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A Multi-Stakeholder Approach to Capital Adequacy
An example of the unique calibration is the direct feed of a company’s CAT model output into the economic ... capital from different perspectives. One of the primary tenets of statutory accounting is that it views ...- 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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Economic Measurement of Insurance Liabilities: The Risk and Capital Perspective
writing the product, nor is there typically a direct relation between this margin and the risk premium ... NGAI supporters view the premium received as the primary or only indication of the appropriate risk margin ...- Authors: Larry Rubin, Randy Tillis, Michael J Lockerman, Xiaokai Shi
- Date: Mar 2009
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Finance & Investments>Economic capital; Finance & Investments>Economic value; Financial Reporting & Accounting; Financial Reporting & Accounting>Fair value accounting
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An Alternative to Capital Allocation
business and are largely—and most critically—beyond direct control of management. However, when the capital ... of the portfolios on the efficient frontier is a direct combination of the available investments, the ...- Authors: TOM MATTHEW MCINTYRE, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Stochastic models