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Measurement of Risk, Solvency Requirements and Allocation of Capital Within Financial Conglomerates
Measurement of Risk, Solvency Requirements and Allocation of Capital Within Financial Conglomerates ... Conglomerates This paper addresses the allocation of solvency capital in multi- line financial businesses. Although ...- Authors: Harry H Panjer
- Date: Nov 2001
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM
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Eastern Europe and the Former Soviet Union
Eastern Europe and the Former Soviet Union Discussion of Eastern Europe and the former Soviet Union: ... and problems for the actuarial profession and the industries it serves. The panel explored ...- Authors: Gregory Glashan, Robert J Myers, Harry H Panjer, Andrew F Giffin, Charles Barry H. Watson
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Academic partnerships; Actuarial Profession>Professional associations; Actuarial Profession>Professional development
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Global Developments in Insurer Solvency Assessment
session from the 2003 SOA Orlando Meeting covers insolvencies of insurance companies in the U.S., developments ... within the IAA with respect to solvency assessment and risk measurement. From the Record of the Society ...- Authors: Elizabeth Branaum, Harry H Panjer, David Sandberg, Stuart Wason
- Date: Oct 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Financial Reporting & Accounting; Global Perspectives
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The Actuary Vol. 31, No. 7 Value At Rick - New Tool Focuses The Hunt For Built-In Risk
The Actuary Vol. 31, No. 7 Value At Rick - New Tool Focuses The Hunt For Built-In Risk This article ... discusses value at risk, VaR, and VaR modeling of the bank's portfolios that would recognize diversity ...- Authors: Harry H Panjer, Harry S Panjer
- Date: Sep 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Capital markets; Financial Reporting & Accounting; Modeling & Statistical Methods
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The Impact of AIDS in North America, Europe and Africa
The Impact of AIDS in North America, Europe and Africa This session at the SOA 1990 Annual Meeting explores ... explores the status and impact of AIDS in the U.S., Canada and elsewhere in the world. Diagnostic tests;Disability ...- Authors: David Holland, Harry H Panjer, Thomas W Reese, Andre Chuffart
- Date: Oct 1990
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Demography>Population data; Global Perspectives; Life Insurance>Underwriting - Life Insurance
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Principles of Actuarial Science
Principles of Actuarial Science This statement is an expression of opinion by the Committee on Actuarial ... Actuarial Principles regarding the identification of actuarial principles to be considered for adoption by ...- Authors: Robert P Clancy, Arnold Dicke, Warren Luckner, Robert A Miller, Harry H Panjer, Donald M Peterson, BRADLEY WAYNE BERGQUIST, Charles Barry H. Watson
- Date: Oct 1992
- Competency: Professional Values>Practice expertise
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Best practices
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IntraCompany Capital Allocation Papers
part of the Society of Actuaries [SOA} ‘Research Projects – Finance/Investment,’ are the result of a Call ... Papers sponsored by the SOA Committee on Finance Research [CFR] on the topic of IntraCompany Capital ...- Authors: Harry H Panjer, Anthony J Zeppetella
- Date: Sep 2002
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The Practical Uses Of Risk Theory
The Practical Uses Of Risk Theory This panel discussion session focused on the practical applications ... applications of risk theory. Risk theory; 15382 10/1/1982 12:00:00 AM ...- Authors: Nathan H Epstein, James C Hickman, Alastair G Longley-Cook, Harry H Panjer
- Date: Oct 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Analysis of the Deficit Risk in Group Insurance
Analysis of the Deficit Risk in Group Insurance This paper analyzed the deficit risk that an insurer ... arrangement. In this paper, a method for quantifying the deficit risk and determining explicitly an appropriate ...- Authors: John A Mereu, Harry H Panjer
- Date: Oct 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance
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AIDS: Some Aspects of Modeling the Insurance Risk
AIDS: Some Aspects of Modeling the Insurance Risk This paper is an attempt to examine transmission and ... are used to estimate the risk of HIV+ exposure of an individual company and the resulting reserve needs ...- Authors: Fung-Yee F Chan, Michael Cowell, Harry H Panjer
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods