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  • Property/Casualty Insurer Economic Capital Using a VaR Model
    red return based on its risk.  Bondholders also care about  market values.  The value of their fixed ... t at any point in  time, therefore, is not the direct result of a mathematical calculation; rather it is the  ...

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    • Authors: Thomas P Conway, MARK DANIEL MCCLUSKEY
    • Date: Apr 2006
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management>Capital management - ERM
  • Evolution of Loss Reserve Risk
    required return based on its risk. Bondholders also care about market values. The value of their fixed-income ... set at a point in time, therefore, are not the direct result of a mathematical calculation or single ...

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    • Authors: Thomas P Conway, MARK DANIEL MCCLUSKEY
    • Date: May 2009
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Finance & Investments>Value at risk - Finance & Investments