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Navigating the Changing Landscape
such as asset-liability management models or dynamic financial analysis used for aggregate exposure ... in this case. Pricing that is based on a more dynamic economic capital basis instead of a constant factor ...- Authors: Clinton Thompson
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic capital
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A Cost of Capital Approach to Extrapolating an Implied Volatility Surface
A Cost of Capital Approach to Extrapolating an Implied Volatility Surface This paper ... capital concepts as its foundation rather than dynamic replication. The resulting model, called the 'C' ...- Authors: Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Estimation methods
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Economic Capital: A Case Study To Analyze Longevity Risk
that generated by a principle-based model using dynamic assumptions for mortality. As part of this analysis ... approach that uses stochastic techniques and dynamic assumptions for mor- tality among a variety of ...- Authors: Stuart Silverman
- Date: Aug 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Making the Case for Economic Risk Capital and Risk-Adjusted Performance Measurement Frameworks
shortcomings. I'm going to skip this to go into the dynamic financial capital model (FPC). The FPC is trying ... need both. We need the traditional model and the dynamic model. The traditional model keeps everybody in ...- Authors: Hubert B Mueller, Jose Siberon, Kevin Reimer
- Date: Jun 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
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Bringing Risk into Capital Management
with a risk factor. And then you come down to dynamic solvency testing. Now we are talking about ... to ensure allocation of capital, also called dynamic allocation of capital—or what we like to call ...- Authors: Chiu-Cheng Chang, Alastair G Longley-Cook, Francis Sabatini, Geoffrey Hancock
- Date: May 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital