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Arbitrage-Free Perspective on Economic Capital Calibration
Arbitrage-Free Perspective on Economic Capital Calibration This article discusses a good way for insurance ... companies to calibrate economic capital (tail risk level) that is consistent with the market opinion on its ...- Authors: David Wang
- Date: May 2012
- Competency: Leadership>Thought leadership; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Finance & Investments>Economic value; Finance & Investments>Value at risk - Finance & Investments
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Liquidity, Capital, and ALM: How Insurers can Include a Liquidity Score and Liquidity Stress Scenarios as Part of their Asset Liability Management (ALM) Protocol
Liquidity Score and Liquidity Stress Scenarios as Part of their Asset Liability Management (ALM) Protocol ... liquidity score and liquidity stress scenarios as part of their asset liability management (ALM) protocol.- Authors: Joshua Dobiac, David Wang
- Date: Dec 2023
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management
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Understanding VM-20 Results
published by the Society of Actuaries (SOA) and contains information from a variety of sources. It may ... may or may not reflect the experience of any individual company. The study is for informational purposes ...- Authors: Karen Rudolph, Seng Siang Goh, William Hines, Michael Y Nam, William Sayre, David Wang, Tung Tran
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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Interest Rate Hedging on Traditional Life and Health
Life and Health This research report, part of the Society of Actuaries [SOA} ‘Research Projects – Finance/Investment ... Finance/Investment,’ is sponsored by the Society of Actuaries [SOA] Committee on Finance Research. This ...
- Authors: Craig Reynolds, David Wang
- Date: Sep 2007
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Report On Pricing Using Market Consistent Embedded Value (MCEV)
Value (MCEV) This report explains the concept and construction of the Market Consistent Embedded Value ... used by insurance companies for various products. The knowledge from this research will assist actuaries ...- Authors: Zohair Motiwalla, David Wang, Novian Junus, Society of Actuaries
- Date: Jul 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Life Insurance
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Understanding VM-20 Results
changes in VM-20 reserve amounts. August 2017 The Society of Actuaries’ Financial Reporting Section, Product ... Company Section and the Committee on Life Insurance Research announce the release of a new study examining ...
- Authors: Karen Rudolph, Seng Siang Goh, William Hines, Michael Y Nam, William Sayre, Tung Tran, David Wang
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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Hedging interest Rate Risk in Traditional Life and Health Products
Traditional Life and Health Products Profitability of traditional life and health products has long been ... sensitive to changes in interest rates than profitability of universal life, SPDAs, or other “interest-sensitive” ...- Authors: Craig Reynolds, David Wang
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Life Insurance>Pricing - Life Insurance
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Interest Rate Hedging on Traditional Life and Health
Interest Rate Hedging on Traditional Life and Health A research project with the ... Traditional Life and Health A research project with the Society of Actuaries on interest rate hedging on traditional ...- Authors: Craig Reynolds, David Wang
- Date: Sep 2007
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Know your policyholders first, Model their behavior second
second Actuaries can empower their understanding of policyholder behavior with third party data. Modeling ... should start from developing knowledge of who they are, instead of actuaries assuming what a rational behavior ...- Authors: David Wang
- Date: Aug 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Experience Studies & Data
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Liquidité, capital et GAP : Comment les assureurs peuvent inclure un pointage de liquidité et des scénarios de crise de liquidité dans leur protocole de gestion de l’actif-passif (GAP)
liquidity score and liquidity stress scenarios as part of their asset liability management (ALM) protocol. ... correspondent pas nécessairement à ceux de la Society of Actuaries, des rédacteurs du bulletin ou des employeurs ...
- Authors: Joshua Dobiac, David Wang
- Date: Dec 2023
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management