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Is there currently an underwriting cycle?
billion of net premiums written in 2010. There were 17 such Blues affiliates in this premium range, as ... I obtained the five-year history pages of these 17 plans’ annual statement filings in 2011, 2007 and ...- Authors: Mark Shaw
- Date: Jan 2013
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view
- Publication Name: Health Watch
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Systematic risk; Health & Disability>Health insurance
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Rising PBGC Premiums: Assessing Pension Risk Management Decisions with a Shareholder Value Framework
jaffe@oliverwyman.com. Risk management | MARCH 2014 | 17 CONTINUED ON PAGE 18 3. Suppose the company will ... surplus position4. Rising PBGC Premiums … | from Page 17 Increase Risk-free rate in SV ($MM) 0.00% 1.00% ...- Authors: David Jaffe, Michael Moloney
- Date: Mar 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Professional Values>Ethical standards
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Pensions & Retirement>Funding; Pensions & Retirement>Pension legislation and regulation
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2007 Enterprise Risk Management Symposium: Capital Allocation by Percentile Layer
event has conditional exceedance probability of 17% [4% / (19%+4%+1%)] • “Wind and EQ” event h ... the allocation of 99M in capital (99M – 0) is • 79% for Wind • 17% for EQ 11 • 4% for Wind + EQ The ...- Authors: Neil M Bodoff
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM
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Efficient Capital Allocation through Optimization
Efficient Capital Allocation through Optimization In this paper, we formulate the Capital Allocation problem ... 14.3 21.0 33% 14% 437% 17 127.6 53.2 21.3% 41.7% 0.51 ... 96 168.1 40.7 17 29.7 63.1 18% 18% ...- Authors: Romel G Salam
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM
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2007 Enterprise Risk Management Symposium: The Relationship between Risk Capital and Required Returns in Financial Institutions - Some Preliminary Results
asset returns, and ΦM is the market price of risk. 17 Except where otherwise indicated we assume that ... the aggregate factor almost offsetting each other. 17 4 Conclusions and implications This paper has ...- Authors: Alistair Milne, Mario Onorato
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM
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The Fair Valuation of Insurance Liabilities: The Information Set Perspective
The Fair Valuation of Insurance Liabilities: The Information Set Perspective ongoing discussion of the ... Perspective by Mike Davlin Financial Reporter | March 2006 17 continued on page 18 >> Financial ...- Authors: Michael F Davlin
- Date: Mar 2006
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Economics>Financial economics; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Capital management - Finance & Investments; Financial Reporting & Accounting>Fair value accounting
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Market-Consistent Risk Margins in Fair Value Loss Reserves
Market-Consistent Risk Margins in ... expected to be paid within four years of inception. 17 Table A summarizes the undiscounted ―industry‖ ... 17 The illustration, intended to be reasonably realistic ...- Authors: Michael G Wacek
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM
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Bayesian Risk Aggregation: Correlation Uncertainty and Expert Judgement
risk-type “correlation” may lead the expert to give 17 an answer biased by her cognitive notion of correlation ... ac.uk/ mcneil/ftp/WhyBanksUndercapitalised.pdf [17] P. Mu¨ller, A generic approach to posterior integration ...- Authors: Klaus Bocker
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Bayesian methods
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Efficient Frontier of New Business
Efficient Frontier of New Business The author constructed the efficient frontier of new business ... 000 900 – 2,700 10% 8 DIA 1,000 2,000 – 8,000 9% 17 Group life 700 500 – 1,500 12% 1 Table 1: Range ...- Authors: Yuhong Xue
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM
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Instantiating Holism: Beyond ERM’s Half Measures
interesting, popular treatment of this topic. 17 4.2 Expected Growth Rate Consider this very simple ... belief that are internally consistent or coherent.17 Coherence assures that we cannot be victimized by ...- Authors: Christopher Perrin
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Capital markets; Finance & Investments>Embedded value