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  • Specialty Guide on Economic Capital
    periodically, as new experience emerges. Please direct any comments to Hubert.Mueller@towersperrin.com ... anticipate greater use in the future. However, the primary use of EC does differ markedly. The majority of ...

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    • Authors: Society of Actuaries
    • Date: Mar 2004
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Economic capital
  • Economic Measurement of Insurance Liabilities: The Risk and Capital Perspective
    writing the product, nor is there typically a direct relation between this margin and the risk premium ... NGAI supporters view the premium received as the primary or only indication of the appropriate risk margin ...

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    • Authors: Larry Rubin, Randy Tillis, Michael J Lockerman, Xiaokai Shi
    • Date: Mar 2009
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Actuarial Practice Forum
    • Topics: Finance & Investments>Economic capital; Finance & Investments>Economic value; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting
  • Capital and Hedge Modeling for Variable Annuities
    you care about the long-term statutory balance sheet. If you’re a company, you may very well care about ... 5 that if you’re not diversified, we don’t care how much capital you hold, it’s inadequate, you ...

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    • Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
    • Date: Jan 2005
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
  • Economic Capital Correlation Matrices and Other Techniques - A Survey and Discussion
    Economic ... aggregation within a risk category. The primary methods used to aggregate risk include integrated ... See Question 1 in Appendix B Figure 2. Primary Economic Capital Methodology Fair Value 70% ...

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    • Authors: Christopher Olechowski, Matthew Clark
    • Date: Sep 2008
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Economic capital
  • An Alternative to Capital Allocation
    business and are largely—and most critically—beyond direct control of management. However, when the capital ... of the portfolios on the efficient frontier is a direct combination of the available investments, the ...

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    • 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