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ERM at the Speed of Thought: Mitigation of Cognitive Bias in Risk Assessment
Behavior with Extreme Value Theory,” Risk Management no. 17 (September 2009): 14–18, http://www.soa.org/li ... See Kahneman, Thinking, Fast and Slow, 142. 17 In risk assessments, we often make use of scenarios ...- Authors: Damon D Levine
- Date: Feb 2016
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM
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ORSA Process Implementation for Internal Stakeholders
of stresses 16 Management actions 17 Reverse stress testing 17 Stress and scenario testing in a group ... with a single approach across all stresses. 17 © 2015 Casualty Actuarial Society, Canadian Institute ...- Authors: Ger Bradley, Padraic O'Malley, Milliman Inc
- Date: Sep 2015
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Compliance; Enterprise Risk Management>Governance; Enterprise Risk Management>Risk measurement - ERM
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Measuring and Analyzing Volatility Risk in Disability Income
Measuring ... a 30-day wait shows that the volatility factor is 17%, and for a 180-day wait, it’s only 8%. When ... days) of waiting period (in months) 30 60 90 180 0 17% 15% 12% 8% 12 10 9 8 6 24 4 4 4 4 ...- Authors: Richard M Rasiej, Jeyaraj Vadiveloo, Darryl Wagner
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Health & Disability>Disability insurance
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Optimization of the Enterprise Risk Portfolio
Optimization of ... simulation of the company’s total risk exposure (Fig. 17). Figure 15: Earnings at Risk per ... 16: Event Tree Analysis Figure 17: Probability Distribution Function Based on the Event ...- Authors: Eivind Helland, Kjell Garatun-Tjeldsto
- Date: Apr 2013
- Competency: Communication>Written communication
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM
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TIPS, the Triple Duration, and the OPEB Liability: Hedging Medical Care Inflation in OPEB Plans
specific basket indexed to medical care inflation. 17 reported in their 2010 10K (Note 12): “Assumed ... manage non-headline-inflation risk such as this. 17 The author has no relationship to Caterpillar Inc ...- 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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Probabilistic Concepts in Measurement of Asset Adequacy
is (5), if we can prove that qb(0) = 0(1 + 0) ' (17) To this end we integrate (9) with respect to u ... P(x) ]dx = ap~ - 1 + 0' 0 which gives Formula (17). Let -q = sup {x [ P(x) = 0}. By assumption, ~1 ...- Authors: Donald D Cody
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management
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2007 Enterprise Risk Management Symposium: Integrated Risk Measurement for Portfolio of Various Assets at Continuous Time Horizons
National University of Singapore, Singapore June 17, 2007 ∗The authors are grateful to Mr. Zong Jianping ... world the process is dFx = (r − rf)Fxdt+ σxFxdWt (17) 13 where r is the domestic risk-free rate , ...- 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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Wavelet-Based Equity VaR Estimation
018443 15 0.004179 0.047113 16 0.006766 0.071147 17 0.011976 0.094887 18 0.004878 0.115684 19 -0.0018 ... returns (0.5th percentile and 99.5th percentile). 17 Figure 9. Wavelet-Based S&P 500 Index Daily Return ...- Authors: Kailan Shang
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM
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2007 Enterprise Risk Management Symposium: Risk - Applying a New Portfolio Risk/Return Measurement Methodology Based on Recent Advances in Quantifying Stable Paretian Fat Tailed Distributions and Investor Loss Aversion Preferences
2007 Enterprise Risk Management Symposium: Risk - Applying a New Portfolio Risk/Return ... E. Gup, The Basics of Investing, Wiley, (1983). 17 F.K. Reilly, Investment Analysis and Portfolio Management ...- Authors: Rawley Thomas
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Controlling Indirect Selection under Healthcare Reform
........................................... 38 17. One Insurer’s Decision to Select ............. ... than one insurer) private health insurance market.17 Adverse selection can be depicted as: 18,19 ...- Authors: Tia Sawhney
- Date: Nov 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics>Health economics; Enterprise Risk Management>Risk measurement - ERM; Health & Disability>Payment models; Modeling & Statistical Methods>Data mining; Modeling & Statistical Methods>Modeling efficiency; Predictive Analytics