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  • Measuring and Pricing for Tail Risk
    within a run. Most economic scenario sets have the primary purpose of projecting cash shortfalls based on ... expectations. I met one once who said, "I don't care if we're in Treasuries, risky corporate bonds, ...

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    • Authors: Henry M McMillan, David M Walczak, Douglas Robbins
    • Date: Jun 2004
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods
  • Demutualization Issues
    to develop your prospective. There should be a direct link up there. Data requirements are massive. ... income situations become very complicated. The primary source of information, at least in the case of ...

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    • Authors: John B Dinius, William C Koenig, Robert Matczak, Meredith Ratajczak, Barry L Shemin, Stephen White
    • Date: Sep 2000
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Actuarial Profession>Standards of practice; Financial Reporting & Accounting; Modeling & Statistical Methods
  • Management Uses of Cash-Flow Testing
    provisions for their liabilities. I think that’s not a direct quote, but it’s pretty close. They don’t need ... door wondering what we should be doing. He didn’t care what level of detail we gave him. He wanted to ...

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    • Authors: Willard Rinehimer, Robert Buckner, Robert Welander
    • Date: Sep 2000
    • Competency: Communication; External Forces & Industry Knowledge>Actuarial theory in business context; Relationship Management>Relationships and trust; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Influence decisions
    • Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
  • Modeling Techniques for use in Testing the Scenarios Being Developed by the CIA Solvency Standards Committee
    Modeling Techniques for use in Testing the Scenarios Being Developed by the CIA Solvency Standards ... consider ehan~ng our strategy while achieving the primary objective to test surplus. Don't be surprised if ...

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    • Authors: David Congram, J Engels, Gary Mooney
    • Date: Sep 1987
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Finance & Investments>Capital management - Finance & Investments; Modeling & Statistical Methods