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Case Study for Establishing an Optimal Investment Strategy
Case Study for Establishing an Optimal Investment Strategy In session 119 CS of the Washington Annual Meeting panelists discuss techniques for analyzing and developing investment strategies based ...- Authors: Gregory J Roemelt, Larry White, Timothy Burton, Michael Samouce
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments
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Yield Curve Extrapolation Methods
Yield Curve Extrapolation Methods This research report summarizes methodologies used for yield curve extrapolation to value liability cash flows that extend beyond the maximum observavble portion ...- Authors: Jack T Kerbeshian, Patricia Matson
- Date: Feb 2019
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Finance & Investments
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Risk Management Function
Risk Management Function This session at the 1998 Valuation Actuary Symposium gives an overview of risk management. Two example company programs are described. The use of value at risk as a ...- Authors: Alastair G Longley-Cook, Shirley Hwei-Chung Shao, Thomas Ho
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments
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Risk Management at a Leading Canadian Bank: An Actuarial Science Graduate's View
Risk Management at a Leading Canadian Bank: An Actuarial Science Graduate's View Presentation from the Actuarial Research Conference describing risk management at a leading Canadian Bank.- Authors: Yu Zhou
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Enterprise Risk Management>Operational risks; Finance & Investments>Derivatives
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Risk Management and Actuaries—SOA Risk Management Task Force Update
Risk Management and Actuaries—SOA Risk Management Task Force Update Risk Management and Actuaries—SOA Risk Management Task Force Update Economic capital;Enterprise risk ...- Authors: Valentina A Isakina, David Ingram
- Date: Feb 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments
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A new approach to assessing model risk in high dimensions
A new approach to assessing model risk in high dimensions A central problem for regulators and risk managers concerns the risk assessment of an aggregate portfolio defined as the sum of d ...- Authors: Carole Bernard, steven vanduffel
- Date: Mar 2015
- Topics: Enterprise Risk Management; Finance & Investments
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Ten Predictions for Risk Management
Ten Predictions for Risk Management The author makes 10 predictions of how risk management will change over the next decade. Basel;Economic capital;Operational risks;Risk measurement;Value at ...- Authors: James Lam
- Date: May 2003
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments
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Risky Business: Covering Your Assets
Risky Business: Covering Your Assets Panelists at this session of the SOA 1998 Maui I Spring Meeting presents their approach to an integrated risk management framework that assesses the level of ...- Authors: Cindy L Forbes, Francis Sabatini, Anthony Dardis, Mark C Abbott
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments
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Regime-Switching Portfolio Replication
Regime-Switching Portfolio Replication Regime switching models have become a popular tool in econometric time series modeling since their introduction in Hamilton [1989].These models have been ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Insurance Risk Management Tools: Value at Risk and Risk Adjusted Economic Value
Insurance Risk Management Tools: Value at Risk and Risk Adjusted Economic Value This paper reviews the Value At Risk concept, a financial risk management tool and discusses its application to ...- Authors: Alastair G Longley-Cook
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Finance & Investments>Value at risk - Finance & Investments