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Measurement of Risk, Solvency Requirements and Allocation of Capital Within Financial Conglomerates
Measurement ... >-+=> qq qqqq xXqx xXxXxxXX Overbeck (2000) also discusses VaR and TailVaR as risk measures ... qx which defines the “bad times” of Overbeck (2000). 3. Allocation of Capital Consider now the ...- Authors: Harry H Panjer
- Date: Nov 2001
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM
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The Actuary
.....................20 M er g er s A cq u is it io n s Editor Jay A. Novik, FSA jay_novik@msn ... Morris Fishman, FSA morris.fishman@prodigy.net Craig S. Kalman, FSA craig@kalman.net Alan N. Parikh, FSA ...- Authors: Application Administrator, Judy Feldman Anderson, Morris Fishman, Carl Harris, Harry H Panjer, Robert Shapiro, Sarah J Sanford, Robert Wilcox
- Date: May 2003
- Publication Name: The Actuary Magazine
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The Practical Uses Of Risk Theory
it treats the parameters actuaries deal with (mortality, interest, etc.) as random variables, not deterministic ... New York Ph ad .Iphi_. W_sbint_l,iL San Fr. n - s¢.¢_ 5_,ul Montreal. Tn_nm, and London Reproduced ...- Authors: Nathan H Epstein, James C Hickman, Alastair G Longley-Cook, Harry H Panjer
- Date: Oct 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Models for the Distribution of Aggregate Claims in Risk Theory
Models for the Distribution of Aggregate Claims in Risk Theory This paper considers the distribution ... submitted discussion paper. Catastrophic risk;Mortality modeling;Stochastic models;Risk theory; 2539 ...- Authors: Harry H Panjer, Elias Shiu, Gordon E Willmot
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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The Actuary
of the payment amount, not by looking it up in a table or by using some canned software, but by calculating ... Morris Fishman, FSA morris.fishman@prodigy.net Craig S. Kalman, FSA craig@kalman.net Alan N. Parikh, FSA ...- Authors: Gregory Gurlik, David Ingram, Gary Lange, Michael F Magsig, Harry H Panjer, Godfrey Perrott, Charles M Waldron
- Date: Jun 2003
- Publication Name: The Actuary Magazine
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International Section News, June 2003, Issue No. 30
NO. 30 JUNE 2003 I N T E R N A T I O N A L N E W S T oronto is blessed with two actu-arial clubs—a regular ... continued on page 2 N E W S L E T T E R O F T H E I N T E R N A T I O N A L S E C T I O N Paul Chow, FSA ...- Authors: Paul Chow, Harry H Panjer, Shumei R Kuo, David Rosier, James Makin
- Date: Jun 2003
- Publication Name: International News
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Stability and Convergence of Recurrence Equations
Stability and Convergence of Recurrence Equations This paper discusses the numerical stability ... paper discusses the numerical stability of Panjer's recursion in computing aggregate claims distributions ...- Authors: Harry H Panjer, Shaun Wang
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Axiomatic Characterization of Insurance Prices
Character izat ion of Insurance Pr i ces Shaun S. Wang ~ Virginia R. Young b Harry H. Panjer" aDept ... decision-maker with an increasing utility function u: E[u(-X)] > E[u(-Y)]. That is, every individual who thinks ...- Authors: Harry H Panjer, Virginia Ruth Young, Shaun Wang
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial economics; Modeling & Statistical Methods
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Public Guarantee Programs
financial guarantee programs was the savings and loans (S&L) crisis and some other crises or scandals, particularly ... Department of Housing and Urban Development (HUD). The S&Ls are not exactly a credit program, but the federal ...- Authors: Harry H Panjer, Shelley Klein, Lorraine Cote
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Public Policy
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The Future of Our Profession: Critical Skills Needed for Future Success
The Future of Our Profession: Critical Skills Needed for Future Success Panelists at this ... skills needed to ensure the actuarial profession's future growth. The findings of the 2002 Member Survey ...- Authors: Michael Braunstein, Michael Kaster, Harry H Panjer, Stuart Wason
- Date: May 2003
- Competency: Communication; External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession