1
-
7
of
7
results (0.66 seconds)
Sort By:
-
A novel approach to valuing an insurance company’s economic surplus
avoids the many complications associated with direct computation, which typically involves discounting ... without the many complications associated with a direct computation of MVL, which typically involves discounting ...- 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
-
A novel approach to valuing an insurance company’s economic surplus
A novel approach to valuing an insurance company’s economic surplus This paper provides a novel ... avoids the many complications associated with direct computation, which typically involves discounting ...- 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
-
An Investment Actuary's Approach to ALM
defined in terms of the spot rates themselves, a direct solution which fo l lows the Whitaker- Henderson ... factors. It would certainly be more satisfying if a direct solution could be achieved which applied the smoothness ...- Authors: Application Administrator
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
-
Asset-Liability Integration, Chapter 4: Trading in Human Capital
Asset-Liability Integration, Chapter 4: Trading in Human Capital Discussion of Human ... securitization procedure used by banks has been direct loan sales. Life insurance can be viewed as securitization ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management
-
Asset-Liability Integration, Chapter 1: What Are Financial Intermediaries Paid For?
Asset-Liability Integration, Chapter 1: What Are Financial Intermediaries Paid For? The creation ... position in corporate securities (and similar primary securities, as Saunders terms them), and a short ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Asset liability management
-
Asset-Liability Integration, Chapter 6: ALM of Social Insurance
Asset-Liability Integration, Chapter 6: ALM of Social Insurance Discussion of the US Social ... large T, the opposite could be true. ● There is an direct relationship between R and T, as well as between ...- 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
-
A Risk Management Tool for Long Liabilities: The Static Control Model
A Risk Management Tool for Long Liabilities: The Static Control Model This paper looks at the problem ... In developed economies products such as long-term care insurance in the United States, or Term to 100 ...- Authors: Application Administrator
- Date: Apr 2009
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management