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Hedging Policy Consistency Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy
Consistency Theory vs. Practice: The Role of Management’s Expectations in the Implementation of Hedging Policy ... consistent hedging policy is incompatible with management’s competencies and role in the company, requiring management ...- Authors: Application Administrator
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 5: The Emerging Asset Class: Insurance Risk
authors for this article are Kenneth A. Froot, Brian S. Murphy, Aaron B. Stem, and Stephen E. Usher. Professor ... of the insurance/reinsurance infra- structure. U.S. property and casualty (P&C) premiums totaled $264 ...- Authors: Kenneth A Froot, Brian S Murphy, Aaron B Stern, Stephen E Usher
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
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Health System Reform - Old Challenges, New Solutions
V I S I O N S F O R T H E F U T U R E Of The U.S. Health Care System 63 Health System Reform—Old ... overall health has suffered as a result. The U.S. health care system, as it exists today, is a result ...- Authors: Robert Stone
- Date: Jun 2009
- Competency: External Forces & Industry Knowledge>External forces and business performance; External Forces & Industry Knowledge>Internal forces and business performance; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Health & Disability>Health care; Health & Disability>Health risks; Public Policy; Social Insurance>Social Security
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 6: An Actuarial Bridge to Option Pricing
An Actuarial Bridge to Option Pricing by Hans U. Gerber and Elias S.W. Shiu 1. Introduction Actuaries ... distributed) ran- dom variables { Yk} such that S( j ) = S(O)exp(Y, + II2 + "'" + Yj), j = 1 ,2 ,3 .- Authors: Hans U Gerber, Elias Shiu
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence From the Field
Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: ... risk, in the Basel Committee on Banking Supervision’s Basel II definition, is unlikely to be a significant ...- Authors: Madhu Acharyya
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 2: Crosshedging of Insurance Portfolios
quarter) is called S. As standard in nonlife actuarial techniques, assume 1. S -- Z u = 1 Ys - doubly ... Let us compute E[S] = (~t + E[•]) * E[Y] = (100 + 10) * 1 (1.4) = 110 Var[S] = (~t + E[k]) • E[F] ...- Authors: Hans Buhlmann
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 3: Pricing Insurance Derivatives: The Case of CAT Futures
natural filtra- tion belonging to (L,), F,=ty (L~, O<s<t). This essen- tially exposes a weakness in the ... and Y be ran- dom variables on (fl, F, (P, Q)). Px(s): =P[X<_s] de- notes the distribution of the random ...- Authors: Paul Embrechts, Steffen Meister
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
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Assessing Regime Switching Equity Return Models
used to assess the fit of several models to the S&P 500 log‐returns. We then complement this analysis ... innovations. Section 5 then assesses the models using the S&P total return index. This is done by first examining ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Finance & Investments; Modeling & Statistical Methods
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Analyzing Concentration Risk
assess risk, we must look beyond the average. TABLE 1 Example Measures for One Name Measure HSBC ... outweighed by the need for directed action. TABLE 2 HHI & HHI Contributions by Sector Industry ...- Authors: Diane M M T Reynolds
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Global Perspectives
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 4: The Perfume of the Premium...or Pricing Insurance Derivatives
dedicated to trading options were set up in the U.S., so that now options are traded on a wide variety ... rates-on-line, which is the ratio of premium to exposure. Table 1 compares the theoretical ROLs of the 50 and 150 ...- Authors: John Finn, Morton Lane
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance; Reinsurance>Pricing - Reinsurance