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Quality Control of Risk Measures: Backtesting Risk Models - A Tale of Two Powers
Quality Control of Risk Measures: Backtesting Risk Models - A Tale of Two Powers A ... discusses the Basel VaR Value at Risk test of a bank's VaR model. It proposes an alternative, Quality Control ...- Authors: Application Administrator, Jesus Ruiz-Mata, Ricardo Rivera
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Measuring Subsidization in LTC
pric- ing cells, subsidization risk1 is created. The 2000 LTCI Model Regulation requires that the initial ... subsidization risk can be analyzed to comply with the 2000 LTCI Model Regulation and ASOP 18. hazards of subsidization ...- Authors: Roger Loomis
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Long-Term Care News
- Topics: Actuarial Profession>Best practices; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Sensitivity testing; Technology & Applications>Analytics and informatics
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From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM
can be reached at loisel@ univ-lyon1.fr. R i s k Q U a n t i F i c at i o n Risk management | ... mix up accounting, c H a i R s P e R s o n ’ s c o R n e RR i s k Q U a n t i F i c a t i o n “We ...- Authors: Stephane Loisel
- Date: Aug 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Systematic risk; Modeling & Statistical Methods>Dynamic simulation models
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Long-Term Forecasting for Interest Rates
the top table gives the stationary periods based on the Kuiper criterion, and the bottom table gives ... January 2, 1998. Table 2.1 below presents the results of the comparison tests. In this table, the first ...- Authors: Application Administrator, Vladimir S Ladyzhets, Vladimir Cherepanov
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
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More than Regulatory Compliance
More than Regulatory Compliance The ORSA should be more than a compliance requirement -- ... process should be an integral element of a company's governance and risk and strategic planning process ...- Authors: Sam Gutterman, Brian Paton, Sunil Sen
- Date: May 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Governance; Enterprise Risk Management>Risk measurement - ERM
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Risk-Based Capital for Health Organizations
health actuary for the Insurance Division of the U.S. Department of Commerce of Minnesota, St. Paul. ... factors in the PSO waiver with the MCO RBC (see Table 1 on page 5). As Julia mentioned, there are four ...- Authors: Julia T Philips, Donna C Novak, Steven Wander
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Health & Disability>Health insurance; Health & Disability>Health risks
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Letter from the Editor
Letter from the Editor The letter from the editor discusses some recent loss events driven by model ... DECEMBER 2012 | 3 C h a I R s P e R s o n ’ s C o R n e Re d I t o R ’ s n o t e Pierre tournier, fsa ...- Authors: Pierre Tournier
- Date: Feb 2013
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Hedging Insurance Company Surrender Risk
Hedging Insurance Company Surrender Risk This article reviews the dynamics of surrender risk, ... and have been lower on just two occasions since 2000. The first was during the pre-Lehman crisis period ...- Authors: Moosa Aziz, Gregory Slawsky, Aurelien Villac
- Date: Mar 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risk Management
- Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Risk measurement - ERM
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Downside Risk on Your TV Screen
Downside Risk on Your TV Screen The author uses football to demonstrate the axiom of downside ... goal, a first down. It doesn’t get you in the table to the right. Based on that to go for a first down ...- Authors: Richard Wendt
- Date: Mar 1998
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Risk measurement - ERM