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Capital Allocation in Insurance: Economic Capital and the Allocation of the Default Option Value
Capital Allocation in Insurance: Economic Capital and the Allocation of the Default Option Value This is ... 8/5-7/2004, University of Iowa in Iowa City, Iowa. The aim of this paper is to consider economic capital for a ...- Authors: Michael Sherris, John van der Hoek
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Finance & Investments>Investment strategy - Finance & Investments
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Capital and Hedge Modeling for Variable Annuities
Modeling for Variable Annuities Panelists discuss economic capital, capital modeling, and hedge modeling ... benefits [GLBs] on variable annuities. Session 34PD of the 2005 Valuation Actuary Symposium. Guaranteed living ...- Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models