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A Handful of Economic Capital Model Observations
A Handful of Economic Capital Model Observations Commentary on practical observations resulting from ... constructing and running Economic Capital models. Possible standardization of assumptions and result interpretation ...- Authors: David M Walczak
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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A Handful of Economic Capital Model Observations
A Handful of Economic Capital Model Observations Commentary on practical observations resulting from ... constructing and running Economic Capital models. Possible standardization of assumptions and result interpretation ...- Authors: David M Walczak
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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Risk Evaluation in the Final Stages of the Pandemic
Evaluation in the Final Stages of the Pandemic The direct and indirect effects of the pandemic have ... have impacted many actuaries’ work since the spring of 2020. This article addresses three considerations ...- Authors: David Brentlinger
- Date: Jul 2022
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Distribution of the Number of IBNR Claims
Distribution of the Number of IBNR Claims This paper proposes a model for the incurred but not reported ... reported - IBNR- claims of an insurance company. This model will be fit to third party automobile bodily ...- Authors: Louis G Doray
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Accident insurance; Modeling & Statistical Methods>Stochastic models
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STOCHASTIC APPROACHES TO CORPORATE PLANNING
about conveying to users of models and forecasts how uncertain the outcome of stochastic projections really ... Return on investment;Risk assessment;Risk measurement;Sensitivity testing; 14874 4/1/1977 12:00:00 ...- Authors: Frank S Irish
- Date: Apr 1977
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Stochastic models
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Implementing the Longstaff-Schwartz Model
Implementing the Longstaff-Schwartz Model The article discusses that drawbacks of the HJM Heath-Jarrow-Morton ... Heath-Jarrow-Morton class of stochastic interest models and suggests the use of the Longstaff-Schwartz string ...- Authors: L SS
- Date: Oct 2002
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
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Disparate Origins Of Life And Non-Life Insurances
Disparate Origins Of Life And Non-Life Insurances Article Disparate Origins Of Life And Non-Life Insurances ... Insurances by Beard in The Actuary, February 1979, Volume 13, Number 2 Catastrophic risk;Health risks;Life ...- Authors: Robert E Beard
- Date: Feb 1979
- Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Risk measurement - ERM; Health & Disability>Health risks; Life Insurance>Pricing - Life Insurance; Life Insurance>Non-forfeiture benefits; Modeling & Statistical Methods; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits,
Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits ... Benefits, The purpose of this discussion is to introduce a few additional points and discuss how different ...- Authors: Mark Evans, Application Administrator
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Annuities>Variable annuities; Economics>Financial economics; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Economic Capital: A Case Study To Analyze Longevity Risk
Economic Capital: A Case Study To Analyze Longevity Risk Feature article discussing how insurers have ... requirements, but have largely disregarded the impact of mortality volatility on their liability assumptions ...- Authors: Stuart Silverman
- Date: Aug 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic Simulation
The Art of Stochastic Simulation in the Financial Reporting World: An Overview of Stochastic Simulation ... Simulation An Overview of Stochastic Simulation modeling techniques and usages Conditional Tail Expectation=CTE;Dynamic ...- Authors: Ronald Harasym
- Date: Sep 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Financial management; Financial Reporting & Accounting; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models