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A novel approach to valuing an insurance company’s economic surplus
company’s economic surplus This paper provides a novel approach to the valuation of the market value of economic ... management=ALM, Capital management, Embedded value, Economic capital 8/2/2019 12:00:00 AM ...- Authors: Dariush Akhtari
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Economic capital; Finance & Investments>Economic value
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A novel approach to valuing an insurance company’s economic surplus
company’s economic surplus This paper provides a novel approach to the valuation of the market value of economic ... management=ALM , Capital management, Embedded value, Economic capital 8/2/2019 12:00:00 AM ...- Authors: Dariush Akhtari
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Economic value; Finance & Investments>Embedded value
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Asset-Liability Integration, Chapter 8: Stochastic Management without Tears
optimize the economic value of the firm, subject to regulatory constraints, with the use of financial ... financial valuation of the firm’s balance sheet. Both the assets and liabilities can be perceived as derivative ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value
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Asset-Liability Integration, Chapter 1: What Are Financial Intermediaries Paid For?
For? The creation of the short/long portfolio is the essence of the intermediation business. The result ... result is that the efficiency of use of capital in the economy is improved, and economic growth is facilitated ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Asset liability management
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A Risk Management Tool for Long Liabilities: The Static Control Model
Liabilities: The Static Control Model This paper looks at the problem of valuing and managing the ALM risks ... Two options were explored and the paper concludes by arguing that the Static Control Model leads to more ...- Authors: Application Administrator
- Date: Apr 2009
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management
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Asset-Liability Integration, Chapter 4: Trading in Human Capital
Chapter 4: Trading in Human Capital Discussion of Human capital and its implicit asset and liability ... measure and provide products to help match up the timing of those cash flows. From Asset-Liability Integration ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management
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Asset-Liability Integration, Chapter 6: ALM of Social Insurance
Asset-Liability Integration, Chapter 6: ALM of Social Insurance Discussion of the US Social security ... 6: ALM of Social Insurance Discussion of the US Social security system from the perspective of Asset ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Social Insurance>Social Security
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Asset-Liability Integration: Introduction
mission for the modern insurance industry, its place in the financial intermediation network, and the role of ... of Asset/Liability Management in that mission from the perspective of what is known about capital markets ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset liability management
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Asset-Liability Integration, Chapter 5: Out of Human Bondage
Asset-Liability Integration, Chapter 5: Out of Human Bondage Discussion of the insurance purchase decision for corporations ... using an ALM perspective of utilizing insurance to maximize the net present value of cash inflows minus out ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management
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Asset-Liability Integration, Chapter 2: Defining Asset-Liability Management
Asset-Liability Integration, Chapter 2: Defining Asset-Liability Management An overview ... Asset-Liability Management An overview of the principles, underlying theories, and the various strategies employed ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Asset liability management