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Asset-Liability Integration, Chapter 4: Trading in Human Capital
Asset-Liability Integration, Chapter 4: Trading in Human Capital Discussion of Human capital and its implicit asset and liability cash flows how insurance companies could help measure and ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management
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Asset-Liability Integration, Chapter 8: Stochastic Management without Tears
Asset-Liability Integration, Chapter 8: Stochastic Management without Tears Management's goal is to continuously optimize the economic value of the firm, subject to regulatory constraints, ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value
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Asset-Liability Integration, Chapter 5: Out of Human Bondage
Asset-Liability Integration, Chapter 5: Out of Human Bondage Discussion of the insurance purchase decision for corporations, using an ALM perspective of utilizing insurance to maximize the net ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management
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A Conceptual Proposal to Use Appraisal Value as a Supplementary Basis for Financial Valuation
A Conceptual Proposal to Use Appraisal Value as a Supplementary Basis for Financial Valuation This paper argues that no single valuation basis is completely reliable: neither market price nor ...- Authors: Neil M Bodoff
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Enterprise Risk Management>Financial management
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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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On a Formula of Nesbitt
On a Formula of Nesbitt This is a study on the Nesbitt formula and the variants to this formula. Contingencies; 14342 9/15/2008 12:00:00 AM ...- Authors: Elias Shiu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Actuarial Profession>Professional development; Finance & Investments>Risk measurement - Finance & Investments
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Modeling of Economic Series Coordinated with Interest Rate Scenarios: A progress report on research sponsored by the Casualty Actuarial Society and the Society of Actuaries
Modeling of Economic Series Coordinated with Interest Rate Scenarios: A progress report on research sponsored by the Casualty Actuarial Society and the Society of Actuaries This paper represents ...- Authors: Stephen P D'Arcy, Richard Gorvett, Kevin Ahlgrim
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Actuarial Profession>Professional development; Economics>Financial economics
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Fuzzy Logic in Insurance: The First 20 Years
Fuzzy Logic in Insurance: The First 20 Years It has been twenty years since DeWit 1982 first applied fuzzy logic FL to insurance. That article sought to quantify the fuzziness in underwriting.- Authors: Arnold Shapiro
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view
- Topics: Actuarial Profession>Professional development; Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics
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Some Remarks in Statistical Independence and Fractional Age Assumptions
Some Remarks in Statistical Independence and Fractional Age Assumptions In this expository paper several comments are made with respect to the statistical independence of the curtate future ...- Authors: Gordon E Willmot
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Longevity; Finance & Investments>Risk measurement - Finance & Investments
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More On A Classic Inequality
More On A Classic Inequality Actuarial literature in the twenty-five years includes discussions of a well known inequality. Among the recent papers on various aspects of this classic result are ...- Authors: Barnet N Berin, James C Hickman
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Experience Studies & Data>Mortality