1
-
10
of
10
results (0.46 seconds)
Sort By:
-
New Survey of the Use of Alternative Financial Metrics by U.S. Life Insurers
New Survey of the Use of Alternative Financial Metrics by U.S. Life Insurers Performance ... Survey of the Use of Alternative Financial Metrics by U.S. Life Insurers Performance measurement is not the ...- Authors: Arnold Dicke
- Date: Dec 2005
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital; Financial Reporting & Accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting
-
A novel approach to valuing an insurance company’s economic surplus
A novel approach to valuing an insurance company’s economic surplus This paper provides a novel approach ...- Authors: Dariush Akhtari
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Economic capital; Finance & Investments>Economic value
-
Economic Risk Capital: Part 1
Society of Actuaries Note: The chart(s) referred to in the text can be downloaded at: http://handouts ... with E&Y and Jose Siberon with Standard & Poor's (S&P). I will introduce each of them in more detail as ...- Authors: Hubert B Mueller, Application Administrator, Jose Siberon
- Date: May 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital
-
A Multi-Stakeholder Approach to Capital Adequacy
the Standard and Poor’s Capital Adequacy Ratio (S&P CAR) and the Best’s Capital Adequacy Ratio (BCAR) ... substantial amounts of surplus notes, will focus on S&P CAR and BCAR. Mutual companies are more likely ...- Authors: Robert Painter, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
-
Bayesian Risk Aggregation: Correlation Uncertainty and Expert Judgement
the marginal distribution functions are as in Table 2.1. Now, observing that the inverses F−1i (·), ... BR F (x) = Φ [ x−µ σ ] , x ∈ R µ = 0, σ = 4.56 Table 2.1: Marginal distributions for market risk (MR) ...- Authors: Klaus Bocker
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Bayesian methods
-
An Alternative to Capital Allocation
it to evaluate the impact of changes in an insurer’s operations by allocating capital to individual lines ... failure of the methodology to account for a firm’s changing levels of risk under various strategies.- Authors: TOM MATTHEW MCINTYRE, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Stochastic models
-
An Alternative To Capital Allocation
An Alternative To Capital Allocation The authors introduce an alternative to Tail Contribution ... called Economic Profit Analysis EPA. They discuss EPA’s key feature, “volatility replication,” an intuitively ...- Authors: Application Administrator
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital
-
Weaknesses in Regulatory Capital Models and Their Implications
establishes the minimum capital requirement and Pillar 2’s Internal Capital Adequacy Assessment Process (ICAAP) ... capital requirement (SCR) under Solvency II; the U.S. Insurance Financial Solvency Framework’s risk-based ...- Authors: Amelia Ho
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Public Policy
-
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
-
Arbitrage-Free Perspective on Economic Capital Calibration
Arbitrage-Free Perspective on Economic Capital Calibration This article discusses a good way for ... sets the tail event to be 1 over 200, and the U.S. C3 Phase II sets the tail event to be a conditional ...- Authors: David Wang
- Date: May 2012
- Competency: Leadership>Thought leadership; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Finance & Investments>Economic value; Finance & Investments>Value at risk - Finance & Investments