1
-
8
of
8
results (0.55 seconds)
Sort By:
-
Appropriate Standards for Profit Margins
Orlando. In this session the panelists debated the diversity of professional practice about how ... spoke of the traditional actuarial perspective, while the other represented the modern theory of finance ...- Authors: Stephen P D'Arcy, Charles McClenahan, Oakley E Van Slyke
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods; Public Policy
-
Coherent Distortion Risk Measures in Portfolio Selection
Coherent Distortion Risk Measures in Portfolio Selection The theme of this paper relates to solving ... programming. The authors extend the linear optimization framework for Conditional Value-at-Risk-based portfolio ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy
-
Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital
Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital 1998 Valuation Actuary Symposium. ... The panelists addressed the practical implications of how to use value-at-risk in a real-life setting ...- Authors: Michael J Hambro, Alastair G Longley-Cook, David Sandberg, Douglas A George
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Public Policy
-
Operational Risk Capital Provisions for Banks and Insurance Companies
Operational Risk Capital Provisions for Banks and Insurance Companies This paper investigates the implications ... implications of using the Basel II motivated Advanced Measurement Approaches as a method to assess operational ...- Authors: Edoh Afambo
- Date: Jan 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Banking - Finance & Investments; Modeling & Statistical Methods; Public Policy
-
Market-Consistent Valuations of Life Insurance Business: The U.K. Experience
Market-Consistent Valuations of Life Insurance Business: The U.K. Experience U.K. life insurers writing ... are required by the Financial Services Authority to value their assets and liabilities on a market-consistent ...- Authors: Chris O'Brien
- Date: Jul 2007
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods; Public Policy
-
Nonparticipating Guaranteed Life Insurance: Segment Model
Actuary Symposium. In this session the speaker talked about the nonparticipating guaranteed life insurance ... insurance segment with a concentration on the specific characteristics of the model he used. A Group Life and ...- Authors: Michel Giguere, Philip J Pothier
- Date: Jan 1988
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods; Public Policy
-
Solvency Standards in Canada
discussed the implementation of a solvency testing process, associated company considerations, and the ways ... ways in which the process might be viewed by other parties. Canadian Institute of Actuaries=CIA;Generally ...- Authors: Allan Brender, Robert Howard, David R Johnston
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Public Policy
-
Modeling the Participating Whole Life Division
Modeling the Participating Whole Life Division 1988 Valuation Actuary Symposium. In this session ... session the speaker described the modeling of the participating whole life division including the product ...- Authors: Allan Brender
- Date: Jan 1988
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Whole life; Modeling & Statistical Methods; Public Policy