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Stratégies de gestion de l’actif et du passif : gestion du risque de convexité en contexte de hausse des taux d’intérêt
Stratégies de gestion de l’actif et du passif : gestion du risque de convexité ... insurer convexity risk exposure, most notably to dynamic policyholder lapsation. We further provide insights ...- Authors: Robert E Winawer, Seong Weon Park
- Date: Sep 2021
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management
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Asset and Liability Management Strategies: Managing Convexity Risk as Interest Rates Rise
insurer convexity risk exposure, most notably to dynamic policyholder lapsation. We further provide insights ... changes in interest rates without incorporating dynamic lapse behavior. Static liability convexity increases ...- Authors: Robert E Winawer, Seong Weon Park
- Date: Sep 2021
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management
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Session 172: Asset Management Technology for Insurance and Pension Applications
Session 172: Asset Management Technology for Insurance and Pension Applications The management ... Reserves AG-43/VM-21 for the CTE calculation with dynamic hedging ALM (IF only) IFRS 17 (IF only) ...- Authors: Daniel B Finn, Ruth Moore, Society of Actuaries, Matthew Covalle
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Enterprise Risk Management>Capital management - ERM; Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments
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Summary of Risk Management Research on Policyholder Behavior in the Tail Survey
Summary of Risk Management Research on Policyholder Behavior in the Tail Survey Summary of recent ... included sensitivity to mortality, expenses and the dynamic lapse assumption (Figure 3). MAY 2019 RISK ...- Authors: Jeffrey Hartman
- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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IAIS Capital Standards Update
IAIS Capital Standards Update The International Association of Insurance Supervisors (IAIS) ... Interest Rate Risk. The basic methodology uses the Dynamic Nelson Siegel method chosen in 2017 in preference ...- Authors: John Dieck, David Sherwood, Josh Windsor
- Date: Aug 2017
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Capital management - ERM
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Stress Testing
Stress Testing Applications of Stress Testing Actual-to-expected=A/E=Actual to expected ratio;Sensitivity ... sensitivity testing can be used to produce this “dynamic” product management report, which continues to ...- Authors: Matthew Creech
- Date: Nov 2016
- Competency: Communication>Persuasive communication; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuary of the Future
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM
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What Is a CAT Model?
What Is a CAT Model? In this article, the author explains what a CAT model is. Enterprise ... parameterized—in fact, some storm surge models are fully dynamic, time-stepping, academic models that are run on ...- Authors: Theresa Krebs
- Date: Apr 2016
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Efficient Frontier of New Business
Efficient Frontier of New Business The author constructed the efficient frontier of new business sales ... interest rate environment is simulated. 2) Dynamic policyholder behavior risk. One of the primary ...- 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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Capital Approach to Credit and Liquidity Spreads
Capital ... differs materially from best estimate. iii. A dynamic spread for parameter risk, the risk that the best ... static margin for current experience risk and a dynamic margin for parameter risk.- Authors: B John Manistre
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Capital management - ERM
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Black Swans and Risk Management: Prepare Now for the Unthinkable
Black Swans and Risk Management: Prepare Now for the Unthinkable In this article, the author ... While seemingly contradictory, consider how this dynamic has impacted the financial services sector. At ...- Date: Jan 2016
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Developing a Robust Risk Appetite Statement
Developing a Robust Risk Appetite Statement In this article, we provide practical guidance for ... of risk management, and should be considered a dynamic tool that continuously guides an effective risk ...- Authors: Jim Toole, Matthew Stahl
- Date: Jan 2016
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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ORSA—A Regulator’s Point of View
ORSA—A Regulator’s Point of View This article highlights some of OSFI’s expectations regarding ... ca/Eng/fi‑if/rg‑ro/gdn‑ort/gl‑ld/Pages/a4_gd.as 3 Dynamic Capital Adequacy Testing. 4 Minimum Continuing ...- Authors: Stephen Manly, Emilie Bouchard
- Date: Jan 2016
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Letter from the Editors
Letter from the Editors The editors provide highlights of the articles included in the August ... Topics include: • Steps to create a viable and dynamic ERM environment • Risk analysis of property and ...- Authors: Jun He, Baoyan Liu
- Date: Aug 2015
- Competency: Communication>Written communication; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Down But Not Out: A Cost of Capital Approach to Fair Value Risk Margins
experience differs from the best estimate) and iii) a dynamic margin for parameter risk (the risk that the ... of a dynamic loading which arises naturally out of the dual approach. Static and dynamic loadings ...- Authors: B John Manistre
- Date: Sep 2014
- Competency: Leadership>Thought leadership
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Capital markets; Enterprise Risk Management>Risk measurement - ERM
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China’s C-ROSS: A New Solvency System Down the Road
China’s C-ROSS: A New Solvency System Down the Road Key points of the conceptual framework of China’s ... efficiency iii. To ensure C-ROSS can adapt to the dynamic and rapidly changing market environment iv ...- Date: Feb 2014
- Competency: Leadership>Change management; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Governance
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A Structural Model of Sovereign and Bank Credit Risk
A Structural Model of Sovereign and Bank Credit Risk Abstract: A model for analyzing the probability ... vious increase. Market participants observe a dynamic that indicates an increase in the rate of inflation ...- Authors: Dan diBartolomeo, Emilian Nikolaev Belev
- Date: Apr 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Economics>Financial economics; Economics>Macroeconomics; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments
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Risk Metrics for Decision Making and ORSA Essay e-Book
Risk Metrics for Decision Making and ORSA Essay e-Book A collection of essays that discuss ... monitoring process needs to be embedded in a dynamic basis into everyday decision making. In at- tempting ...- Authors: Society of Actuaries
- Date: May 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk appetite
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ERM Stochastic Analysis Tools: Risk Drivers Revealed
ERM Stochastic Analysis Tools: Risk Drivers Revealed This paper demonstrates the use of Quantile ... position 7. Aiding in the design and pricing of dynamic hedges to reduce the risk of extreme events 8 ...- Authors: Steven Craighead
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Enterprise Risk Management and Capital Budgeting under Under Dependent Risks: An Integrated Framework
Enterprise Risk Management and Capital Budgeting under Under Dependent Risks: An Integrated ... relationships within an intricate corporate structure in a dynamic business environment. . This paper develops an ...- Authors: Jing Ai, Tianyang Wang
- Date: Apr 2012
- Competency: Communication>Difficult message delivery; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Influence decisions; Strategic Insight and Integration>Management partnership; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk categories; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Long Term Accumulation of Wealth - The Case of a Small Health Insurance Company
Long Term Accumulation of Wealth - The Case of a Small Health Insurance Company ... representation is expressed in terms of probabilities. • A dynamic stochastic model is a stochastic model that incorporates ...- Authors: Natalia Humphreys
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Capital management - ERM; Health & Disability>Health insurance
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Capital Allocation in the Property-Liability Insurance Industry
Capital Allocation in the Property-Liability Insurance Industry This monograph was presented ... the 1990s, insurers and consultants developed dynamic financial analysis (DFA) models for the property-liability ...- Authors: Stephen P D'Arcy
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration
- Topics: Enterprise Risk Management>Capital management - ERM
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Market-Consistent Risk Margins in Fair Value Loss Reserves
Market-Consistent Risk Margins in Fair Value Loss Reserves This paper introduces a minor modification ... own solvency capital requirement. This dynamic originates in the competitive market pricing of ...- 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
Bayesian Risk Aggregation: Correlation Uncertainty and Expert Judgement In this Chapter we present ... of risk-adjusted return on capital framework, Dynamic Financial Analysis Discussion Paper, CAS Forum ...- 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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Effective Stress Testing in Enterprise Risk Management
Effective Stress Testing in Enterprise Risk Management This paper discusses both the theoretical ... for risk factors in earnings-at-risk analysis, dynamic capital adequacy testing and tail fitting. It then ...- Authors: Lijia Guo
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM
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Valuation of Equity-Linked Insurance Using Risk Measures
Valuation of Equity-Linked Insurance Using Risk Measures This is the abstract of a paper ... equity-indexed annuities using risk measures and presents dynamic hedging strategies underlying these valuations ...- Authors: PATRICE GAILLARDETZ
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Equity-indexed annuities; Enterprise Risk Management>Capital management - ERM
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A Multi-Stakeholder Approach to Capital Adequacy
capitalization levels blossom just as ERM and dynamic financial analysis (DFA)i have blossomed. ... correlation matrix. This is in contrast to many dynamic financial analysis models that build the interactions ...- 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 Multi-Stakeholder Approach To Capital Adequacy
capitalization levels blossom just as ERM and dynamic financial analysis (DFA)i have blossomed. ... correlation matrix. This is in contrast to many dynamic financial analysis models that build the interactions ...- Authors: Robert Painter
- Date: May 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; 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
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2007 Enterprise Risk Management Symposium: The Relationship between Risk Capital and Required Returns in Financial Institutions - Some Preliminary Results
capital regulations) in the context of a simple dynamic model of banking risks.14 Our paper is organised ... assumptions of the Gaussian copula. 18 • A dynamic model of capital structure and investment decisions ...- 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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Property/Casualty Insurer Economic Capital Using a VaR Model
Property/Casualty Insurer Economic Capital Using a VaR Model The purpose of this paper is to build ... rom regulatory or rating agency formulas and dynamic financial analysis (DFA) models. 2. Back ...- Authors: Thomas P Conway, MARK DANIEL MCCLUSKEY
- Date: Apr 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM
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A Multi-Stakeholder Approach to Capital Adequacy
capitalization levels blossom just as ERM and dynamic financial analysis (DFA)3 have blossomed. ... elation matrix. This is in contrast to many dynamic financial analysis models that build the interactions of ...- Authors: Robert Painter, DANIEL A ISAACS
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- 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 ... product lines, they will jointly determine a new dynamic boundary on the regulator’s call on corpo- rate ...- 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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Capital Planning and What May Happen to Your Capital Plan
Essentially, you can make some of those assumptions dynamic instead of static. To that, you add capital expenditures ... once and then placed on the shelf, because it's dynamic and is going to change from year to year, but something ...- Authors: John Lloyd, Karl Madrecki, Donna C Novak
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM
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Economic Risk Capital: Part 1
transparency and flexibility going forward. Dynamic models are a good tool not just to manage capital ... probably not adequate when you look at these more dynamic and complex capital models that the rating agencies ...- Authors: Hubert B Mueller, Application Administrator, Jose Siberon
- Date: May 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital
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Annuity Risk-Management Seminar. NAIC C3 Phase II Implications for RBC and Reserves
static or dynamic. Static would be the same assumption across all of your scenarios. Dynamic would be ... within one year, and there’s a limited credit for dynamic hedging. The statutory reserve is pretty much the ...- Authors: John M O'Sullivan, Peter H Sun, Keith E Floman
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Enterprise Risk Management>Capital management - ERM
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The New Risk Management Professionals
those cases where the liability cash flows are dynamic. Actuaries have evolved a sophisticated asset-liability ... recognition as risk experts. Risk management is dynamic and action-oriented. It in- volves making choices ...- Authors: Narayan S Shankar
- Date: Nov 2004
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Small Talk
- Topics: Enterprise Risk Management; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Portfolio management - ERM
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Risk-Based Capital
Risk-Based Capital This presentation is a panel discussion, session number 43PD, from the 2002 Valuation ... the regulators.” Can you imagine the sort of dynamic that goes on there? Or what’s less onerous is ...- Authors: James W Dallas, Alastair G Longley-Cook, James Reiskytl
- Date: Sep 2002
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Capital management - ERM
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Risk-Based Capital Update
have to change assumptions and make them more dynamic. They may have well worked for reserve purposes ... Philadelphia, so stay tuned. That is an evolving dynamic issue and one that may move us forward toward a ...- Authors: Larry M Gorski, Alastair G Longley-Cook, James Reiskytl
- Date: May 2002
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Public Policy
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Phase 2 of the C-3 Project Update
Phase 2 of the C-3 Project Update Presented at May 2002 Spring Meeting. Discusses the status of the ... is this larger risk picture. They also have dynamic capital adequacy testing. You look at your new ...- Authors: Alastair G Longley-Cook, David Sandberg, Daniel Patterson
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Investments; Global Perspectives; Life Insurance
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Measurement of Risk, Solvency Requirements and Allocation of Capital Within Financial Conglomerates
Measurement of Risk, Solvency Requirements and Allocation of Capital Within Financial Conglomerates ... Lowe, S. and Stanard, J. (1997) “An integrated Dynamic Financial Analysis and Decision Support System ...- Authors: Harry H Panjer
- Date: Nov 2001
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM
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Risk-Based Capital According to the National Association of Insurance Commissioners 'NAIC'
Risk-Based Capital According to the National Association of Insurance Commissioners 'NAIC' ... health insurance. Mr. Wilcox: If we went to do dynamic solvency analysis across the board, then we could ...- Authors: Application Administrator, Steven Lippai, Donna C Novak, Robert Wilcox
- Date: Oct 1996
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Health & Disability>Health insurance; Public Policy
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Risk and Capital Management of Disability
Risk and Capital Management of Disability Presented at June 1996 Spring Meeting. A panel ... the 22 lost money in 1995. This is a different dynamic than we saw on the group LTD side. With this financial ...- Authors: Michael Lachance, Stephen Maher
- Date: Jun 1996
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Health & Disability>Disability insurance; Reinsurance>Health reinsurance
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Risk-Based Capital: Health Organizations
Risk-Based Capital: Health Organizations This panel will discuss the current status of ... products. The amount of dividends was one of the dynamic features of the model. It varied with the accumulated ...- Authors: Darrell Knapp, Steven Lippai, Robert E Wilcox
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Health & Disability>Health insurance; Public Policy
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Surplus Management
companies in Canada and has been heavily involved in dynamic solvency testing. I'd like to just make a few comments ... over to Mike Lombardi, who will then address dynamic solvency from the Canadian perspective, in particular ...- Authors: George J Hebel, Mike Lombardi, Robert A Nelson, Michael L Zurcher
- Date: Sep 1995
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Capital management - ERM
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Surplus Management
capital measures, and likely in the near future, dynamic solvency testing. These subjects have all been ... theory applications to cash-flow testing and dynamic solvency testing, and give some implications of ...- Authors: David Carlson, Charles D Friedstat, Alastair G Longley-Cook, Edward Robbins
- Date: Sep 1994
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM
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Determination Of Appropriate Surplus Levels
Determination Of Appropriate Surplus Levels Presented at May 1986 Spring Meeting. This ... expected claims. That formula should be viewed as dynamic and updated periodically as the company's experience ...- Authors: Allan Affleck, Richard Kischuk, Mark Puccia, Ronald L Stopher
- Date: May 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management
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Product Line Capital Allocation
with the liabilities and, o you don't have a dynamic charge or capital utilization charge, there could ... component has been revised from static factors to dynamic factors. For each product line, the factor which ...- Authors: Neal Arnold, D Bruce Dixon, David Ingram, Reed Miller, Donald R Sondergeld
- Date: May 1985
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management
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The Financial Risk to Life Insurance Companies from Changes in Interest Rates
The Financial Risk to Life Insurance Companies from Changes in Interest Rates The Society's ... and liability maturities within the model are dynamic and vary with the level of the assumed interest ...- Authors: James A Geyer, Howard H Kayton, Paul F Kolkman, Carl R Ohman
- Date: Apr 1982
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Capital - Annuities; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Life Insurance>Capital - Life Insurance