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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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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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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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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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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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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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Benchmark Surplus Formulas
INTEREST RATES Future Required Interest Rate Surplus 17% 1.2% 20 3.7 25 7.8 30 11.9 As the assumed future ... 1% 0.6 16% 0.0% 0.6 0.6 nil 2 2.6 18 0.4 3.0 3.6 17% 3 6.0 20 3.2 9.2 10.3 Ii 1802 BENCHMARK SURPLUS ...- Authors: Donald D Cody, Gene B Gale, James A Geyer, Sidney A LeBlanc, Michael E Mateja
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Bringing Risk into Capital Management
adjustments or Bringing Risk Into Capital Management 17 withdraw the problem products. Why Risk ... bigger number than it did 10 years ago. Chart 17 shows a simple illustration of the concept with fully ...- 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