1
-
4
of
4
results (0.5 seconds)
Sort By:
-
Financial Market Volatility: Modeling and Management
and Management From a session at the Spring meeting of the Society of Actuaries held in San Antonio, Texas ... estimating future volatility of financial markets, how to predict the effect of volatility on insurance company ...- Authors: Francis Sabatini, Application Administrator, Aleksandar Kocic
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods
-
Cash Flow Analysis: A New Approach to Understand and Manage Risk
Risk From the 1985 Valuation Actuary Symposium Discussion of the practical application of cash flow ... flow testing in the valuation process. Asset modeling;Cash flow testing;Discount rates=Interest rates;Economic ...- Authors: James A Geyer, Michael E Mateja
- Date: Jan 1985
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
-
An Empirical-Based Approach for Optimal Reinsurance
appropriate use of reinsurance reduces the adverse risk exposure of an insurer and improves the overall viability ... viability of the underlying business. The use of reinsurance, on the other hand, incurs additional cost ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Modeling & Statistical Methods; Reinsurance
-
Regime-Switching Portfolio Replication
management challenge is hedging these guarantees, given the equity regime switching process. This presentation ... is used, which allows for the examination of the robustness of each of the optimization methods when ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management; Modeling & Statistical Methods