Announcement: SOA congratulates the new ASAs and CERAs for May 2024.

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  • Credit Portfolio Optimization under Condition of Multiple Credit Transition Metrics
    Optimization under Condition of Multiple Credit Transition Metrics This paper discusses both the theoretical ... theoretical and the application aspects of stress testing in managing enterprise risks. Effective stress testing ...

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    • Authors: Min Jie (Helen) Han
    • Date: May 2009
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
    • Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments