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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 ...- 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
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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 ...- 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
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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 ...- 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
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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 ...- Authors: Steven Craighead, Christopher Foote
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Economic value
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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 ...- 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
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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