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A Multi-Stakeholder Approach to Capital Adequacy
An example of the unique calibration is the direct feed of a company’s CAT model output into the economic ... capital from different perspectives. One of the primary tenets of statutory accounting is that it views ...- Authors: Robert Painter, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Article in August 2013 issue of The Actuary
in the Insurance Industry,2 to capture the primary components of ERM. To provide contrast between ... whether the magnitude is 10 or 100, this helps direct decision makers. Investors are more likely to ...- Authors: Max Rudolph
- Date: Aug 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Portfolio management - Finance & Investments
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A Shortcut to Calculating Return on Required Equity and its Link to Cost of Capital
100% 10% 30% 10% 8% 250% 85% 75% -3% 8% Long-Term Care 104% 25% 19% 9% 12% 300% 75% 80% 8% 5% Health ... dental lines but could be increased for long-term care and health. The remaining sections will discuss ...- 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 novel approach to valuing an insurance company’s economic surplus
A novel approach to valuing an insurance company’s economic surplus This paper provides a novel ... avoids the many complications associated with direct computation, which typically involves discounting ...- Authors: Dariush Akhtari
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Economic value; Finance & Investments>Embedded value
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A Structural Model of Sovereign and Bank Credit Risk
by extension, large financial institutions, is now of primary importance in every corner of the economy. We ... ability to the government—a tax liability or a direct liability to the government’s bank (i.e., cre ...- Authors: Dan diBartolomeo, Emilian Nikolaev Belev
- Date: Apr 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Economics>Financial economics; Economics>Macroeconomics; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments
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Principle-Based Reserves and LTC Insurance Innovation
Long-Term Care News May 2009 – Issue 23 20 | MAY 2009 | Long-Term Care News Al Schmitz ... Items such as investment income strategy, shared care (first-to-die life), and combination products that ...- Authors: Allen J Schmitz
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Leadership>Professional network leverage; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Long-Term Care News
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Long-term Care>Long-term care insurance; Modeling & Statistical Methods>Stochastic models
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S&P Financial Products Company Model
derivatives—basically credit exposures that don't have a direct link to changes in market value. ... MR. ROSEMAN: When we apply this model, I don't care where it's been or where it's going; I'm just looking ...- Authors: Craig Fowler, Ellen Woodruff, Robert N Roseman
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Investments
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Introduction to Risk Metrics for Decision Making and ORSA Essays
Introduction to Risk Metrics for Decision Making and ORSA Essays Introduction and table of contents ... policyholders, employ- ees, management). the primary focus of these two essays reflects the thoughts ...- Authors: Society of Actuaries
- Date: May 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk appetite; Pensions & Retirement>Risk management
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ORSA—A Regulator’s Point of View
rating agencies, OSFI and other regulators). The primary severity (confidence) level (used by more than ... insurer’s ORSA report, it has no plans to do so. The primary reason for this is because ORSA is meant to be ...- Authors: Stephen Manly, Emilie Bouchard
- Date: Jan 2016
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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China’s C-ROSS: A New Solvency System Down the Road
China’s C-ROSS: A New Solvency System Down the Road Key points of the conceptual framework of ... important role in solvency supervision and is the primary duty of insurance supervisors. Under C-ROSS, ...- Date: Feb 2014
- Competency: Leadership>Change management; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Governance