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The Enterprise Risk Management Framework of Risk Appetite Risk Appetite Assessment Framework and Implementation Program for an Organization
important to remember that risk appetite is dynamic and may change over time. The critical part of ... We need to understand that the assessment is dynamic and requires regular updating and refinement ...- Authors: Debashis Banerjee
- Date: Jan 2014
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk categories; Enterprise Risk Management>Risk measurement - ERM
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Obesity and Mortality
Obesity and Mortality The percentage of the population who are obese has grown dramatically worldwide ... have produced mixed findings in this regard, a dynamic measure of weight status (incorporating weight ...- Authors: Sam Gutterman
- Date: Jan 2014
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Population data; Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality
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Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach
Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach ... step further, this paper intends to propose a new dynamic mechanism to for the risk management industry for ...- Authors: Nabil Iqbal, Syed A Ali
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk appetite; Finance & Investments>Economic capital
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Enterprise Risk Management and Capital Budgeting under Under Dependent Risks: An Integrated Framework
Enterprise Risk Management and Capital Budgeting under Under Dependent Risks: An Integrated ... relationships within an intricate corporate structure in a dynamic business environment. . This paper develops an ...- Authors: Jing Ai, Tianyang Wang
- Date: Apr 2012
- Competency: Communication>Difficult message delivery; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Influence decisions; Strategic Insight and Integration>Management partnership; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk categories; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Revisiting Pension Actuarial Science: A Five-Part Series
Revisiting Pension Actuarial Science: A Five-Part Series The current financial model put forth ... financial instruments’ static contract terms) is the dynamic nature of the pension payoff promises as they ...- Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
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Public Plans: Using Risk Profiles to Manage Funding Goals
Public Plans: Using Risk Profiles to Manage Funding Goals Paper presents two alternative practices ... bullet to ease all concerns. The risk profile is dynamic and demands constant attention. Plans need ...- Authors: Karen I Steffen, Scott Porter, Joshua Davis
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Public sector plans
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Revisiting Pension Actuarial Science: A Five-Part Series – Part 1, Fair Value of the Liability – The Contractual Benefit Obligation
Revisiting Pension Actuarial Science: A Five-Part Series – Part 1, Fair Value of the Liability ... financial instruments’ static contract terms) is the dynamic nature of the pension payoff promises as they ...- Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
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Human Behavior: An Impediment to Future Mortality Improvement A Focus on Obesity and Related Matters
Human Behavior: An Impediment to Future Mortality Improvement A Focus on Obesity and Related ... behavior, understanding the contributions of its dynamic nature and effects on mortality, particularly of ...- Authors: Sam Gutterman
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Health & Disability>Chronic health management - Health & Disability
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On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial ... values in both period and cohort frameworks. Dynamic simulation models;Mortality modeling;Predictive ...- Authors: Steven Haberman, Arthur Renshaw
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Retirement risks
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A Study of the Lee-Carter Model with Age-Shifts
A Study of the Lee-Carter Model with Age-Shifts We propose an age-shift model to modify the LC model ... can be hedged. These studies all make use of a dynamic mortality model to deal with mortality risk.- Authors: Ching-Syang Jack Yue, HONG-CHIH HUANG, Sharon Yang
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Pricing - Annuities; Demography>Longevity; Experience Studies & Data>Mortality; Global Perspectives; Pensions & Retirement>Retirement risks
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Longevity Risk Pricing
Longevity Risk Pricing This paper proposes a new method to price the longevity risk premia ... Young, V.R., and Zariphopoulou, T. 2002. “Pricing Dynamic Insurance Risks Using the Principle of Equivalent ...- Authors: Jiajia Cui
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Longevity; Health & Disability>Health risks; Reinsurance>Financial reinsurance; Reinsurance>Pricing - Reinsurance
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2006 Re-Envisioning Retirement in the 21st Century Symposium: Globalizing Work and Retirement in the 21st Century
tiable, etc. All such functions constitute a dynamic system or a flow in mathematics. If we have 2 ... cess. The time‐independent solution of such a dynamic system is called an equilibrium. Please see A ...- Authors: Chiu-Cheng Chang
- Date: May 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Global Perspectives; Pensions & Retirement; Social Insurance
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Managing Retirement Assets Symposium: Immediate Annuity Pricing in the Presence of Unobserved Heterogeneity
respectively. Table 2 shows the solutions to this dynamic programming problem for varying values of the ... and optimal consumption function (6) solve the dynamic programming problem faced by the policyholder.- Authors: Kim Balls
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Individual annuities; Annuities>Pricing - Annuities
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Managing Retirement Assets Symposium: Securitization of Mortality Risks in Life Annuities
Managing Retirement Assets Symposium: Securitization of Mortality Risks in Life Annuities The purpose ... greatest concern. The longevity risk is a dynamic phenomenon. Life expectancy throughout the world ...- Authors: Samuel Cox, Yijia Lin
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Individual annuities; Pensions & Retirement>Defined benefit plans
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Managing Retirement Assets Symposium: Merging Asset Allocation and Longevity Insurance - An Optimal Perspective on Payout Annuities
Managing Retirement Assets Symposium: Merging Asset Allocation and Longevity Insurance - An ... much before the 20 year horizon, which require a dynamic multi-period model. This additional dimension of ...- Authors: Moshe Arye Milevsky, Peng Chen
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Payout annuities
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Managing Retirement Assets Symposium: Real Longevity Insurance with a Deductible - Introduction to Advanced-Life Delayed Annuities
Managing Retirement Assets Symposium: Real Longevity Insurance with a Deductible - Introduction ... respectively. No improvement factors or any other dynamic projection methodologies were used to generate ...- Authors: Moshe Arye Milevsky
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Individual annuities; Long-term Care>Long-term care insurance
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Asset-Liability Integration: Introduction
Journal of Finance 41: 1031–50. Duffie, D. 1996. Dynamic Asset Pricing Theory. 2nd ed. Princeton, NJ: Princeton ... 46: 99–191. ———. 1996. ‘‘Actuarial Bridges to Dynamic Hedging and Option Pricing,’’ Insurance: Mathematics ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management
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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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Retirement Implications of Demographic and Family Change Symposium Monograph: Overview
Retirement Implications of Demographic and Family Change Symposium Monograph: Overview ... presented by Chiu–Cheng Chang, who believes that a Dynamic Social Security System (DSSS) featuring individual ...- Authors: Neela Ranade
- Date: Jun 2002
- Competency: Communication>Oral communication; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement; Public Policy
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Retirement Implications of Demographic and Family Change Symposium Monograph: A Dynamic Social Security System in Unison with Demographic and Lifestyle Changes
Demographic and Family Change Symposium Monograph: A Dynamic Social Security System in Unison with Demographic ... and lifestyle patterns, this paper introduces a dynamic social security system deemed most suitable for ...- Authors: Chiu-Cheng Chang
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography; Global Perspectives; Social Insurance>Social Security
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Retirement Implications of Demographic and Family Change Symposium Monograph: The Pattern and Consequence of Survivorship Provisions in Public Retirement Plans - Comparison of Britain, U.S., and Germany
Retirement Implications of Demographic and Family Change Symposium Monograph: The Pattern ... Timing, and Events Associated with Poverty: A Dynamic View of Poverty in Retirement," Journal of Gerontology ...- Authors: Karen Holden, Meeryoung Kim
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Gender factors; Global Perspectives; Pensions & Retirement>Public sector plans; Social Insurance>Survivor benefits
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Retirement Implications of Demographic and Family Change Symposium Monograph: Financial Analysis on Retirement Implications for Women
Institution to develop a model (CORSIM). CORSIM is a dynamic micro simulation model based on the 1960 decennial ... allocation example indicates the urgent need for dynamic change in the Social Security Benefit policy.- Authors: Lijia Guo, Lorrie Hoffman
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Retirement risks
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Social Security In The United States
the economic assumptions (1974, 1975) under the dynamic wage and benefit structure of the 1972 Amendments ... Albert and Nichols, Orlo R., Some Aspects of the Dynamic Projection of Benefits under the 1972 Social Security ...- Authors: William C Hsiao, Robert J Myers, A Haeworth Robertson, Geoffrey N Calvert, K Arne Eide
- Date: Oct 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Social Insurance>Social Security