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2007 Enterprise Risk Management Symposium: Integrated Risk Measurement for Portfolio of Various Assets at Continuous Time Horizons
Management Symposium: Integrated Risk Measurement for Portfolio of Various Assets at Continuous Time Horizons ... portfolios consisting of various assets through continuous time horizons. In a simulation, the study shows that ...- Authors: Ng Kah Hwa
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation
Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation This ... investigates the interaction between a credit portfolio and another risk type, which can be thought of as market ...- Authors: Klaus Bocker, Martin Hillebrand
- Date: Apr 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial markets; Enterprise Risk Management>Financial management
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Sustainability of Earnings: A Framework for Quantitative Modeling of Strategy, Risk and Value
Sustainability of Earnings: A Framework for Quantitative Modeling of Strategy, Risk and Value This monograph ... presented at the 2011 Enterprise Risk Management Symposium, held March 14-16 in Chicago. The author, noting ...- Authors: Neil M Bodoff
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Strategy development
- Topics: Enterprise Risk Management>Strategic risks
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TIPS, the Triple Duration, and the OPEB Liability: Hedging Medical Care Inflation in OPEB Plans
TIPS, the Triple Duration, and the OPEB Liability: Hedging Medical Care Inflation in OPEB Plans The adoption ... adoption of FAS 158 forces sponsors of post-employment health benefit plans to consider how to manage the ...- Authors: Michael Ashton
- Date: Sep 2012
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Enterprise Risk Management>Risk measurement - ERM; Pensions & Retirement>Retiree medical
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A Study of the Lee-Carter Model with Age-Shifts
A Study of the Lee-Carter Model with Age-Shifts We propose an age-shift model to modify the LC model ... deal with the problem of parameters. The proposed method attains smaller estimation errors with respect ...- Authors: Ching-Syang Jack Yue, HONG-CHIH HUANG, Sharon Yang
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Demography>Longevity; Experience Studies & Data>Mortality; Global Perspectives; Pensions & Retirement>Retirement risks
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Abstract for Modeling Medical Cost Trends for Advancing Age in the Long Run
Abstract for Modeling ... Modeling Medical Cost Trends for Advancing Age in the Long Run Abstract for Modeling Medical Cost Trends ... Trends for Advancing Age in the Long Run 6442456906 1/8/2014 12:00:00 AM ...- Authors: Society of Actuaries, Patrick K Getzen
- Date: Jan 2014
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Weighted Pricing Functionals
This is a concluding and encompassing part of our research on the project entitled \Weighted Premium Calculation ... been supported by the Actuarial Education and Research Fund AERF and the Society of Actuaries Committee ...- Authors: Edward Furman, Ricardas Zitikis
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments
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A New Risk Metric for Defined Benefit Pension Plans
measures of the plan's solvency and provides a tool for pension plan managers to determine the value ... value of risk mitigation activities. From 2006 Enterprise Risk Management Symposium, M-AS06-1. Defined benefit ...- Authors: Thomas D Bergan, David Fishbaum
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Pensions & Retirement>Risk management
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Modeling Medical Cost Trends for Advancing Age in the Long Run
Modeling Medical Cost Trends for Advancing Age in the Long Run Modeling Medical Cost Trends for Advancing ... Advancing Age in the Long Run 6442456905 1/8/2014 12:00:00 AM ...- Authors: Society of Actuaries, Patrick K Getzen
- Date: Jan 2014
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Cash Balance Symposium Monograph, Chapter 1: Economic Design of Cash Balance Pension Plans
Cash Balance Symposium Monograph, Chapter 1: Economic Design of Cash Balance Pension Plans This paper demonstrates ... demonstrates that cash balance plans should invest all of their assets in taxable fixed-income securities and ...- Authors: Jeremy Gold
- Date: Jan 2001
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Hybrid plans