1
-
3
of
3
results (0.59 seconds)
Sort By:
-
Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital
Actuary Symposium. The panelists addressed the practical implications of how to use value-at-risk ... surplus, and an update of the C-3 component of RBC. This session is a mix between the regulatory situation ...- Authors: Michael J Hambro, Alastair G Longley-Cook, David Sandberg, Douglas A George
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Public Policy
-
Investment Strategies in an Asset/Liability Management ALM Context
Investment Strategies in an Asset/Liability Management ALM Context 1997 Valuation Actuary Symposium, ... management;Scenario generation=Scenario generators=Economic scenario generators; 18108 9/1/1997 12:00:00 ...- Authors: Michael J Hambro, Frederick W Jackson, Douglas A George, Ray E Helfer
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
-
Value-at-Risk, Risk-Based Surplus, and RBC C-3 Prescribed Testing
8OF, from the 1999 Valuation Actuary Symposium, held September 23-24 in Los Angeles. The panelists explore ... value-at-risk techniques and their application in the financial services industry, internal risk-based ...- Authors: Nancy Bennett, Michael J Hambro, Douglas A George, Anthony Dardis
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM