Integrating and Aggregating RisksIntegrating and Aggregating Risks 2004 SOA Annual Meeting and Exhibit, New York. The panelists ... work, I typically will use embedded value as my primary measure, which has a much different horizon. That's ...
Description: 2004 SOA Annual Meeting and Exhibit, New York. The panelists discussed approaches for measuring risk across risk elements on a consistent basis and discuss the methods for aggregating results and measuring diversification.Hide
- Authors: Francis Sabatini, Ugur Koyluoglu
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments