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Making the Case for Economic Risk Capital and Risk-Adjusted Performance Measurement Frameworks
Making the Case for Economic Risk Capital and Risk-Adjusted Performance Measurement Frameworks A number ... number of insurance companies have recently implemented, or are in the process of implementing, economic ...- 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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Economic Capital
session of the SOA 2003 Washington, DC Spring Meeting explore economic capital from the standpoint of an SOA ... risks;Return on capital;Risk assessment;Risk-based capital=RBC;Stochastic models;Credit risk;Interest rate ...- Authors: Dennis Lauzon, Hubert B Mueller, Ellen Woodruff
- Date: May 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Economic capital
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Economic Risk Capital: Part 1
Economic Risk Capital: Part 1 Economic capital is an embedded part of the banking risk management and ... and regulatory framework. The insurance industry has relied on rating agency and regulatory formulas that ...- Authors: Hubert B Mueller, Application Administrator, Jose Siberon
- Date: May 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital
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Bringing Risk into Capital Management
Bringing Risk into Capital Management Actuaries and rating agencies increasingly believe that the NAIC's ... reporting and pricing risk structure. Economic capital, based upon a stochastic evaluation of a company's ...- 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