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Navigating the Changing Landscape
Navigating the Changing Landscape The article explores the use of economic capital modeling to deliver value to clients by improving the financial security of many individual lives around the ...- Authors: Clinton Thompson
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic capital
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Economic Capital: A Case Study To Analyze Longevity Risk
Economic Capital: A Case Study To Analyze Longevity Risk Feature article discussing how insurers have reflected volatility in asset return assumptions when determining capital requirements, but ...- Authors: Stuart Silverman
- Date: Aug 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Bringing Risk into Capital Management
Bringing Risk into Capital Management Actuaries and rating agencies increasingly believe that the NAIC's formulaic required capital standard does not adequately address a company's ...- Authors: Chiu-Cheng Chang, Alastair G Longley-Cook, Francis Sabatini, Geoffrey Hancock
- Date: May 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
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Making the Case for Economic Risk Capital and Risk-Adjusted Performance Measurement Frameworks
Making the Case for Economic Risk Capital and Risk-Adjusted Performance Measurement Frameworks A number of insurance companies have recently implemented, or are in the process of implementing, ...- Authors: Hubert B Mueller, Jose Siberon, Kevin Reimer
- Date: Jun 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
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Capital and Hedge Modeling for Variable Annuities
Capital and Hedge Modeling for Variable Annuities Panelists discuss economic capital, capital modeling, and hedge modeling, especially for guaranteed living benefits [GLBs] on variable annuities.- Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Using Trading Costs to Construct Better Replicating Portfolios
Using Trading Costs to Construct Better Replicating Portfolios Regularization, by means of trading restrictions, is an effective way to obtain sparse replicating portfolios. By including only the ...- Authors: Curt Burmeister, Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Economic capital
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Specialty Guide on Economic Capital
Specialty Guide on Economic Capital This Specialty Guide is designed to be a source of information for practitioners interested in: learning more about the subject of Economic Capital - ...- Authors: Society of Actuaries
- Date: Mar 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Economic capital
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Economic Capital—Recent Market Developments and Trends
Economic Capital—Recent Market Developments and Trends This article presents recent developments and trends with respect to Economic Capital based on the work of the EC subgroup of the ...- Authors: Hubert B Mueller
- Date: Jul 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Economic capital
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A Practical Concept of Tail Correlation
A Practical Concept of Tail Correlation This paper shows how the results of copula based capital aggregation models can always be locally approximated by relatively simple formulas. The paper ...- Authors: Application Administrator
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Economic capital; Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Stochastic models