1
-
4
of
4
results (0.37 seconds)
Sort By:
-
Risk-adjusted pricing: Risk-neutral, real-world, or does it matter?
Risk-adjusted pricing: Risk-neutral, real-world, or does it matter? The article talks about market consistent ... consistent pricing, how risk neutral pricing and real world pricing are not fundamentally different if ...- Authors: Seng Siang Goh
- Date: Oct 2013
- Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Product Matters!
- Topics: Finance & Investments>Economic capital; Life Insurance>Pricing - Life Insurance; Life Insurance>Product development - Life Insurance
-
Arbitrage-Free Perspective On Economic Capital Calibration
Arbitrage-Free Perspective On Economic Capital Calibration The selection of the economic capital calculation ... approach becomes more of a modeling decision. Now let us pause here and think about the arbitrage-free assumption ...- Date: Mar 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Economic capital; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]
-
ERM: As A Competitive Advantage: Moving Beyond PBA To Add Value
Competitive Advantage: Moving Beyond PBA To Add Value The articles discusses how Principles-based approaches ... reserves and capital can be combined with Enterprise Risk Management to create a competitive advantage for ...- Authors: Max Rudolph
- Date: Apr 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management; Finance & Investments>Economic capital
-
An Alternative To Capital Allocation
An Alternative To Capital Allocation The authors introduce an alternative to Tail Contribution Analysis ... appealing process of building investor expectations and capital market information into the risk-and-return ...- Authors: Application Administrator
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital