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  • 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 ...

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    • 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 value; Finance & Investments>Embedded value
  • 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 ...

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    • 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
  • Linking Pension Liabilities to Assets
    investment benchmark) are considered low risk. Table 1 summarizes the fundamental difference between ... perspective versus a liability-relative perspective. Table 1: Traditional asset only approach vs. liability ...

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    • Authors: Aaron Meder, Renato Staub
    • Date: Oct 2007
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Actuarial Practice Forum
    • Topics: Finance & Investments>Economic value; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension investments & asset liability management
  • The Case for Distributable Earnings
    acknowledging that they yield different outcomes. Girard (2000) also acknowledges these competing valuation methods ... has considerable significance to fixed- index annuity contracts (FIAs), which have embedded call options ...

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    • Authors: Steven Craighead, Christopher Foote
    • Date: Aug 2019
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Finance & Investments>Economic value
  • Sustainable ERM
    ERM FEBRUARY/MARCH 2015 | THE ACTUARY | 37 S ustainability encapsulates the concept of resilience ... functions, and integration of ESG issues in Reputation s Principles for Sustainable Insurance (PSI) 1. Embed ...

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    • Authors: Fan Yang
    • Date: Jan 2015
    • Competency: Professional Values>Public interest representation; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Actuary Magazine
    • Topics: Finance & Investments>Economic value; Pensions & Retirement>Risk management
  • 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 ...

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    • 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