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  • 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 ...

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    • 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 ...

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    • 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 ...

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    • 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