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Specialty Guide on Economic Capital
periodically, as new experience emerges. Please direct any comments to Hubert.Mueller@towersperrin.com ... anticipate greater use in the future. However, the primary use of EC does differ markedly. The majority of ...- Authors: Society of Actuaries
- Date: Mar 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Economic capital
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Economic Measurement of Insurance Liabilities: The Risk and Capital Perspective
writing the product, nor is there typically a direct relation between this margin and the risk premium ... NGAI supporters view the premium received as the primary or only indication of the appropriate risk margin ...- Authors: Larry Rubin, Randy Tillis, Michael J Lockerman, Xiaokai Shi
- Date: Mar 2009
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Finance & Investments>Economic capital; Finance & Investments>Economic value; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting
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Capital and Hedge Modeling for Variable Annuities
you care about the long-term statutory balance sheet. If you’re a company, you may very well care about ... 5 that if you’re not diversified, we don’t care how much capital you hold, it’s inadequate, you ...- Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Economic Capital Correlation Matrices and Other Techniques - A Survey and Discussion
Economic ... aggregation within a risk category. The primary methods used to aggregate risk include integrated ... See Question 1 in Appendix B Figure 2. Primary Economic Capital Methodology Fair Value 70% ...- Authors: Christopher Olechowski, Matthew Clark
- Date: Sep 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Economic capital
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An Alternative to Capital Allocation
business and are largely—and most critically—beyond direct control of management. However, when the capital ... of the portfolios on the efficient frontier is a direct combination of the available investments, the ...- Authors: TOM MATTHEW MCINTYRE, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Stochastic models