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An Application of Modern Social Sciences Techniques to Reverse Stress Testing at the U.K. Pension Protection Fund
An Application of Modern Social Sciences Techniques to Reverse Stress Testing at the U.K. Pension ... context as possible without losing the critical dynamic features that the experts have explained. This ...- Authors: Jean Pierre Charmaille, Lucy Currie
- Date: Apr 2013
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Influence decisions; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Enterprise Risk Management>Risk measurement - ERM
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More than Regulatory Compliance
More than Regulatory Compliance The ORSA should be more than a compliance requirement -- its ... monitoring process needs to be embedded in a dynamic basis into everyday decision making. In at- tempting ...- Authors: Sam Gutterman, Brian Paton, Sunil Sen
- Date: May 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Governance; Enterprise Risk Management>Risk measurement - ERM
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Strategic Considerations in Designing a Revenue Hedging Policy for Nonfinancial Companies Using the Example of the Oil Tanker Industry
Strategic Considerations in Designing a Revenue Hedging Policy for Nonfinancial Companies Using ... in a hedging policy. The decisions should be dynamic and subject to regular review. As the recent case ...- Authors: Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Investment policy
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The Optimal Strategy and Capital Threshold of Multi-period Proportional Reinsurance
portional reinsurance strategy and prove that the dynamic programming approach can be used to solve minimal ... Bellman equation in dynamic programming. In other words, one can use the dynamic programming approach ...- Authors: Ken Seng Tan, Zhongfei Li, Jianfa Cong
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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ERM for Strategic Management – Status Report
ERM for Strategic Management – Status Report Much of the push for ERM has come from regulators and rating ... [8] Møller, T. 2004. “Stochastic Orders in Dynamic Reinsurance Markets.” Finance and Stochastics ...- Authors: Gary G Venter
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Stochastic Control Theory for Optimal Investment
strategies (see [1], [3] and [4]), and simultaneous dynamic control of proportional reinsurance and investment ... [6] Hipp, C. and Vogt, M. (2003) Optimal dynamic XL-reinsurance. Preprint. Download available ...- Authors: MARITINA TOLEDO CASTILLO, Gilbert Parrocha
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Securitization of Mortality Risks in Life Annuities
Securitization of Mortality Risks in Life Annuities Securitization of mortality risks is ... traditional reinsurance. The longevity risk is a dynamic phenomenon. Life expectancy through- out the world ...- Authors: Samuel Cox, Yijia Lin
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Investment strategy - Finance & Investments
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Stochastic Analysis of the Interaction Between Investment and Insurance Risks. Fellowship Credit Research Paper
Stochastic Analysis of the Interaction Between Investment and Insurance Risks. Fellowship Credit ... would not be affected and only the cash flows' dynamic would change. The expected cash flows will become ...- Authors: Gary Parker
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Life Insurance>Investment strategy - Life Insurance
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Dynamic Spanning of Contingent Claims
Dynamic Spanning of Contingent Claims In this paper we discuss the link between the price of a contingent ... essential knowledge if one wishes to implement a dynamic trading strategy. Arbitrage;Asset allocation;Capital ...- Authors: Hal Warren Pedersen
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments