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Quality Control of Risk Measures: Backtesting Risk Models - A Tale of Two Powers
Control of Risk Measures: Backtesting Risk Models - A Tale of Two Powers A presentation at the Actuarial ... Montreal. This paper discusses the Basel VaR Value at Risk test of a bank's VaR model. It proposes ...- Authors: Application Administrator, Jesus Ruiz-Mata, Ricardo Rivera
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Using Trading Costs to Construct Better Replicating Portfolios
Replicating Portfolios Regularization, by means of trading restrictions, is an effective way to obtain ... portfolios. By including only the most relevant replicating instruments, the resulting portfolio is more ...- Authors: Curt Burmeister, Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Economic capital
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Report On The 1979 Build A Blood Pressure Study Supplementary Observations
Report On The 1979 Build A Blood Pressure Study Supplementary Observations This report was presented ... presented at the October 1982 Society of Actuaries annual Meeting in Washington D.C.. It presented supplementary ...- Authors: Edward A. Lew, Application Administrator
- Date: Oct 1982
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data>Mortality
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Annuity Nonforfeiture:The Sound of Falling Rates
Annuity Nonforfeiture:The Sound of Falling Rates Discussion of NAIC efforts to amend the annuity nonforfeiture ...- Authors: Application Administrator
- Date: Apr 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Product Matters!
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Individual annuities; Public Policy
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The Continuing Saga of Term Insurance
The Continuing Saga of Term Insurance This 1981 session focused on issues related to term life insurance ... Topics included 1. Term life insurance products in the 1980's 2. Assumptions and experience 3 ...- Authors: David M Mordorski, Application Administrator, Richard A Swift, David A Webster
- Date: Apr 1981
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Life Insurance>Term life
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A Summary of the Positions of Various Industry Groups with Regard to the Valuation Actuary Concept as of January 1987
Summary of the Positions of Various Industry Groups with Regard to the Valuation Actuary Concept as of January ... Appendix 4 of the 1987 Valuation Actuary Handbook, this set of articles sets forth the positions of various ...- Authors: Society of Actuaries, Application Administrator, American Academy of Actuaries
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Financial Reporting & Accounting>Statutory accounting; Public Policy
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Treatment for Alzheimer’s Disease:Good News Or Bad News?
Treatment for Alzheimer’s Disease:Good News Or Bad News? Impact of various treatments for ... Disease:Good News Or Bad News? Impact of various treatments for Alzheimer's on long term care insurance ...- Authors: Application Administrator
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Long-Term Care News
- Topics: Long-term Care>Medical expenses
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Agile or Fragile? Underwriting and Mortality at the Older Ages: Part 1
Mortality at the Older Ages: Part 1 Presented at May 2005 Spring Meeting. Panelists discuss the insuring ... insuring of the aging population in respect to assessment of the health of the insured and resulting mortality ...- Authors: Application Administrator, Christopher Shanahan, Douglas A Ingle, Thomas Ashley
- Date: May 2005
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Life Insurance>Underwriting - Life Insurance
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Strategic Considerations in Designing a Revenue Hedging Policy for Nonfinancial Companies Using the Example of the Oil Tanker Industry
Nonfinancial Companies Using the Example of the Oil Tanker Industry Risk management theory prescribes ... In this paper we will use the oil tanker industry to illustrate some of these strategic considerations ...- Authors: Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Investment policy
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Health Section - National Issues
is about employer mandates, state regulations [retirement communities & HMOs, NAIC rate regulation ... with health care providers. From Record of the Society of Actuaries Vol. 15, No. 3A. Rate regulation; ...- Authors: Application Administrator, Dennis Hulet, Roland E King, Gordon R Trapnell
- Date: Oct 1989
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Academic partnerships; Health & Disability>Health care