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Dynamic v. Static Replication
“Static” 1-Year S&P 500 Volatility Management Calendar Year 2018, Target Volatility = 15% • S&P 500 price ... price return between -14.73% - +7.69 (S&P 500 total return including dividends = -5.18%) • Outcome: “static” ...- Authors: Joshua Dobiac, Jeff Greco, Hyunsu Kim FSA,MAAA (Hyunsu)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Enterprise Risk Management
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Real-World COSO Implementation
strategic objective of expanding distribution of a U.S.-based product to Brazil, with the goal of 2020 ... administration and so on, leveraging knowledge of U.S. operations; G3: Develop IT platform for sales ...- Authors: Damon Levine
- Date: Jun 2019
- Competency: Results-Oriented Solutions; Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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April 2020 issue of Risk Management
through the library and enjoy the new books. Table 1 2020 JRMS Webcast Schedule Month Date Topic March ... announce the calendar of JRMS webcasts for 2020 (Table 1). In this period of uncertainty, we acknowledge ...- Authors: Society of Actuaries
- Date: Apr 2020
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Global Perspectives
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Modern Bayesian Statistics for Actuaries
distributions rather than point estimates of the posterior's mean or mode. We are often interested in the distribution ... regression, but as complex as modeling a product’s complete feature set explicitly. Simpler mental model ...- Authors: Alec Loudenback
- Date: Oct 2023
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Predictive Analytics
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Taking the Three Lines of Defense to the Next Level
to be compensated for this extra task, however. It’s important to see that the compensation is more symbolic ... company culture of building a solid ERM framework. That’s why recruitment is important when identifying these ...- Authors: Sam Radwan
- Date: Apr 2023
- Competency: Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Statistiques bayésiennes modernes pour les actuaires
convient de surveiller des diagnostics uniques pour s’assurer que l’échantillonnage a posteriori a fonctionné ... point de vue pratique, l’approche bayésienne tend à s’aligner davantage sur notre façon intuitive de raisonner ...- Authors: Alec Loudenback
- Date: Oct 2023
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Predictive Analytics
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Faire passer les trois lignes de défense au niveau supérieur
c’est-à-dire que le champion de la gestion du risque s’investit principalement pour aider l’entreprise à ... pourquoi le recrutement joue un rôle essentiel lorsqu’il s’agit de trouver un champion de la gestion du risque ...- Authors: Sam Radwan
- Date: Apr 2023
- Competency: Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Défis relatifs à la gestion du risque de taux d’intérêt : Partie 1 — Comment tirer le meilleur parti de l’actif et du passif d’une société
exemple, supposons que le taux au comptant actuel s’élève à 4,5 % et que la VA01 et la VC01 ont été calculées ... fondées sur des valeurs inférieures à 5 %. Si l’on veut s’assurer que les trois points utilisés dans le calcul ...- Authors: Dariush Akhtari
- Date: Feb 2024
- Competency: Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Future Greeks Without Nested Stochastics – A Neural Network Approach
Future Greeks Without Nested Stochastics – A Neural Network Approach The speaker will discuss ... follow federal law. The Sherman Act, is the primary U.S. antitrust law pertaining to association activities ...- Authors: Yu Feng FSA,MAAA (Yu)
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management
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Speeding up Actuarial Seriatim Calculations
Speeding up Actuarial Seriatim Calculations Regulatory change and increased focus on ... not qualify for certain types of treatment under U.S. laws. MJKK and MSFJ are credit rating agencies registered ...- Authors: Andrey Marchenko
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Annuities>Variable annuities; Enterprise Risk Management