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Credit Portfolio Optimization under Condition of Multiple Credit Transition Metrics
Optimization under Condition of Multiple Credit Transition Metrics This paper discusses both the theoretical ... theoretical and the application aspects of stress testing in managing enterprise risks. Effective stress testing ...- Authors: Min Jie (Helen) Han
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Stochastic Analysis of the Interaction Between Investment and Insurance Risks. Fellowship Credit Research Paper
Stochastic Analysis of the Interaction Between Investment and Insurance Risks. Fellowship Credit Research ... is a Fellowship Credit Research Paper. A portfolio of different insurance policies such as temporary, endowment ...- Authors: Gary Parker
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Life Insurance>Investment strategy - Life Insurance
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Natural Hedging of Life and Annuity Mortality Risks
Natural Hedging of Life and Annuity Mortality Risks The values of life insurance and annuity liabilities ... in opposite directions in response to a change in the underlying mortality. Natural hedging utilizes this ...- Authors: Samuel Cox, Yijia Lin
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Portfolio management - Finance & Investments
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Effects of Integrated Risk Management on Mean and Variance of Cost Efficiency of Property/Liability Insurance Industry
Effects of Integrated Risk Management on Mean and Variance of Cost Efficiency of Property/Liability Insurance ... paper uses the property-liability insurance companies as a research sample to investigate the relation ...- Authors: Min-Ming Wen, Hong-Jen Lin
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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Credit Risk Modeling For Life Insurers
Modeling For Life Insurers This session covers the differences between quantitative models and traditional ... Moody’s/KMV Portfolio Manager. From the Record of the Society of Actuaries, Volume 29, No. 1, Washington ...- Authors: Larry Rubin, Martin le Roux, Walid Shinnawi
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Life Insurance>Pricing - Life Insurance
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Why U.S. Insurers Fared Better than Banks: Did Key Differences Give Insurers an Edge during the Financial Crisis?
Why U.S. Insurers Fared Better than Banks: Did Key Differences Give Insurers an Edge during ... during the Financial Crisis? Summarizes a research paper considering insurer performance during the financial ...- Authors: Max Rudolph, RICK BEARD
- Date: Mar 2013
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investment policy; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Optimal Hedge Ratio and Hedge Efficiency: An Empirical Investigation of Hedging in Indian Derivatives Market
and Hedge Efficiency: An Empirical Investigation of Hedging in Indian Derivatives Market This paper ... market as a market for hedging by equity holders. The authors have tried to examine optimal hedge ratio ...- Authors: Svd Nageswara Rao, Sanjay Kumar Thakur
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Hedging of Insurance Contracts
Hedging of Insurance Contracts This is the abstract of the paper Hedging of Insurance Contracts. ls ... ls the tinting of liabilities e.g. the IBNR case irrelevant to investment decisions in an insurance company ...- Authors: Philippe Artzner
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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Dynamic Spanning of Contingent Claims
Dynamic Spanning of Contingent Claims In this paper we discuss the link between the price of a contingent ... We compute the replicating strategies for some contingent claims when the price of stocks are modeled ...- Authors: Hal Warren Pedersen
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Private Placement Bond Credit Risk Experience Study Released
Private Placement Bond Credit Risk Experience Study Released Presents results of 2003-2012 ... Experience Study Released Presents results of 2003-2012 cohorts of insurance company private placement bonds ...- Authors: R Holman
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments; Finance & Investments>Portfolio management - Finance & Investments