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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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S-Curve Reserve For Universal Life
presentation on the S-Curve reserve for Universal life. The S-Curve represents a distribution of amount of assets ... policy benefits and expenses. The reserve is a specific point on the Curve. Cash flow testing;Life ...- Authors: Lone-Young Yee
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Value at risk - Finance & Investments; Life Insurance>Reserves - Life Insurance