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Two Explicit Formulae for Yield
Two Explicit Formulae for Yield This paper gives two explicit formulae that estimate the yield of a portfolio of fixed income securities that are not interest-sensitive. The yield is explicitly ...- Authors: Muhamed Borogovac
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Hedging Policy Consistency Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy
Hedging Policy Consistency Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy 2011 SOA ERM Symposium, Chicago. This paper addresses the ...- Authors: Application Administrator
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence From the Field
Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence From the Field This paper evaluates the current practice of operational risk management in ...- Authors: Madhu Acharyya
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods
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Modelling and Measuring Business Risk
Modelling and Measuring Business Risk This paper focuses on business risks rather than market, credit and operational risks. The author proposes a bottom-up approach for modelling and measuring ...- Authors: Klaus Bocker
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 1: Bounds on the Price of Catastrophe Insurance Options on Futures Contracts
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 1: Bounds on the Price of Catastrophe Insurance Options on Futures Contracts This paper describes methods for determining ...- Authors: Samuel Cox, Patrick L Brockett, James Smith
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
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Assessing Regime Switching Equity Return Models
Assessing Regime Switching Equity Return Models The purpose of this paper is to help practitioners and regulators more accurately quantify the potential impact of market risk on insurance ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Finance & Investments; Modeling & Statistical Methods