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  • A novel approach to valuing an insurance company’s economic surplus
    company’s economic surplus This paper provides a novel approach to the valuation of the market value of economic ... management=ALM, Capital management, Embedded value, Economic capital 8/2/2019 12:00:00 AM ...

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    • 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
  • A novel approach to valuing an insurance company’s economic surplus
    company’s economic surplus This paper provides a novel approach to the valuation of the market value of economic ... management=ALM , Capital management, Embedded value, Economic capital 8/2/2019 12:00:00 AM ...

    View Description

    • 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 value; Finance & Investments>Embedded value
  • Asset-Liability Integration, Chapter 8: Stochastic Management without Tears
    optimize the economic value of the firm, subject to regulatory constraints, with the use of financial ... financial valuation of the firm’s balance sheet. Both the assets and liabilities can be perceived as derivative ...

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    • Authors: Krzysztof Ostaszewski
    • Date: Jan 2003
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value