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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 ...- 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 value; Finance & Investments>Embedded value
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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 ...- 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
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Asset-Liability Integration, Chapter 1: What Are Financial Intermediaries Paid For?
end up being more than twice as risky as the individual pieces (if variance is used as a measure of risk) ... an excellent overview of modern techniques of valuation of exotic derivatives. How- ever, those techniques ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Asset liability management
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Asset-Liability Integration, Chapter 3: Why Did ALM Become Important?
the industry would no longer exist. But in an individual company case, proper management of the enterprise ... enterprise management requires consistent economic valuation of the cash flows. Immunization does not work ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Asset liability management
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Asset-Liability Integration, Chapter 2: Defining Asset-Liability Management
treatment of assets and liabilities in actuarial valuation. This led him to the concept of duration and to ... central issue of insurance firm management. Valuation of assets, liabilities, and net cash flows is ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Asset liability management