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Making the Case for Economic Risk Capital and Risk-Adjusted Performance Measurement Frameworks
agencies want to see that this year. They don't care when it's enacted. You as a company have to fess ... look at economic capital and what some of the primary ways of measuring performance within it are. I'll ...- Authors: Hubert B Mueller, Jose Siberon, Kevin Reimer
- Date: Jun 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
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Economic Risk Capital: Part 1
joined Standard & Poor's in the fall of 2000. His primary responsibilities there include analyzing and rating ... by a factor of two, and, in fact, companies might care about that very much because when spreads are wide ...- Authors: Hubert B Mueller, Application Administrator, Jose Siberon
- Date: May 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital
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Stochastic Immunization
typically. The price function of the model is a direct result of the rate changes at particular points ... we have to average things out and let things take care of them. We also make a real effort to make sure ...- Authors: Josephine Marks, Claus S Metzner, Scott E Navin, Steven Craighead, Frederick Slater, Jose Siberon
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Risk Management, March 2005, Issue No. 4
in achieving these objectives. The section’s primary objectives for the current year can be summarized ... Community for an Area of Practice or Interest. The primary way in which the section fulfills this role is ...- Authors: John J Kollar, W James MacGinnitie, Francis Sabatini, Hubert B Mueller, Charles L Gilbert, Fred Tavan, Jose Siberon, Song Zhang, David Ingram
- Date: Mar 2005
- Publication Name: Risk Management
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Presenting to Rating Agencies - Putting Your Best Foot Forward
States it's very easy, it's all AAA; so we don't care about the country risk. If you're a life insurance ... earnings capacity of the industry, and that's the primary problem for the industry. Compared to other financial ...- Authors: Robert Riegel, Jose Siberon, Francis De Regnaucourt
- Date: May 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting
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Capital Requirements for Investment Risks - Regulatory, Rating Agency and Economic Approaches
market. For the home service industry, they didn't care. How do you allocate capital? Who pays for that ... within a legal entity. Let's say you had long-term-care business in the same entity as a bunch of fixed ...- Authors: Michael J O'Connor, Jeff Gimbel, Christian Shiemke, Jose Siberon, Nathan Hardiman
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting