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Replicating Portfolio Implementation
Replicating ... September 2009 – Issue 17 C H A I R S P E R S O N ’ S C O R N E R Risk Management | SEPTEMBER ... be reached at andrew.ng@ watsonwyatt.com. R I S k Q u A N T I F I C AT I O N 20 | SEPTEMBER 2009 ...- 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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Summary of Risk Management Research on Policyholder Behavior in the Tail Survey
provided to the full reports. VARIABLE ANNUITY SURVEY The variable annuity survey explores assumptions in tail ... that produces a negative result. For variable annuity guaranteed benefits, the tail scenario is typically ...- Authors: Jeffrey Hartman
- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Risk Management: The Total Return Approach and Beyond
Risk Management w November 2004 w Page 8 Thomas S. Y. Ho, PhD, is president of the Thomas Ho Company ... from “The Risk Management of Insurers” by Thomas S. Y. Ho in the Journal of Investment Management, forthcoming ...- Authors: Thomas S.Y. Ho
- Date: Nov 2004
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Financial Reporting & Accounting>Fair value accounting
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Yield Curve Extrapolation
(somme de j = 1 to Ji), W(ז,u) = e−f∞(ז+u)[αmin{ז,u} − eαmax{ז,u}sinh(αmin{ז,u})], où • ci,j représente ... saisir les courbes monotones, à bosse et de type S souvent observées dans les données sur les courbes ...- Authors: Jack T Kerbeshian, Ben Leiser
- Date: Dec 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Actuarial Profession; Actuarial Profession>Best practices; Life Insurance>Reserves - Life Insurance; Life Insurance>Capital - Life Insurance
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Where is ERM Heading?
Where is ERM Heading? This article discusses the growing exposure of ERM and where it's ... discusses the growing exposure of ERM and where it's headed in the future. The author predicts that the ...- Authors: Shaun Wang
- Date: Mar 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Summary of paper entitled 'Variance of the CTE Estimator'
76 0.77 1.06 0.19% Some key takeaways from this table are: Any given trial provides a reasonable estimate ... behaviours and practical problems facing insurers. A S to repeat the run process hundreds of time in order ...- Authors: Application Administrator, Geoffrey Hancock
- Date: Aug 2008
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods>Conditional Tail Expectation
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Risk Management, August 2014, Issue 30, French Version
R E V U E 3 0 A O Û T 2 0 1 4 3 Le mot du président Par Barry Franklin 5 Lettre des rédacteurs ... conseil Eugene Connell, FCAS, FICA, ASA, CERA, MAAA S. Anders Ericson, ACAS, MAAA, CERA Louise Francis, ...- Authors: Society of Actuaries, B John Manistre, Edward Tom, Grace Koo, Jun He, Benjamin Neff, Barry Franklin, Max Rudolph, Ira Jersey, Timothy S Paris
- Date: Aug 2014
- Competency: External Forces & Industry Knowledge; Professional Values; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation
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Risk Management: ERM For Insurers — From Compliance to Value
risks can increase an insurer’s performance. In 2000/1 “Getting a Handle on Operational Risks,” Jerry ... replaced by more sophisticated stochastic modeling. In 2000/3, 2002/4 and 2004/4, articles present the findings ...- Authors: Stephen P Lowe, Prakash A Shimpi
- Date: Jul 2006
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments
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Macroeconomics Based Economic Scenario Generation
input data, the models or the scenarios. The U.S. economy is used as an example to demonstrate the ... scenarios can be compared to historical data (Table 1) or to market predictions to assess their reasonableness ...- Authors: Kailan Shang
- Date: Apr 2020
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management
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Gimmel: Second Order Effect of Dynamic Policyholder Behavior on Insurance Products with Embedded Options
fact that the embedded derivative in a variable annuity contract is in effect a put option on a put option ... at charles.gilbert@nexusrisk.com. R I S K R E S P O N S E Risk management | MARCH 2010 | 25 ...- Authors: David Ross, Charles L Gilbert, John Wiesner
- Date: Mar 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Enterprise Risk Management