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Capital Requirements for Investment Risks - Regulatory, Rating Agency and Economic Approaches
Rating Agency and Economic Approaches From a session at the Spring meeting of the Society of Actuaries held ... Speakers discuss the approaches to quantifying investment risk, including the credit risk subcomponent ...- 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
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Stochastic Immunization
meeting of the Society of Actuaries held in San Diego, CA, June 22-23, 2000 A discussion of how stochastic ... efficiently and effectively consider a wide variety of scenarios and outcomes and how these tools can be ...- Authors: Josephine Marks, Claus S Metzner, Scott E Navin, Steven Craighead, Frederick Slater, Jose Siberon
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models