1
-
11
of
11
results (0.63 seconds)
Sort By:
-
Capital and Hedge Modeling for Variable Annuities
some of the things you have to think about are dynamic assumptions. It doesn’t make sense to use stochastic ... increasing need to incorporate hedging. Why do we need dynamic assumptions? If you haven’t been to any sessions ...- Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
-
Is the Mutual Life Insurance Company an Endangered Species?
reserve charges. In addition, you've got the dynamic of being a stock company. Everyone talks about ... but I see the excitement and challenge of a very dynamic world. As a stock company, you have the flexibility ...- Authors: Brian Campbell, Steven Sperka, Robert E Broatch
- Date: Jun 1999
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments
-
Capital Management
Capital Management 1993 SOA Meeting, Quebec. This session is about capital management. Topics ... Finally,a new area that we are moving toward is dynamic solvencytesting (DST), which is the extensionof ...- Authors: Michael Cowell, Glen Gammill, Alastair G Longley-Cook, Klaus Shigley
- Date: Jun 1993
- Competency: Results-Oriented Solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments
-
Managing the Adequacy of Capital
the targets. I expect to see target-setting as a dynamic process, not one carved in granite. As 1said, ... manage it, and there was no way to have a thriving dynamic operation, which is important I think. If you manage ...- Authors: Gregory D Jacobs, Daniel J McCarthy, Richard S Robertson, Robert M Smithen
- Date: Jun 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Global Perspectives
-
Emerging Issues
insurers' books, that surplus requirements should be dynamic and risk-based, and that state surveillance and ... Committee. The valuation actuary concept is a form of dynamic valuation. It's becoming increas- ingly clear that ...- Authors: William Carroll, Reed Miller, Cathy H Waldhauser
- Date: Jun 1990
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments
-
Modeling Techniques for use in Testing the Scenarios Being Developed by the CIA Solvency Standards Committee
Modeling ... Multiple Calendar Years 6B-35 Slide 14 DYNAMIC MODEL CAPABILITIES • Expected basis - re-pricing ... - change assumptions • Investment policy - dynamic allocation policy • Sales plan • Management ...- Authors: David Congram, J Engels, Gary Mooney
- Date: Sep 1987
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Capital management - Finance & Investments; Modeling & Statistical Methods
-
Testing for How Much Surplus a Company Needs to Cover the Risk it Accepts
a synthet ic option approach of an ongoing dynamic duration match? The next step is building an ... either extreme. The position can be made even more dynamic, but it is always keyed off of where you end ...- Authors: Stanley B Tulin
- Date: Jan 1985
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments
-
The Financial Risk to Life Insurance Companies from Changes in Interest Rates
The Financial Risk to Life Insurance Companies from Changes in Interest Rates The Society's ... and liability maturities within the model are dynamic and vary with the level of the assumed interest ...- Authors: James A Geyer, Howard H Kayton, Paul F Kolkman, Carl R Ohman
- Date: Apr 1982
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Capital - Annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Life Insurance>Capital - Life Insurance
-
The Impact of Inflation on Insurance and Annuity Reserve Valuation: The C-3 Risk
Subcommittee's Technical Advisory Committee on Dynamic Interest and Related Matters, chaired by Charles ... Life Insurance, with particular reference to the dynamic valuation interest rate feature in the proposed ...- Authors: John C Angle, Carl R Ohman, Walter Rugland, Charles L. Trowbridge
- Date: Oct 1981
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Public Policy
-
Effective Use of Capital
Effective Use of Capital Panel discussion focused on the Effective Use of Capital. Topics included: ... that are within the marketing field, which is the dynamic area where so many things are going on, and we ...- Authors: Richard Kischuk, John C Maynard, Owen A. Reed, Harry S Saunders
- Date: May 1981
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Reinsurance>Financial reinsurance
-
Effective Use of Capital
Effective Use of Capital Panel discussion focused on the Effective Use of Capital. Topics included: ... a portion of each risk that you write in this dynamic marketplace. Most reinsurance companies realize ...- Authors: Michael E Mateja, Robert Shapiro, William H. Sahm
- Date: Apr 1981
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Reinsurance; Reinsurance>Financial reinsurance