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Risks and Rewards, February 2018, Issue 71
the last decade, many insurers have implemented dynamic hedging pro-grams to defend against market risks ... the last decade, many insurers have implemented dynamic hedging programs to defend against market risks ...- Authors: Society of Actuaries
- Date: Feb 2018
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management
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Can Large Pension Funds Use Derivatives to Effectively Manage Risk and Enhance Investment Performance—Case Study: Key Rate Duration Adjustment
rewards are theoretically endless. Due to the dynamic aspects of how long option positions respond to ... effective- ness of a KRD adjustment and compare the dynamic aspects of long options positions to an equivalent ...- Authors: David Gibbs
- Date: Feb 2018
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management
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Why We Need To Transform Our View Of Risk
Why We Need To Transform Our View Of Risk Feature article summarizing a talk given by Andrew ... designed to tolerate. Systemic risk is nonlinear, dynamic and complex. The markets have become increasingly ...- Authors: Gary Hatfield
- Date: Feb 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Enterprise Risk Management
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Advanced Risk Management Seminar - New York, December 2002
Reinsurance, (3) Securitization of M&E fees, (4) Dynamic Hedging and (5) Static Hedging. He talked through ... duration to more dynamic approaches such as effective duration, VaR and CTE. These dynamic approaches measure ...- Authors: Catherine Ehrlich, Hubert B Mueller, David Ingram
- Date: Jul 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments
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Risk Management and Actuaries—SOA Risk Management Task Force Update
Risk Management and Actuaries—SOA Risk Management Task Force Update Risk Management ... for research. One such idea on the subject of dynamic covari- ance and correlations (covariance and correlations ...- Authors: Valentina A Isakina, David Ingram
- Date: Feb 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments
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The Coming Revolution in Risk Management
The Coming Revolution in Risk Management This articles describes some of the industry issues that ... and a predictive model. Like the First Law, dynamic financial analysis (DFA), for example, is a pr ...- Authors: Lilli Segre Tossani
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Dynamic simulation models