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Session 081: Economic Scenario Generation for Life, Pension and P&C Applications
Session 081: Economic Scenario Generation for Life, Pension and P&C Applications The academy generator ... using the AAA/SOA generator over an ever widening range of applications testing the limits of the academy ...- Authors: Daniel B Finn, Hal Warren Pedersen, David Schraub
- Date: Feb 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments; Finance & Investments>Economic Scenario Generators
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 7: Insurance Futures: Examining the Context for Trading Insurance Risk
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 7: Insurance Futures: Examining the Context ... traded, albeit thinly, at the Chicago Board of Trade. This paper examines the broad context for trading ...- Authors: Prakash A Shimpi
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
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Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence From the Field
Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence ... From the Field This paper evaluates the current practice of operational risk management in the insurance ...- Authors: Madhu Acharyya
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods
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Risks in Investment Accumulation Products: Recent Research
examine the potential costs of long-term guarantees, transfer risk modeling techniques, and the formulation ... formulation of practical strategies to manage investment accumulation products. Asset liability managemen ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods
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Optimal Consumption Strategy in the Presence of Default Risk: Discrete-Time Case
Consumption Strategy in the Presence of Default Risk: Discrete-Time Case Discusses the optimal consumption ... consumption strategy in the presence of default risk. It highlights the Regime-Switching model, which indicates ...- Authors: Hailiang Yang, Eric Cheung
- Date: Aug 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Risk Is Our Business, Say U.K. Actuaries
Actuaries This article highlights the significant steps being taken by the UK actuarial profession to establish ... ed approach=PBA;Risk-based capital=RBC;Risk measurement;Solvency II;Mortality risk; 10776 7/1/2006 ...- Authors: Paul Stanworth
- Date: Jul 2006
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Actuarial Profession; Finance & Investments
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The Relationship between a Profit Center's Surplus Needs and its Cost of Equity Capital
The Relationship between a Profit Center's Surplus Needs and its Cost of Equity Capital This research ... explores an insurer's surplus needs and its cost of equity capital for mutual life insurance companies ...- Authors: Dorothy Andrews
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
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On the Determination of Capital Charges in a Discounted Cash Flow Model
On the Determination of Capital Charges in a Discounted Cash Flow Model We derive formulas for calculating ... calculating the premiums that should be charged on policies in a discounted cash flow model with tax reserves ...- Authors: Application Administrator
- Date: Jan 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Interest Rate Futures: An Alternative to Traditional Immunization in the Financial Management of Guaranteed Investment Contracts
Immunization in the Financial Management of Guaranteed Investment Contracts This paper examines the financial ... financial management of assets backing a Guaranteed Investment Contract [GIC] portfolio. Immunization and dedication ...- Authors: Allan M Fen
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Risk Management Terms
terms garnered from a survey of risk professionals supplemented with analysis of firm-level information on ... statements. Results indicate the existence of significance differences in terminology. The dominating pattern observed ...- Authors: Marjorie Rosenberg, Peng Shi, SHINICHI KAMIYA, Joan Schmit
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk categories; Finance & Investments; Financial Reporting & Accounting