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Structural Credit Risk Modeling: Merton and Beyond
Structural Credit Risk Modeling: Merton and Beyond This article provides an ... overview of the commonly used structural credit risk modeling approach that is less familiar to the actuarial ...- Authors: YU WANG
- Date: Jun 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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2023-health-meeting-session-1d
Hear AM Best rating analysts discuss the rating process and the best capital adequacy ratio (BCAR), a ... for AM Best’s assessment of carriers’ financial strength. The benchmarking of BCAR scores for various ...- Authors: Society of Actuaries
- Date: Dec 2023
- Competency: Strategic Insight and Integration
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods
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An Alternative Frequency Dependence Model and its Applications
frequency dependence among different risk types. The operational risk diversification effect is illustrated ... dependency modeled by the bivariate quasi-negative binomial distribution under a framework of Monte Carlo simulation ...- Authors: SHUBIAO LI
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments>Banking - Finance & Investments; Modeling & Statistical Methods
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The Financial Modelers’ Manifesto
The Financial Modelers’ Manifesto This article describes the financial modelers’ manifesto. Focus is ...- Authors: Emanuel Derman, Paul Wilmott
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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2022-life-session-7e
Models are a staple of an insurance company's operations. However, models that are not appropriately ... an essential component of an insurer's ERM function, needs to keep pace with the rapidly evolving model ...- Authors: Society of Actuaries
- Date: Mar 2023
- Topics: Enterprise Risk Management; Modeling & Statistical Methods; Technology & Applications
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2023-all-signs-regime
rather than back to the prior environment. Learn more about several examples of past Regime Changes along ... detailed discussion of how recent disruptions lead toward a persistent change in the business, social and ...- Authors: Max Rudolph, Ariel Weis
- Date: Nov 2023
- Competency: External Forces & Industry Knowledge; Leadership
- Topics: Demography; Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods; Environment
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Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study
measures of the risk that the value of the liabilities becomes larger than the value of the assets, and ... probabilities of mismatching and a degree of mismatching in unsegmented and multidimensional models of the balance ...- Authors: Jacques Janssen, Griselda Deelstra
- Date: Jan 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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navigate-volatile-rate-environment
The surge in interest rates over the past few years presents opportunities for life insurers to enhance ... (ALM) positions through asset rebalancing to narrow the duration gap and secure higher risk-adjusted yields ...- Date: May 2024
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments; Life Insurance; Long-term Care; Modeling & Statistical Methods; Reinsurance
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Stochastic Risk Modeling in Banks Versus Insurers
Modeling in Banks Versus Insurers This session 15 PD of the Toronto Spring Meeting includes an update on specific ... in the Canadian banking industry, and emerging issues using these techniques in the U.S. From the Record ...- Authors: Donna Claire, W Steven Prince, Murray John Taylor, George Turpie, Chak Raghunathan, Nico Meijer
- Date: Jun 2001
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Session 099: Managing Cyber Risk
Cyber Risk There is widespread acknowledgement in the insurance industry that cyber risk remains an untamed ... seemingly ever-growing beast. It is also unique in the family of risk exposures faced by insurers in that it ...- Authors: Anthony Dardis, Calvin Weeks, Matt Solomon, Chris Beck
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Enterprise Risk Management>Operational risks; Modeling & Statistical Methods