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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 value; Finance & Investments>Embedded value
  • Instantiating Holism: Beyond ERM’s Half Measures
    This paper focuses on the role of holism in enterprise risk management ERM. The performance measure known ... discounted for being overly reductionistic. The concept of an economic capital charge or credit is seen here ...

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    • Authors: Christopher Perrin
    • Date: May 2009
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Capital markets; Finance & Investments>Embedded value