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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
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Capital and Hedge Modeling for Variable Annuities
Society of Actuaries Note: The chart(s) referred to in the text can be found at http://handouts ... Dutch and Swiss statutory capital initiatives. The U.S. statute, SCL2, is just beginning and AUSTI Guideline ...- Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models