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Valuation of Equity-Linked Insurance Using Risk Measures
Valuation of Equity-Linked Insurance Using Risk Measures This is the abstract of a paper that considers the pricing of equity-indexed annuities using risk measures and presents dynamic hedging ...- Authors: PATRICE GAILLARDETZ
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Equity-indexed annuities; Enterprise Risk Management>Capital management - ERM
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The Downside of Prudential Regulation: Limited Liquidity
The Downside of Prudential Regulation: Limited Liquidity Finding appealing return on equity for low margin or high risk weighted asset business by dealers has been challenging. Because of this, ...- Authors: Society of Actuaries, Ira Jersey
- Date: Aug 2014
- Competency: Strategic Insight and Integration>Big picture view
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Strategic risks
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A Guide to Quantifying C-3 Risk
A Guide to Quantifying C-3 Risk This paper presents a model designed to help actuaries analyze and quantify C3 risk, which is the risk of loss due to changes in interest rates or the shape of the ...- Authors: John A Mereu
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - 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 modification to the Wacek framework that restores market consistency and additivity. The modification ...- Authors: Michael G Wacek
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM
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Black Swans and Risk Management: Prepare Now for the Unthinkable
Black Swans and Risk Management: Prepare Now for the Unthinkable In this article, the author examines how a seemingly impossible event becomes a harsh or startling reality. Enterprise risk ...- 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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New Survey of the Use of Alternative Financial Metrics by U.S. Life Insurers
New Survey of the Use of Alternative Financial Metrics by U.S. Life Insurers Performance measurement is not the primary purpose of either GAAP or statutory accounting. This article discusses ...- Authors: Arnold Dicke
- Date: Dec 2005
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital; Financial Reporting & Accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting
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A Multi-Stakeholder Approach to Capital Adequacy
A Multi-Stakeholder Approach to Capital Adequacy This paper is Part 1 of a two-part submission. Part 2, “An Alternative Approach to Capital Allocation,” discusses using risk-replicating ...- 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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Hedging Strategies Using Catastrophe Insurance Options
Hedging Strategies Using Catastrophe Insurance Options For several years there has been discussion in the insurance industry of the need for additional capital sources to participate in insuring ...- Authors: Thomas O'Brien
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Capital management - ERM
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Capital Management
Capital Management Presented at October 1986 Annual Meeting. This session discussion is about how capital should be measured, cash flow based surplus, what performance measures are reliable, ...- Authors: Glen Gammill, Phillip J Grigg, David Ingram, Richard Kischuk, Robert C Winters
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM
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Why Japanese Life Insurers Are Still Surviving In a Zero Interest Rate Since 1995
Why Japanese Life Insurers Are Still Surviving In a Zero Interest Rate Since 1995 This is the strong message to encourage all actuaries in the world, who are struggling against low/zero/negative ...- Authors: KENICHI NOGAMI
- Date: May 2016
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: International News
- Topics: Enterprise Risk Management>Capital management - ERM; Predictive Analytics