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  • Capital Requirements for Investment Risks - Regulatory, Rating Agency and Economic Approaches
    Capital Requirements for Investment Risks 17 Another obvious example is differences in assumed ... in aggregate first. You have companies that have 17 subsidiaries. We try to aggregate. We have companies ...

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    • Authors: Michael J O'Connor, Jeff Gimbel, Christian Shiemke, Jose Siberon, Nathan Hardiman
    • Date: Jun 2004
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting
  • Balancing Risks
    Balancing Risks From a session at the Spring regional meeting of the Society of Actuaries held ... elements across the products. You end up with only $17 million, in terms of a correlated total on risk, ...

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    • Authors: Nancy Bennett, Francis Sabatini, Peter Tilley
    • Date: May 1999
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments