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Applied Robust Performance Analysis for Actuarial Applications Presentation
Applied Robust Performance Analysis for Actuarial Applications Presentation This paper investigates techniques for the assessment of model error in the context of insurance risk analysis.- Authors: Qihe Tang, Zhongyi Yuan
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Risk Evaluation in the Final Stages of the Pandemic
Risk Evaluation in the Final Stages of the Pandemic The direct and indirect effects of the pandemic have impacted many actuaries’ work since the spring of 2020. This article addresses three ...- Authors: David Brentlinger
- Date: Jul 2022
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Value Based and Accountable Care: The Actuarial and Clinical Role in Building a Sustainable Model
Value Based and Accountable Care: The Actuarial and Clinical Role in Building a Sustainable Model As providers are considering accountable and value based care models, it is critical to ...- Authors: Mark Bethke, James M Whisler, Amanda Holland
- Date: May 2013
- Competency: Leadership>Change management; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Health Watch
- Topics: Health & Disability>Payment models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Public Policy
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Insurance Regulation: the 1-year 99.5% VaR Fallacy
Insurance Regulation: the 1-year 99.5% VaR Fallacy European insurance regulation pretends to capture and rely on the 1-year 1-in-200 VaR. But there cannot exist any scientific calibration of such ...- Authors: Sylvestre Frezal
- Date: Aug 2017
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Extreme value theory; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods