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An Adaptor Strategy for Enterprise Risk Management Part II, Investing In Resilience: Nurturing Human and Financial Resources
point of control engineering is this: Take the dynamic behavior of the system as is (be it economy, business ... diversity in the temporal scales of their respective dynamic behaviors. Consider this. Though of quite different ...- Authors: David Ingram, Michael Thompson
- Date: Jun 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management; Modeling & Statistical Methods
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Session 189: Health Insurers and Stress Testing Catastrophic Events
Session 189: Health Insurers and Stress Testing Catastrophic Events While intended to assist health plan ... for new membership Year 3: Antiselective dynamic with lower, more morbid membership 15 Stress ...- Authors: Ken Ehresmann, David Ingram, Reid Kinney
- Date: Mar 2020
- Competency: Leadership
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Health & Disability; Health & Disability>Health insurance
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The Evolution of Thinking
and marketing’), statistical, financial, and dynamic modeling ways of thinking. “The role of the actuary ... capable of even thinking about bringing in the dynamic modeling ways of thinking, subtle quantitative ...- Authors: David Ingram
- Date: Feb 2012
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Actuarial Profession
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The Human Dynamics of the Insurance Cycle and Implications for Insurers: An Introduction to the Theory of Plural Rationalities
The Human Dynamics of the Insurance Cycle and Implications for Insurers: An Introduction to the ... level of influence on the actual decisions. This dynamic, played out across many firms, also fuels the ...- Authors: Alice Underwood, David Ingram
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Financial management
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Gestion du risque, Mars 2007, revue no 10
Gestion du risque, Mars 2007, revue no 10 Full French version of Risk Management, March 2007, ... de l’automne 1993. MØLLER Stochastic orders in dynamic rein- surance markets, ASTIN Colloquium de 2003 ...- Authors: Douglas W Brooks, Trevor Howes, David Ingram, Denise Lang, Gary G Venter, Hubert B Mueller, Paul J Brehm, David T Henderson, Matthew P Clark
- Date: Sep 2007
- Publication Name: Risk Management
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Risk Management, March 2007, Issue No. 10
6:3, Fall 1993. Moller “Stochastic orders in dynamic reinsur- ance markets,” ASTIN Colloquium 2003 ... Instrat research that includes the following. • A dynamic financial modeling paradigm that simulates activities ...- Authors: Douglas W Brooks, Trevor Howes, David Ingram, Denise Lang, Gary G Venter, Hubert B Mueller, Paul J Brehm, Anthony Dardis, David T Henderson, Ronald Harasym, Matthew P Clark
- Date: Mar 2007
- Publication Name: Risk Management
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Risk Management, July 2006, Issue No. 8
additive in any combination. We have an asymmetric dynamic, where addi- tional capacity from upside scenarios ... replicate you, I would have to devise a complicated dynamic hedge embedded within a well defined hedging strategy ...- Authors: Robert A Bear, David Ingram, John J Kollar, Stephen P Lowe, James Rech, Max Rudolph, Prakash A Shimpi, Steven Siegel, Sim Segal, Andre Choquet, Gilbert Lacoste, Ronald Harasym, Ken Seng Tan, Valentina A Isakina, Paul Stanworth
- Date: Jul 2006
- Publication Name: Risk Management
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Risk Management, March 2006, Issue No. 7
Growing by Mike Boa______________________________4 Dynamic Risk Modeling by James E. Rech _________________________5 ... categoryID=342001.F Risk Management Section Grows Dynamic Risk Modeling Risk Management w March 2006 w Page ...- Authors: Jennifer Seeley, John Hele, David Ingram, James Rech, James Reiskytl, Hubert B Mueller, Sim Segal, Mary Luning, Dorothy Andrews, J Michael Boa, Henk van Broekhoven
- Date: Mar 2006
- Publication Name: Risk Management
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Risk Management, November 2005, Issue No. 6
“threats” to one another but rather part of a new dynamic and in- clusive approach. I sum up this comment ... expect- ed to be put on in the future under a dynamic hedging strategy. Furthermore, gap risk—the risk ...- Authors: John Hele, Francis Sabatini, Hubert B Mueller, Steven Siegel, Donald F Mango, David L Ruhm, Michelle Smith, Henk van Broekhoven, H Felix Kloman, Kevin Joel Dowd, Roma Jakiwczyk, David Ingram, Mark Evans, Jens Alkemper
- Date: Nov 2005
- Publication Name: Risk Management
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Risk Management, March 2005, Issue No. 4
management activity in a nontraditional are a . This dynamic is driving management to seek m o re formal risk ... levels. Standard & Poor’s recently created a dynamic model called “Financial Product Capital” (FPC) ...- Authors: John J Kollar, W James MacGinnitie, Francis Sabatini, Hubert B Mueller, Charles L Gilbert, Fred Tavan, Jose Siberon, Song Zhang, David Ingram
- Date: Mar 2005
- Publication Name: Risk Management
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Risk Management, November 2004, Issue No. 3
rise in new- money rates will quickly change this dynamic. The fact that significant portions of an insurer’s ... representation of the process is required for the dynamic hedge. For the dynamics of the interest rate process ...- Authors: Francis Sabatini, Fred Tavan, Thomas Ho, Steven Craighead, Mary Hardy, David Ingram
- Date: Nov 2004
- Publication Name: Risk Management
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Risks and Rewards Newsletter, July 2003, Issue No. 42
Adequacy Ratio. Standard & Poor’s has created a dynamic model called “Financial Product Capital (FPC)” ... to measure the required economic capital. This dynamic model has been applied to non-insurance “books” ...- Authors: Nino A Boezio, Catherine Ehrlich, Martin Roy, Larry Rubin, Hubert B Mueller, Douglas A George, Teri Geske, Michael Bean, John Ryding, Leo Tilman, David Ingram, Christian Gilles, Ajay Rajadhyaksha
- Date: Jul 2003
- Publication Name: Risks & Rewards
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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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The Actuary
The Actuary Full version of The Actuary Newsletter Volume 37, Number 6 - June 2003 27182 6/1/2003 ... and DFCA as ALM, ERM Tools Dynamic financial analysis (DFA) and dynamic financial condition analysis ...- Authors: Gregory Gurlik, David Ingram, Gary Lange, Michael F Magsig, Harry H Panjer, Godfrey Perrott, Charles M Waldron
- Date: Jun 2003
- Publication Name: The Actuary Magazine
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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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Risks and Rewards Newsletter, February 2003, Issue No. 41
system analysis environment that simulates the dynamic details that contribute to the complexity inherent ... using clear, simple terms to describe results. Dynamic Spread/Private Placement of Default Study Speakers: ...- Authors: Lawrence N Bader, Nino A Boezio, Paul Donahue, Anson Glacy, Jeremy Gold, David Ingram, Max Rudolph, Peter Tilley, Richard Wendt, Douglas A George, Valentina A Isakina, Lilli Segre Tossani
- Date: Feb 2003
- Publication Name: Risks & Rewards
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Risks and Rewards Newsletter, October 2002, Issue No. 40
and a predictive model. Like the First Law, dynamic financial analysis (DFA), for example, is a pr ... techniques for generating economic scenarios in a dynamic financial analysis model or a cash flow test. As ...- Authors: Nino A Boezio, Michael Cohen, Edward H Friend, Jeremy Gold, David Ingram, Max Rudolph, Richard Wendt, Steven Siegel, John Lawson Shuttleworth, Robert Stone, Lilli Segre Tossani, Keith Gustafson, Abbigail J Chiodo, Michael T Owyang
- Date: Oct 2002
- Publication Name: Risks & Rewards
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Introduction to Securitized Assets
yield modified duration, average life, and the dynamic measures which are typically obtain these in the ... callability features in mortgages you have to use dynamic measures typically obtained by using option-adjusted ...- Authors: David Ingram, Brian Trust, Kamel Bazizi
- Date: Oct 2001
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Risks and Rewards Newsletter, February 2001, Issue No. 36
provides less relevant information than today’s dynamic capital markets need, and it cannot cope with today’s ... However, leverage is not static. It can be quite dynamic. Leverage can be very large, it can be very small ...- Authors: Lawrence N Bader, Nino A Boezio, Catherine Ehrlich, Luke Girard, Jeremy Gold, David Ingram, Victor Modugno, Max Rudolph, Stephen Strommen, Peter Tilley, David F Babbel, Sarah Christiansen, Gregory Goulding, Anthony Dardis, Edwin A Martin, William L Babcock, Craig Merrill, Marc Altschull, Stephen Britt, Peter D Jones
- Date: Feb 2001
- Publication Name: Risks & Rewards
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Risk Management: A Comparison of the Banking and Insurance Industries
1). I've also seen a similar listing in the Dynamic Financial Condition Analysis (DFCA) Handbook ... particularly in Canada, dynamic solvency testing originally. The Dynamic Financial Condition Analysis ...- Authors: Jack Gibson, David Ingram, Jeffery Rabb, Neal T Oswald
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Risks and Rewards Newsletter, March 1998, Issue No. 30
1997 (HG 6024.A3. H85) Irwin, 1990 (HG 4521.K74) Dynamic Asset Pricing Theory, 2nd ed., Darrell Duffie, ... D28) Princeton Univ. Press, 1996 (HG 4637.D84) Dynamic Asset Allocation: Strategies for the Stock, Bond ...- Authors: David N Becker, Nino A Boezio, David Ingram, Ronald Kahn, Anna M Rappaport, Richard Wendt, Thomas Grondin, Chris K Madsen, Barry Schachter, Christopher J Neely
- Date: Mar 1998
- Publication Name: Risks & Rewards
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Product Line Capital Allocation
with the liabilities and, o you don't have a dynamic charge or capital utilization charge, there could ... component has been revised from static factors to dynamic factors. For each product line, the factor which ...- Authors: Neal Arnold, D Bruce Dixon, David Ingram, Reed Miller, Donald R Sondergeld
- Date: May 1985
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management