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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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An Adaptor Strategy for Enterprise Risk Management
Strategy for Enterprise Risk Management This is the first of a two-part article introducing and elaborating ... two purposes: first, switching among four styles of risk-coping strategies in order to track qualitative ...- Authors: David Ingram, Michael Thompson
- Date: Apr 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management; Modeling & Statistical Methods
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Reducing Risk in Risk Assessment Models
in Risk Assessment Models This article addresses the concern that while risk assessment models are supposed ... can be a source of risk themselves. A new report released by the Canadian Institute of Actuaries in August ...- Authors: Trevor Howes
- Date: Dec 2008
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Finance & Investments; Modeling & Statistical Methods
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An Adaptor Strategy for Enterprise Risk Management Part II, Investing In Resilience: Nurturing Human and Financial Resources
Nurturing Human and Financial Resources This is the second of a two-part article introducing and elaborating ... two purposes: first, switching among four styles of risk-coping strategies in order to track qualitative ...- Authors: David Ingram, Michael Thompson
- Date: Jun 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management; Modeling & Statistical Methods
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Structural Credit Risk Modeling: Merton and Beyond
Structural Credit Risk Modeling: Merton and Beyond This article provides an ... overview of the commonly used structural credit risk modeling approach that is less familiar to the actuarial ...- Authors: YU WANG
- Date: Jun 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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The Financial Modelers’ Manifesto
The Financial Modelers’ Manifesto This article describes the financial modelers’ manifesto. Focus is ...- Authors: Emanuel Derman, Paul Wilmott
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Credit Crisis Lessons for Modelers
Credit Crisis Lessons for Modelers This article discusses how complex models can ... provide a false sense of security, hiding the evidence that the entire range of indications may hinge ...- Authors: Parr T Schoolman
- Date: Mar 2012
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods
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Managing Investment Risks in Contractual Designs
Contractual Designs Life and annuity markets around the world have seen increasingly complex investment-combined ... annuities, variable annuities with a wide variety of guaranteed benefits and indexed variable annuities ...- Authors: Runhuan Feng
- Date: Sep 2021
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Guaranteed living benefits; Annuities>Pricing - Annuities; Annuities>Reserves - Annuities; Annuities>Product development - Annuities; Modeling & Statistical Methods; Annuities>Deferred annuities; Annuities>Living / Death benefit riders
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Introduction to the Research on Developing a Liability-Driven Investment (LDI) Benchmark Framework
Introduction to the Research on Developing a Liability-Driven Investment (LDI) Benchmark Framework A ...- Authors: Kailan Shang, MOHAMMAD ZAKIR HOSSEN
- Date: Dec 2019
- Competency: Communication; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Pensions & Retirement