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Operational Risk Capital Provisions for Banks and Insurance Companies
Operational Risk Capital Provisions for Banks and Insurance Companies This paper investigates ... for banks and insurance companies with regard to U.S. regulations. The AMA developed in the paper uses ...- Authors: Edoh Afambo
- Date: Jan 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Banking - Finance & Investments; Modeling & Statistical Methods; Public Policy
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Market-Consistent Valuations of Life Insurance Business: The U.K. Experience
Market-Consistent Valuations of Life Insurance Business: The U.K. Experience U.K. life insurers ... Valuations of Life Insurance Business: The U.K. Experience U.K. life insurers writing participating business ...- Authors: Chris O'Brien
- Date: Jul 2007
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods; Public Policy
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Solvency Standards in Canada
Solvency ... resu l t of the concern over the f inancia l s tab i l i ty of f inanc ia l ins t i tu t ions ... ARE SOLVENCY TESTING INVOLVED IN? The f i r s t major quest ion the committee addressed was ...- Authors: Allan Brender, Robert Howard, David R Johnston
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Public Policy
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Coherent Distortion Risk Measures in Portfolio Selection
with the decision vector x, to be chosen from a set S ⊆ Rn, and the random vector y ∈ Rm. The vector x represents ... represents what we may generally call a portfolio, with S capturing the set of all feasible portfolios subject ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy
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Modeling the Participating Whole Life Division
traditional three-factor formula. The interest and mortality components are calculated using tax-reserve factors; ... policy reserves when calculating the interest and mortality components. In short, the conditions necessary ...- Authors: Allan Brender
- Date: Jan 1988
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Whole life; Modeling & Statistical Methods; Public Policy
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Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital
Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital 1998 Valuation ... assets;Market value of liabilities;Monte Carlo simulation;Mortality assumption;Risk-based capital=RBC;Stochastic models; ...- Authors: Michael J Hambro, Alastair G Longley-Cook, David Sandberg, Douglas A George
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Public Policy
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Nonparticipating Guaranteed Life Insurance: Segment Model
N_QNPARTlClPATING O UARANTEED LIFE I NSU RANCI: S! !G M I:N'I' M¢)I)_Ij., MR. MICHEL GIGUERE: I am ... applied to those cells to t~kc into account mortality or withdrawal on the liability side or maturity ...- Authors: Michel Giguere, Philip J Pothier
- Date: Jan 1988
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods; Public Policy
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Appropriate Standards for Profit Margins
ratum. It is imperative that we understand that U.S. insurance regulators are charged with rate regulation ... budget. They'll either be high or low. MR. BRADFORD S. GILE: If you build up some sort of a model for your ...- Authors: Stephen P D'Arcy, Charles McClenahan, Oakley E Van Slyke
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods; Public Policy