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US and Canada: An Era of Value-added Enterprise Risk Management - Mini Report
Companywide dashboards and visualization tools (dynamic) are available to democratize the access to analytics ... Both static (point in time, e.g., quarterly) and dynamic (centralized and on-demand) risk monitoring is ...- Authors: Society of Actuaries
- Date: Sep 2022
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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US and Canada: An Era of Value-added Enterprise Risk Management - Full Report
Companywide dashboards and visualization tools (dynamic) are available to democratize the access to analytics ... Both static (point in time, e.g., quarterly) and dynamic (centralized and on-demand) risk monitoring is ...- Authors: Society of Actuaries
- Date: Sep 2022
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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China: An Era of Insurance Innovation
personalization, more accurate segmentation, and dynamic pricing when results are benchmarked against traditional ... OBSOLESCENCE The insurance space has become dynamic; a working concept today is obsolete tomorrow ...- Authors: Society of Actuaries
- Date: Jul 2022
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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Modeling the Variety of Decision Making
in risk management related calculations to use dynamic or stochastic models. One or several of the key ... evolutionary nature of things. Time and the dynamic behavior of systems — including across scales of ...- Date: Aug 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Resurrecting the White Swan Mindset
environments like board games, often fail in real-world, dynamic, low signal-to-noise environments — such as financial ... this schema. For differing complex, adaptive, dynamic human-involved systems that are shaped, even defined ...- Authors: Guntram Fritz-Albin Werther, Max Rudolph
- Date: Aug 2021
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Early Detection of Insurer Insolvency
Early Detection of Insurer Insolvency Early detection and assessment of insurer’s insolvency ... capital requirements more closely to the actual and dynamic economic and market risk. It allows regulators ...- Authors: Tianyang Wang
- Date: Jul 2021
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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Future Long-Term Care in Canada
metrics as well.) The projection is performed in a dynamic way such that a large number of variables that ... entering the relevant variations, or shocks, to the dynamic elements in the baseline model, and the quantitative ...- Authors: Bonnie-Jeanne MacDonald, Sim Segal, Michael Wolfson
- Date: May 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Systemic Risk in China's Insurance Industry (English)
large number of financial institutions, based on a dynamic hazard rate model with macroeconomic covariates ... autoregressive conditionally heteroskedasticity-dynamic conditional correlation) model (Engle, 2002, 2009) ...- Authors: Lin Zhang
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Systemic Risk in China's Insurance Industry (Chinese)
Systemic Risk in China's Insurance Industry (Chinese) This report looks at identifying ... Princeton University Press, 2009. [32] Engle R F. Dynamic Conditional Correlation - A Simple Class of Multivariate ...- Authors: Lin Zhang
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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2019 Variable Annuity Guaranteed Benefits Survey
.......................................... 4 Dynamic Lapses ....................................... ... ......................................... 7 Dynamic Lapses .......................................- Authors: Dale Hagstrom, Mienaloshyani Viruthasalam (Mienaloshyani)
- Date: Mar 2020
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Enterprise Risk Management>Portfolio management - ERM
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Yield Curve Extrapolation Methods
Yield Curve Extrapolation Methods This research report summarizes methodologies used for yield ... hedgeability; however, they are working toward a dynamic programming approach to hedge design. This will ...- Authors: Jack T Kerbeshian, Patricia Matson
- Date: Feb 2019
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Finance & Investments
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National Risk Management
appropriately long time horizon 4. Making the model dynamic to value/risk drivers 5. Projecting values with ... revenues and expenses. 5.1.4 Making the Model Dynamic to Value/Risk Drivers The ERM model must be designed ...- Authors: Society of Actuaries
- Date: Apr 2018
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Extreme Events for Insurers: Correlation, Models and Mitigation Study
household financial analysis is a key to understanding dynamic policyholder behaviors. In a financial crisis ... high credit spread or default rate with adverse dynamic policyholder behavior can be used as a stress ...- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: Apr 2015
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Natural Resource Sustainability Summit Report
modeling expertise could be used to run static and dynamic projections that model the supply and demand of ... long time horizon. These considerations should be dynamic, possibly using complexity theory and complex ...- Authors: Max Rudolph, Society of Actuaries
- Date: Nov 2013
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Enterprise Risk Management Practice as Applied to Health Insurers, Self-Insured Plans, and Health Finance Professionals Report
risk management (ERM) process is an iterative dynamic. The field is evolving as new issues and solutions ... Robert. 2008. “The Birth, Death and Resurrection of Dynamic Financial Analysis.” The Actuary, Oct/Nov.- Authors: Max Rudolph
- Date: Dec 2009
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Health & Disability>Health insurance
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ERM Education White Paper
ERM Education White Paper To provide guidance to the actuarial leaderships globally and provide ... practicalities of market risk hedging, including dynamic hedging. (vv) Define credit risk as related ...- Authors: Society of Actuaries
- Date: Apr 2009
- Competency: Professional Values>Practice expertise
- Topics: Actuarial Profession>Qualifications; Actuarial Profession>Professional development; Enterprise Risk Management
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2009 Economic Capital for Life Insurance Companies –Complete Report
2009 Economic Capital for Life Insurance Companies –Complete Report The Committee on Finance Research ... perform such trades as markets develop (e.g., dynamic hedging strategies). At the end of the one-year ...- Authors: Hubert B Mueller, Mark Scanlon, Ian Farr, Simon W Stronkhorst
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management
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Interest Rate Hedging on Traditional Life and Health
particularly that these results do not reflect any dynamic policyholder behavior. Were we to model, for example ... DV01 hedge strategy we used is not a completely dynamic strategy. It is a strategy in which positions ...- Authors: Craig Reynolds, David Wang
- Date: Sep 2007
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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On the regulator-insurer-interaction in a structural model
On the regulator-insurer-interaction in a structural model This paper provides a new insight ... thus be taken into account by the regulators. Dynamic simulation models;Monte Carlo simulation;Solvency ...- Authors: Carole L Bernard, An Chen
- Date: Aug 2007
- Competency: Results-Oriented Solutions
- Topics: Enterprise Risk Management
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Bounds for Ruin Probabilities and Value at Risk
Implications of security market data for models of dynamic economies. Journal of Political Economy, 99(2):225–262 ... Review, 49(1):52–64, 2007. J. Yu and Y. Lin. Dynamic capabilities in volatile environments: Evidence ...- Authors: Samuel Cox, Ruilin Tian, Luis F Zuluaga, Yijia Lin
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Enterprise Risk Management for Property-Casualty Insurance Companies
Enterprise Risk Management for Property-Casualty Insurance Companies This paper discusses a theoretical ... business, these are the players of the market dynamic. There is inherent uncertainty associated with ...- Date: Aug 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study
8.1 The basic model In this section, the dynamic evolution of the (m+n)-dimensional stochastic process ... Session, Firenze, 253-269. 22 Janssen J., 1995, "A dynamic stochastic ALM model for insurance companies", ...- Authors: Jacques Janssen, Griselda Deelstra
- Date: Jan 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Computing Ruin Probabilities - A Life Table Approach
the form of the constraints of a forward looking dynamic programming problem. This gave us the fle~,ibility ... three steps. 20E; THE MODEL Used the Dynamic P rogramming St ra tegy of wr i t ing down a ...- Authors: Manalur S Sandilya
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods