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Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture
Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture This paper builds ... builds a model that quantifies the natural hedging benefits of a portfolio of both variable annuities and ...- Authors: Guanghua Cao
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management
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Mortality Measurement and Modeling Beyond Age 100
Mortality Measurement and Modeling Beyond Age 100 Presented at Living to 100 symposium, January 2011 ... data heterogeneity or use of improper estimates of hazard rate. The phenomenon of mortality deceleration ...- Authors: Natalia Gavrilova, Leonid Gavrilov
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Demography>Population data
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Adapting Banking Models to Insurer ERM
insurer ERM modeling approaches that start from the work done for banks but respond to insurance-specific ... modeling;Conditional Tail Expectation=CTE;Economic capital;Operational risks;Risk measurement;Value at risk=VAR;Credit ...- Authors: Gary G Venter
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Risk Appetite as a Core Element of ERM: Definition and Process
Risk Appetite as a Core Element of ERM: Definition and Process 2011 Enterprise Risk Management Symposium ... is the abstract of the entitled paper. Banking regulations;Corporate governance;Risk measurement; 28287 ...- Authors: Application Administrator
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk appetite
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Risk Accounting: A Next Generation Risk Management System for Financial Institutions
Risk Management Symposium, Chicago. The stated purpose of this paper is to consider whether a more ... more comprehensive and timely measurement framework for risk exposure is now needed and to examine one possible ...- Authors: Peter Hughes, Application Administrator
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Public Policy
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The Choice of the Proper Profit Objective
The Choice of the Proper Profit Objective The purpose of this paper is to examine the various profit ... profit objectives used in the development of a new product for a stock life insurance company. From Product ...- Authors: Bradley M Smith
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Life Insurance>Pricing - Life Insurance
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Property/Casualty Insurer Economic Capital Using a VaR Model
Property/Casualty Insurer Economic Capital Using a VaR Model The abstract for the paper Property/Casualty ... Property/Casualty Insurer Economic Capital Using a VaR Model. Economic capital;Risk modeling; 8433 4/23/2006 12:00:00 ...- Authors: Thomas P Conway, MARK DANIEL MCCLUSKEY
- Date: Apr 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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The Process of Premium Formulation
The Process of Premium Formulation This paper sets the task of pricing insurance products in the larger ... larger framework of company planning and management. A generalized description of the pricing function ...- Authors: Robert Shapiro
- Date: Jan 1999
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance>Pricing - Life Insurance
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Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise ... III by January 2015. The paper looks at the process of developing a measurement framework using Black-Scholes ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods>Stochastic models; Public Policy
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Analyzing Concentration Risk
objectives in managing credit concentration risk. The suitability of different measures and presentation techniques ... discussed and illustrated in the context of a case study. Basel;Risk measurement;Value at risk=VAR;Credit ...- Authors: Diane M M T Reynolds
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Global Perspectives