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April 2020 issue of Risk Management
Society of Actuaries (SOA). The paper looks at how dynamic stochastic general equilibrium and multifactor ... outcomes. As a unique part of this new type of ESG, dynamic stochastic general equilibrium (DSGE) models are ...- Authors: Society of Actuaries
- Date: Apr 2020
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Global Perspectives
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Joint Risk Management Section, Issue 44, May 2019
Joint Risk Management Section, Issue 44, May 2019 Read the Joint Risk Management ... provisions. Le Theory of Risk Committee (COTOR) et le Dynamic Risk Modeling Committee (DRMC) sont chargés d’assurer ...- Authors: Society of Actuaries
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Joint Risk Management Section, Issue 44, May 2019, Risk Management
The Theory of Risk Committee (COTOR) and the Dynamic Risk Modeling Committee (DRMC) are tasked with ... insolvency risk. Additional Analysis Another dynamic of the risk factors that may merit future research ...- Authors: Society of Actuaries
- Date: Jun 2019
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Risk Management, December 2018
recognize that Predictive Analytics is a very dynamic field. Kaggle is a very popular platform for PA ... M&A, it is particularly important that we have a dynamic framework. We must be nimble enough to change ...- Authors: Society of Actuaries
- Date: Nov 2018
- Competency: Strategic Insight and Integration>Effective decision-making; 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
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Risk Management, December 2018
demonstrate their relevant services and knowledge. This dynamic event allows you to target your learning by attending ... Professionalism and Regulation. Workshops (March 25) Eight dynamic workshops will be offered on a variety of topics ...- Authors: Society of Actuaries
- Date: Nov 2018
- Competency: Strategic Insight and Integration>Effective decision-making; 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
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The Optimal Timing of Risk Management
risk management projects require dynamic trading such as in a dynamic hedging program. The transaction ... process is even more complicated and may require dynamic programming. With these adjustments, different ...- Authors: Society of Actuaries, Kailan Shang
- Date: Dec 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Risk Management, December 2016 Issue 37
risk management projects require dynamic trading such as in a dynamic hedging program. The transaction ... process is even more complicated and may require dynamic programming. With these adjustments, different ...- Authors: Society of Actuaries
- Date: Dec 2016
- Competency: Strategic Insight and Integration>Effective decision-making; 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
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Risk Management Issue 35
change. It is reasonable though to model the dynamic nature of that feature in the simulation. Figure ... insurance companies should consider static or dynamic hedging. In this article, we focus on the static ...- Authors: Society of Actuaries
- Date: Apr 2016
- Publication Name: Risk Management
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Gestion du risque, Mars 2007, revue no 10
Gestion du risque, Mars 2007, revue no 10 Full French version of Risk Management, March 2007, ... de l’automne 1993. MØLLER Stochastic orders in dynamic rein- surance markets, ASTIN Colloquium de 2003 ...- Authors: Douglas W Brooks, Trevor Howes, David Ingram, Denise Lang, Gary G Venter, Hubert B Mueller, Paul J Brehm, David T Henderson, Matthew P Clark
- Date: Sep 2007
- Publication Name: Risk Management
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Risk Management, March 2007, Issue No. 10
6:3, Fall 1993. Moller “Stochastic orders in dynamic reinsur- ance markets,” ASTIN Colloquium 2003 ... Instrat research that includes the following. • A dynamic financial modeling paradigm that simulates activities ...- Authors: Douglas W Brooks, Trevor Howes, David Ingram, Denise Lang, Gary G Venter, Hubert B Mueller, Paul J Brehm, Anthony Dardis, David T Henderson, Ronald Harasym, Matthew P Clark
- Date: Mar 2007
- Publication Name: Risk Management
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Risk Management, July 2006, Issue No. 8
additive in any combination. We have an asymmetric dynamic, where addi- tional capacity from upside scenarios ... replicate you, I would have to devise a complicated dynamic hedge embedded within a well defined hedging strategy ...- Authors: Robert A Bear, David Ingram, John J Kollar, Stephen P Lowe, James Rech, Max Rudolph, Prakash A Shimpi, Steven Siegel, Sim Segal, Andre Choquet, Gilbert Lacoste, Ronald Harasym, Ken Seng Tan, Valentina A Isakina, Paul Stanworth
- Date: Jul 2006
- Publication Name: Risk Management
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Risk Management, March 2006, Issue No. 7
Growing by Mike Boa______________________________4 Dynamic Risk Modeling by James E. Rech _________________________5 ... categoryID=342001.F Risk Management Section Grows Dynamic Risk Modeling Risk Management w March 2006 w Page ...- Authors: Jennifer Seeley, John Hele, David Ingram, James Rech, James Reiskytl, Hubert B Mueller, Sim Segal, Mary Luning, Dorothy Andrews, J Michael Boa, Henk van Broekhoven
- Date: Mar 2006
- Publication Name: Risk Management
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Risk Management, November 2005, Issue No. 6
“threats” to one another but rather part of a new dynamic and in- clusive approach. I sum up this comment ... expect- ed to be put on in the future under a dynamic hedging strategy. Furthermore, gap risk—the risk ...- Authors: John Hele, Francis Sabatini, Hubert B Mueller, Steven Siegel, Donald F Mango, David L Ruhm, Michelle Smith, Henk van Broekhoven, H Felix Kloman, Kevin Joel Dowd, Roma Jakiwczyk, David Ingram, Mark Evans, Jens Alkemper
- Date: Nov 2005
- Publication Name: Risk Management
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Risk Management, July 2005, Issue No. 5
Risk Management, July 2005, Issue No. 5 Full version of Risk Management, July 2005, Issue ... The environ- ment and our policyholders are more dynamic, with characteristics now studied using sophisti- ...- Authors: Juan N Kelly, John J Kollar, Michel Rochette, Max Rudolph, Francis Sabatini, Louise A Francis, Hubert B Mueller, Sim Segal, Fred Tavan, Ken Seng Tan, Dorothy Andrews, Shaun Wang, David L Ruhm
- Date: Jul 2005
- Publication Name: Risk Management
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Risk Management, March 2005, Issue No. 4
management activity in a nontraditional are a . This dynamic is driving management to seek m o re formal risk ... levels. Standard & Poor’s recently created a dynamic model called “Financial Product Capital” (FPC) ...- Authors: John J Kollar, W James MacGinnitie, Francis Sabatini, Hubert B Mueller, Charles L Gilbert, Fred Tavan, Jose Siberon, Song Zhang, David Ingram
- Date: Mar 2005
- Publication Name: Risk Management
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Risk Management, November 2004, Issue No. 3
rise in new- money rates will quickly change this dynamic. The fact that significant portions of an insurer’s ... representation of the process is required for the dynamic hedge. For the dynamics of the interest rate process ...- Authors: Francis Sabatini, Fred Tavan, Thomas Ho, Steven Craighead, Mary Hardy, David Ingram
- Date: Nov 2004
- Publication Name: Risk Management