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Allocation of Required Capital by Line of Business
Allocation of Required Capital by Line of Business This paper will show how the NAIC formula and others can be allocated by line of business by the use of partial derivatives of RBC. Asset ...- Authors: Anthony J Zeppetella
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM
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Capital Budgeting/Evaluation Of Capital Expenditures
Capital Budgeting/Evaluation Of Capital Expenditures Presented at May 1985 Spring Meeting. This session discussed: Hurdle rates, Internal rate of return, Payback, Net present value, Lease ...- Authors: Richard A Bauer, Frank S Irish, Richard Kischuk, Bruce J Nicholson, Timothy J Tongson
- Date: May 1985
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Operational risks
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Product Line Capital Allocation
Product Line Capital Allocation Presented at May 1985 Spring Meeting. Discusses: Target surplus formulas for specific product lines, Projecting product line surplus needs, How cost of capital ...- Authors: Neal Arnold, D Bruce Dixon, David Ingram, Reed Miller, Donald R Sondergeld
- Date: May 1985
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management
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China’s C-ROSS: A New Solvency System Down the Road
China’s C-ROSS: A New Solvency System Down the Road Key points of the conceptual framework of China’s new solvency system, the “China Risk Oriented Solvency System” (C-ROSS). Global markets; ...- Date: Feb 2014
- Competency: Leadership>Change management; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Governance
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A novel approach to valuing an insurance company’s economic surplus
A novel approach to valuing an insurance company’s economic surplus This paper provides a novel approach to the valuation of the market value of economic surplus that is stable and immune from “ ...- Authors: Dariush Akhtari
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Economic capital; Finance & Investments>Economic value
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Property/Casualty Insurer Economic Capital Using a VaR Model
Property/Casualty Insurer Economic Capital Using a VaR Model The purpose of this paper is to build a bridge between the traditional methods of looking at financial risk and insurance risk. The ...- Authors: Thomas P Conway, MARK DANIEL MCCLUSKEY
- Date: Apr 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM
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Taking Stock: Revisiting the Loser’s Game
Taking Stock: Revisiting the Loser’s Game The purpose of the article is to highlight how a person or organization can excel in both a highly-competitive expert-driven environment and one where ...- Authors: Nino A Boezio
- Date: Mar 2013
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Governance; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Strategic risks; Finance & Investments>Economic value; Finance & Investments>Investment policy; Finance & Investments>Investment strategy - Finance & Investments; Technology & Applications>Business intelligence; Technology & Applications>Software
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Efficient Capital Allocation through Optimization
Efficient Capital Allocation through Optimization In this paper, we formulate the Capital Allocation problem as an optimization problem in which we seek the mix of business that maximizes an ...- Authors: Romel G Salam
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM
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A Cost of Capital Approach to Credit and Liquidity Spreads
A Cost of Capital Approach to Credit and Liquidity Spreads The Market Cost of Capital approach has emerged as the standard for estimating risk margins for insurers' fair value balance ...- Authors: B John Manistre
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Capital management - ERM
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Pension Risk Management: Derivatives, Fiduciary Duty and Process
Pension Risk Management: Derivatives, Fiduciary Duty and Process Research projects in pension - Pension Risk Management: Derivatives, Fiduciary Duty and Process. Asset management;Derivatives; ...- Authors: Susan M Mangiero
- Date: Oct 2008
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Derivatives