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Replicating Portfolio Implementation
Replicating Portfolio Implementation This article talks about replicating portfolios, a basket of ... in unwieldy complexity and long run times. In direct response to this challenge, some companies are ...- Authors: ANDREW NG
- Date: Sep 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Simulation
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From Subprime Crisis to Risk Management
loans are securitized, there are rules set up to direct the flow of interest and principal payments and ... report the performance of the ABS as well as to direct payments according to the rules. When ABS and ...- Authors: Daniel Hui
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Economics>Financial economics; Finance & Investments; Global Perspectives
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Hedging Variable Annuity Guarantees With Long-Dated Equity Derivatives
capital mar- kets instruments took over as the primary risk transfer mechanism for VA writers. Hand-in- ... fixed volatility over a long time period. The primary market-related risk that any hedg- ing strategy ...- Authors: Michelle Smith, Roma Jakiwczyk, Edward Wilson, Mark Evans
- Date: Nov 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Finance & Investments>Derivatives
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A Principle Based Approach to Mortality Guarantees
A Principle Based Approach to Mortality Guarantees Considers the risk management aspect ... lifespans. Since the trajectory of advances in health care may not match these assumptions, emerg- ing experience ...- Authors: Carol A Marler
- Date: Mar 2014
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk categories; Experience Studies & Data>Mortality
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Risk Identification: A Critical First Step in Enterprise Risk Management
Risk Identification: A Critical First Step in Enterprise Risk Management This article is about defining ... of risks provided to survey participants. The primary purpose of the risk identification phase is to ...- Authors: Sim Segal
- Date: Aug 2008
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Risk Management: Some Guidelines for Practitioners
management persuaded themselves they had taken care of. It is the operational risks—rogue traders and ... think that a fancy risk management system takes care of your risks for you and thereby relieves you ...- Authors: Kevin Joel Dowd
- Date: Nov 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Actuarial Profession>Ethics; Finance & Investments
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The Chief Risk Officer Forum: A Framework for Incorporating Diversifications in the Solvency Assessment of Insurers
The Chief Risk Officer Forum: A Framework for Incorporating Diversifications in the Solvency Assessment ... points: 1. Concentration of risk is one of the primary causes of insurer insolvency, and converse- ly ...- Authors: John Hele, Henk van Broekhoven
- Date: Nov 2005
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Finance & Investments; Public Policy
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Wavelet-Based Equity VaR Estimation
Wavelet-Based Equity VaR Estimation Economic risk analysis has two dimensions: time and ... modèle ARMA-GARCH ne tient compte que de l’impact direct des rendements et des volatilités des trois derniers ...- Authors: Kailan Shang
- Date: Oct 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Guaranteed Annuity Options or a Fine Mess
Guaranteed Annuity Options or a Fine Mess This article discusses the problems created by the options ... the GAO story is that insurers need to be very care- ful about all financial guarantees, and that ...- Authors: Mary Hardy
- Date: Nov 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities; Global Perspectives
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Is Predictive Modeling the Answer?
Is Predictive Modeling the Answer? Important tools used in property & casualty P&C ... laPSe behaVior Figure 1 on page 11 describes the primary factors that drive VA lapse behavior and indicates ...- Authors: David Weinsier, Guillaume Briere-Giroux
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Predictive Analytics