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Arbitrage-Free Perspective on Economic Capital Calibration
Arbitrage-Free Perspective on Economic Capital Calibration This article discusses a good way for insurance ... economic capital (tail risk level) that is consistent with the market opinion on its risk. It also establishes ...- Authors: David Wang
- Date: May 2012
- Competency: Leadership>Thought leadership; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Finance & Investments>Economic value; Finance & Investments>Value at risk - Finance & Investments
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Linking Pension Liabilities to Assets
identifies the economic factors that influence the economic value of liabilities and discusses the typical ... benefit plans=DB plans;Economic value;Market value of liabilities; 7512 10/1/2007 12:00:00 AM ...- Authors: Aaron Meder, Renato Staub
- Date: Oct 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Practice Forum
- Topics: Finance & Investments>Economic value; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension investments & asset liability management