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A Multi-Stakeholder Approach to Capital Adequacy
A Multi-Stakeholder Approach to Capital Adequacy This paper is Part 1 of a two-part submission. Part 2, “An Alternative Approach to Capital Allocation,” discusses using risk-replicating ...- 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
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A New Risk Metric for Defined Benefit Pension Plans
A New Risk Metric for Defined Benefit Pension Plans In order for actuaries to play a valuable role in the realm of enterprise risk management ERM, they must provide value-added advice and ...- Authors: Thomas D Bergan, David Fishbaum
- Date: Oct 2006
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Practice Forum
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Risk management
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Living to 100: Survival to Advanced Ages: Insurance Industry Implication on Retirement Planning and the Secondary Market in Insurance
Living to 100: Survival to Advanced Ages: Insurance Industry Implication on Retirement Planning and the Secondary Market in Insurance The paper summarizes results from two doctoral dissertations.- Authors: Jeyaraj Vadiveloo, Charles I Vinsonhaler, Peng Zhou, Application Administrator
- Date: Feb 2010
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Practice Forum
- Topics: Annuities>Payout annuities; Demography>Longevity; Life Insurance>Underwriting - Life Insurance; Pensions & Retirement>Retirement risks
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An Alternative to Capital Allocation
An Alternative to Capital Allocation This paper illustrates a current approach to capital allocation, referred to herein as Tail Contribution Analysis TCA, using it to evaluate the impact of ...- Authors: TOM MATTHEW MCINTYRE, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Stochastic models