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Asset-Liability Integration, Chapter 8: Stochastic Management without Tears
Asset-Liability Integration, Chapter 8: Stochastic Management without Tears Management's goal is to continuously optimize the economic value of the firm, subject to regulatory constraints, ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value
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A novel approach to valuing an insurance company’s economic surplus
A novel approach to valuing an insurance company’s economic surplus This paper provides a novel approach to the valuation of the market value of economic surplus that is stable and immune from “ ...- Authors: Dariush Akhtari
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Economic capital; Finance & Investments>Economic value
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Actuarial Methods for Valuing Illiquid Assets
Actuarial Methods for Valuing Illiquid Assets The valuation of illiquid assets is a vast topic, which is very much in a state of development. Based on comments made by investment professionals ...- Authors: Application Administrator
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value
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A novel approach to valuing an insurance company’s economic surplus
A novel approach to valuing an insurance company’s economic surplus This paper provides a novel approach to the valuation of the market value of economic surplus that is stable and immune from “ ...- Authors: Dariush Akhtari
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Economic value; Finance & Investments>Embedded value
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The Objective Function of Asset/Liability Management
The Objective Function of Asset/Liability Management This article discusses asset-liability management from two different paradigms, one a simulation of the firm as an external observer e.g.- Authors: David N Becker
- Date: Mar 1998
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value