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  • Making the Case for Economic Risk Capital and Risk-Adjusted Performance Measurement Frameworks
    Making ... Society of Actuaries Note: The chart(s) referred to in the text can be found at the end of ... from ING and Jose Siberon from Standard and Poors (S&P). This session is all about economic capital ...

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    • Authors: Hubert B Mueller, Jose Siberon, Kevin Reimer
    • Date: Jun 2004
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
  • Capital and Hedge Modeling for Variable Annuities
    Society of Actuaries Note: The chart(s) referred to in the text can be found at http://handouts ... Dutch and Swiss statutory capital initiatives. The U.S. statute, SCL2, is just beginning and AUSTI Guideline ...

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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