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A Multi-Stakeholder Approach to Capital Adequacy
the Standard and Poor’s Capital Adequacy Ratio (S&P CAR) and the Best’s Capital ... tantial amounts of surplus notes, will focus on S&P CAR and BCAR. Mutual companies are more likely to focus on ...- Authors: Robert Painter, DANIEL A ISAACS
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM
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Capital Allocation in the Property-Liability Insurance Industry
Capital Allocation in the Property-Liability Insurance Industry This monograph was ... allocation is a theoretical exercise because all of a firm’s capital could be depleted to cover a significant loss ...- Authors: Stephen P D'Arcy
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration
- Topics: Enterprise Risk Management>Capital management - ERM
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A Shortcut to Calculating Return on Required Equity and its Link to Cost of Capital
its Link to Cost of Capital An insurance product’s return on required equity demonstrates how successfully ... successfully its results are covering the company’s basic capital. Using some simplified assumptions, it is ...- Authors: Nicholas Jacobi
- Date: Feb 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Capital management - Finance & Investments
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A Deterministic Scenario Approach to Risk Management
company’s resiliency through a chain of events, as well as support the consideration of a firm’s operations ... and stress testing can be used to define a company’s risk appetite, which is at the core of a well-embedded ...- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management
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Minimization of the Total Required Capital by Reinsurance
Yingjie Zhang, PhD, FCAS CNA Insurance Companies 333 S. Wabash Ave., 22S, Chicago, IL 60604, USA E-mail: ... rates are the same, then uPr = uRe = u, and the term equals u(ePr + eRe), which decreases if a reinsurance ...- Authors: Yingjie Zhang
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Reinsurance
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Efficient Frontier of New Business
Efficient Frontier of New Business The author constructed the efficient frontier of new business ... analysis of the impact of growth rates on the firm’s overall capital efficiency and value creation, hence ...- Authors: Yuhong Xue
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM
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2007 Enterprise Risk Management Symposium: The Relationship between Risk Capital and Required Returns in Financial Institutions - Some Preliminary Results
practitioner views see Dav (ed) (2006). 2Matten (2000, pp 146-166) describes RAROC and alongside several ... discussed for example in Berger et. al. (1995). Gordy (2000) provides an overview of models of risk capital ...- Authors: Alistair Milne, Mario Onorato
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM
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Capital Approach to Credit and Liquidity Spreads
be revised. A key difference between the mortality model and the credit risk model developed here ... the law of large numbers would not help. In the mortality application, this might be the onset of a pandemic ...- Authors: B John Manistre
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Capital management - ERM
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Efficient Capital Allocation through Optimization
Efficient Capital Allocation through Optimization In this paper, we formulate the Capital ... mix of business that maximizes an insurance company’s Expected Net After Tax Income subject to a constraint ...- Authors: Romel G Salam
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM
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Market-Consistent Risk Margins in Fair Value Loss Reserves
Market-Consistent Risk Margins in Fair Value Loss Reserves This paper introduces a minor ... embedded in the fair value loss reserve from an insurer’s own solvency capital requirement with respect to its ...- Authors: Michael G Wacek
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM