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Mortality Trend Risk
Mortality Trend Risk Mortality trend risk affects pension plans, life insurers, annuity writers and ... mostly annuities. As with many risk sources, mortality risk can be broken down into process risk, parameter ...- Authors: Gary G Venter
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Experience Studies & Data>Mortality
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Stochastic Trend Models in Casualty and Life Insurance
Stochastic Trend Models in Casualty and Life Insurance This paper discusses some of the ... Property and Casualty Insurance and Life Insurance. Mortality modeling;Risk modeling;Statistical methods; 25340 ...- Authors: Spencer M Gluck, Gary G Venter
- Date: Apr 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance; Modeling & Statistical Methods>Stochastic models
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Advances in Modeling of Financial Series
process. This can be written: ri+1 = a + bri + si+1 . Here i+1 is a standard normal variate. The ... to be observed sepa- rately. For example, the U.S. monthly CPI inflation rate, seasonally adjusted ...- Authors: Gary G Venter
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Enterprise Risk Management>Risk measurement - ERM
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Adapting Banking Models to Insurer ERM
This is typically positive since there is usually more than a 1/2000 probability of incurring an annual loss. Thus it can ... the percentiles that would allow insolvency probabilities of 1/2000 or 1/3333 are typical, while for weaker companies this might be ...- Authors: Gary G Venter
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Next Steps for ERM: Valuation and Risk Pricing
firm. Suitable allocation: defined by Tasche (2000). Under a suitable allocation, if you allocate ... = ∫0 ∞ G[S(y)]dy, where S(y) = 1 – F(y) is the survival function of Y. Actually G[S(y)] is itself ...- Authors: Gary G Venter
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM
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ERM for Strategic Management – Status Report
Bulletin 36(2): 433–462. [2] Patrik, G., Bernegger, S., and Rüegg, M.B. 1999. “The Use of Risk Adjusted ... Accounting Research 19(1): 185– 196. [5] Tasche, D. 2000. “Risk Contributions and Performance Measurement ...- 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