1
-
3
of
3
results (0.38 seconds)
Sort By:
-
Insurance Risk Management Tools: Value at Risk and Risk Adjusted Economic Value
such risk management processes as LP. Morgan's R/s/onetr/cs TM or Bankers Trust's RAROC TM, it has become ... additional different measures may be needed. ' S~ for e, xamplc Prudential [19963. 205 2. VALUE ...- Authors: Alastair G Longley-Cook
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Finance & Investments>Value at risk - Finance & Investments
-
Assessing the Transfer of Risk: An Actuarial Perspective
premium life insur- ance policy and a nonrefund life annuity contract had eliminated any meaningful risk undertaking ... over all values where a deficit exists. In the table below, although both loss distributions have the ...- Authors: Christian J DesRochers
- Date: Feb 2009
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Taxing Times
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments; Reinsurance
-
Introduction to Value-At-Risk
sponsoring organizations, is a Partner with Ernst & Young 's Risk Management Group in New York, NY. :Mr. Abbott ... equities, this would be how the Standard & Poor's (S&P) 500 is or isn't correlated with the movement of ...- Authors: Edward P Mohoric, Deborah K Orlando, Mark C Abbott
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Value at risk - Finance & Investments