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Enterprise Risk Management Meets Unified Valuation System
Enterprise Risk Management Meets Unified Valuation System There appears to be many similarities between ... techniques and the theory underlying the unified valuation system UVS. What are the challenges of each, and ...- Authors: Max Rudolph, Francis Sabatini, Robert Wilcox
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Financial management
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Incidence and Continuance for Non-Institutional Long-Term Care
speaker will be Jim Robinson. Jim is on the LTC Valuation Methods Task Force. In a very real way, our estimates ... Model 3. Five-state Model 4. Elimination Period 5. Table Formats 6. Activities of Daily Living (ADLs) 7.- Authors: James Robinson, Robert Yee, P J Stallard
- Date: Jun 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data>Long-term care - Experience Studies & Data; Long-term Care; Modeling & Statistical Methods>Markov Chain
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The Risk-Based Capital C-3 Interest Rate Project
The Risk-Based Capital C-3 Interest Rate Project The NAIC Life Risk-Based Capital Working ... have a significant impact on the work of the valuation actuary. From the Record of the Society of Actuaries ...- Authors: Robert A Brown, Larry M Gorski
- Date: Oct 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments
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Enterprise Risk Management
toward. I'm looking to get some issues out on the table. How many of your companies have actually adopted ... business unit (SBU) structure, where the pricing and valuation actuaries are all in the business unit? How many ...- Authors: Max Rudolph, Francis Sabatini, Russell Osborn
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>General business skills; Strategic Insight and Integration>Big picture view
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Financial management
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R Rated - Risk in Capital Management
addressing the noncommodity-type business, such as individual life. Variable products are great when the marketplace ... acquisition, where the reinsurer is one of three parties (Table 1). In this first example, the reinsurer is between ...- Authors: David H Lister, James D Maughn, Michael J O'Connor, Richard Kirk, John E Wade
- Date: Oct 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Reinsurance>Financial reinsurance
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Making the Case for Economic Risk Capital and Risk-Adjusted Performance Measurement Frameworks
reserves. The Commissioner's Annuity Reserve Valuation Method (CARVM) Making the Case for Economic ... asset/liability management (ALM), option and derivative valuation, funds transfer pricing, portfolio management ...- Authors: Hubert B Mueller, Jose Siberon, Kevin Reimer
- Date: Jun 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
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Bringing Risk into Capital Management
literally use commissioner's annual reserve valuation method (CARVM), you'd be doing stochastic on ... also recommend the so-called market-consistent valuation of options. By market-consistent, they mean that ...- Authors: Chiu-Cheng Chang, Alastair G Longley-Cook, Francis Sabatini, Geoffrey Hancock
- Date: May 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
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Actuarial Research Meets Actuarial Practice: Mortality Risk Modeling
materials are available through the link on the table of contents. RECORD Volume 30, No. 3* Annual ... some ways. It's a model for a mortality table, so you have a table of observed mortalities that's indexed ...- Authors: Samuel Cox, Mary Hardy, Iain D Currie
- Date: Oct 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Financial markets; Experience Studies & Data>Mortality
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Risk Management
them into year one, year two, and year three (Table 1). We looked up price volatilities, not interest ... duration of the portfolio. Risk Management TABLE 1 EXAMPLE: (PARAMETRIC) VAR FOR A BOND Year Cash ...- Authors: Cindy L Forbes, Shirley Hwei-Chung Shao, Thomas Ho
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Chief Risk Officer Forum
look at it as more than just individual product line management or individual strategies. Chief Risk ... made no sense. If you have a high-net-worth individual, is a variable annuity the right product? Yet ...- Authors: David Ingram, Application Administrator, Beverly S Margolian, Randy Tillis
- Date: Jun 2004
- Competency: Leadership>Change management; Professional Values>Practice expertise
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Management skills; Actuarial Profession>Professional development