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Insurance Risk Management Tools: Value at Risk and Risk Adjusted Economic Value
Value at Risk and Risk Adjusted Economic Value This paper reviews the Value At Risk concept, a financial ... risk adjustment to economic value, is suggested as an additional measure. Economic value;Risk-based capital=RBC; ...- Authors: Alastair G Longley-Cook
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Finance & Investments>Value at risk - Finance & Investments
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Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study
measures of the risk that the value of the liabilities becomes larger than the value of the assets, and ... probabilities of mismatching and a degree of mismatching in unsegmented and multidimensional models of the balance ...- Authors: Jacques Janssen, Griselda Deelstra
- Date: Jan 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Computing Ruin Probabilities - A Life Table Approach
probabilities. The dynamics of the traditional insurance model are stated in the form of period to period ... This allows the development of a life-table with the survival probabilities for a given set of parameters ...- Authors: Manalur S Sandilya
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Approximations of Ruin Probability by Tri-atomic or Tri-Exponential Claims
Approximations of Ruin Probability by Tri-atomic or Tri-Exponential Claims We find the necessary and ... compute the ruin probabilities using well known formulas for discrete and for combination of exponentials ...- Authors: Beda Chan
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods