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Modelling and Measuring Business Risk
Modelling and Measuring Business Risk This paper focuses on business risks rather ... modelling and measuring business risk where the dynamic of the underlying earnings is described in a continuous-time ...- Authors: Klaus Bocker
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Actuarial Assumptions - Actuarial Considerations in Insurance Mergers and Acquisitions: An International Perspective
assumptions should ultimately be validated by dynamic validation testing, which compares cash flows ... most reliable information available, static and dynamic validations are measured against these documents ...- Authors: Jim Toole
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments; Global Perspectives
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The Role of the Actuary - Actuarial Considerations in Insurance Mergers and Acquisitions: An International Perspective
important tests—a “static” validation and a “dynamic” validation. The static validation confirms that ... greater than in an investor’s home market. A dynamic validation looks at the cash flows produced by ...- Authors: Jim Toole
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments; Global Perspectives
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Actuarial Considerations in Insurance Mergers and Acquisitions: An International Perspective
important tests—a “static” validation and a “dynamic” validation. The static validation confirms that ... greater than in an investor’s home market. A dynamic validation looks at the cash flows produced by ...- Authors: Jim Toole
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments; Global Perspectives
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Modeling Considerations - Actuarial Considerations in Insurance Mergers and Acquisitions: An International Perspective
Modeling Considerations - Actuarial Considerations in Insurance Mergers and Acquisitions: ... numbers. This approach has the added benefit of dynamic model validation on both a historic and prospective ...- Authors: Jim Toole
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments; Global Perspectives
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 3: Pricing Insurance Derivatives: The Case of CAT Futures
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 3: Pricing Insurance Derivatives: ... u and a certain initial en- dowment x forms a dynamic portfolio. To determine the portfolio, he or she ...- Authors: Paul Embrechts, Steffen Meister
- 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 6: An Actuarial Bridge to Option Pricing
23:185-211. Aase, K.K. 1993b. "Premiums in a dynamic model of reinsurance market." Scandinavian Actuarial ... and E.S.W. Shiu. 1996. "Actuarial bridge to dynamic hedging and option pricing." Insur- ance: Mathematics ...- Authors: Hans U Gerber, Elias Shiu
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments