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  • Stochastic Analysis of Long-Term Multiple-Decrement Contracts
    investment returns are not a primary driver of financial performance. The primary risk drivers for this product ... illustrative in nature. Practitioners will have to use care in the selection and parameterization of stochastic ...

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    • Authors: Chad R Runchey, MATTHEW F CLARK
    • Date: Aug 2008
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Actuarial Practice Forum
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Stochastic models
  • A Multi-Stakeholder Approach to Capital Adequacy
    An example of the unique calibration is the direct feed of a company’s CAT model output into the economic ... capital from different perspectives. One of the primary tenets of statutory accounting is that it views ...

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    • Authors: Robert Painter, Dan Isaac
    • Date: May 2007
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Actuarial Practice Forum
    • Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
  • Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products
    Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products From a session at the Spring ... that much, we simply hedge once a day and don’t care what the movement is. With regard to the notional ...

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    • Authors: Anson Glacy, Francis Sabatini, Boris Brizeli, Scott Houghton, Kevin P Guckian, Henning Hasle, THOMAS K BAUER
    • Date: May 1999
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models