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A Multi-Stakeholder Approach to Capital Adequacy
capitalization levels blossom just as ERM and dynamic financial analysis (DFA)i have blossomed. ... correlation matrix. This is in contrast to many dynamic financial analysis models that build the interactions ...- Authors: Robert Painter, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits
Total 73,129,000 1000 Policyholder Behaviors Dynamic policyholder behavior assumption such as lapse ... movements. A more sophisticated (and more costly) dynamic hedging program will seek to mitigate volatility ...- Authors: Feng Sun
- Date: Oct 2006
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Practice Forum
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models