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Quality Control of Risk Measures: Backtesting Risk Models - A Tale of Two Powers
Quality Control of Risk Measures: Backtesting Risk Models - A Tale of Two Powers A presentation at the Actuarial Research Conference in August 2006 in Montreal. This paper discusses the Basel ...- Authors: Application Administrator, Jesus Ruiz-Mata, Ricardo Rivera
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Last Link in Product Development-State Form Filing
Last Link in Product Development-State Form Filing From a session at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23, 2000 Company representatives and state insurance ...- Authors: John A Hartnedy, David Hippen, Sandra K Meltzer, Ejaz Haroon, Karen J Allen, Application Administrator
- Date: Jun 2000
- Competency: Communication>Written communication; External Forces & Industry Knowledge>Actuarial methods in business operations; Relationship Management>Relationships and trust
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Qualifications; Actuarial Profession>Standards of practice; Enterprise Risk Management>Compliance; Life Insurance; Public Policy