61
-
70
of
136
results (0.39 seconds)
Sort By:
-
Recent Publications in Risk Management
Recent Publications in Risk Management List of recent publications that may be of interest to readers of Risk Management newsletter. Enterprise risk management=ERM;Risk appetite;Policyholder ...- Authors: David Schraub, Baoyan Liu
- Date: Jan 2016
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM; Life Insurance>Policyholder behavior - Life Insurance
-
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
-
Phase 2 of the C-3 Project Update
Phase 2 of the C-3 Project Update Presented at May 2002 Spring Meeting. Discusses the status of the second phase of the AAA C-3 Risk project. This project is leading to an updated NAIC filing ...- Authors: Alastair G Longley-Cook, David Sandberg, Daniel Patterson
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Investments; Global Perspectives; Life Insurance
-
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
-
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
-
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
-
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
-
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
-
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
-
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