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Assumed Interest Rate Assumption and the Maturity Structure of the Assets of a Life Insurance Company
Assumed Interest Rate Assumption and the Maturity Structure of the Assets of a Life Insurance ... earnings. Discussions of this paper are included. Annuity valuation;Equities=Common stock=Stock=Preferred ...- Authors: Irwin T Vanderhoof
- Date: Oct 1972
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Investment strategy - Finance & Investments
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Allocation of Required Capital by Line of Business
the Regulatory Capital requirements, which in the U.S. is defined by the NAIC Life Risk-Based Capital (RBC) ... insurers used the same procedures in the 1960’s and 1970’s to allocate federal income tax by line of business ...- Authors: Anthony J Zeppetella
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM
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Risk Sharing and Capital Allocation
for some individual assets (see Myers & Brealey (2000) for an introduction to financial theory and different ... Coherently. RISK, 10, p. 68-71. Patrik, G., Bernegger, S. & Ru¨egg, M.B. (1999). The use of Risk Adjusted Capital ...- Authors: Ole Hesselager, Ulrik Andersson
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital