Two Explicit Formulae for Yield
came from Promislow (1980). Promislow says: “Individual must assess a transaction by using quantiti ... on the transaction and are independent of any particular individual.” In our paper, as a “particular circ ...- Authors: Muhamed Borogovac
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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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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Hedging Policy Consistency Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy
for cars and homes, protects the buyer against individual and, therefore, diversifiable risk. As a result ... be smaller than the expected losses for the individual. Options, on the other hand, protect the buyer ...- Authors: Application Administrator
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments