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8/30/2021 2021 Life Meeting - Session 3E: Real World ESGs and the NAIC's ESG Project 8.30.21 Recording
The National Association of Insurance Commissioners (NAIC) is in the middle of of a project to change ... change the real-world economic scenario generator (RW ESG) prescribed for principle-based reserve and capital ...- Authors: Society of Actuaries
- Date: Aug 2021
- Competency: Results-Oriented Solutions
- Topics: Finance & Investments; Financial Reporting & Accounting; Modeling & Statistical Methods
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Economic Scenario Generator - Investment Section Web Series - Real World
Economic Scenario Generator - Investment Section Web Series Session #2 - Real World This session will ... will cover the following points: 1. NAIC ESG 2. Strategic Asset Allocation and Optimization Techniques ...- Authors: David Schraub, Yury Krongauz, Sohini Chowdhury, Pawel Lojko, Hal Pedersen, Stephen Strommen
- Date: Jun 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Modeling & Statistical Methods; Pensions & Retirement
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Economic Scenario Generator - Investment Section Web Series - Risk Neutral
Economic Scenario Generator - Investment Section Web Series Session #3 - Risk Neutral This session will ... will cover the following points: 1. Introduction to simulation and conditional simulation 2. LDTI & ...- Authors: Alex Ulitsky , Hal Pedersen, Pawel Lojko, Sohini Chowdhury, Yury Krongauz, David Schraub
- Date: Jun 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Modeling & Statistical Methods; Pensions & Retirement
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2021 Life Meeting - Session 6D: The Importance of Joint Credit-Market Risk Modeling 8.31.21 Recording
session, the presenters will show portfolio risk-decomposition, risk contribution and economic capital ... credit dynamics. Attendees will learn how different the interaction between market and credit risks can be ...- Authors: Society of Actuaries
- Date: Aug 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods
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Economic Scenario Generator - Investment Section Web Series Session #1
Fundamentals & Hot Topics This session will cover the following points: 1. Introduction: ... Fundamentals & Hot Topics This session will cover the following points: 1. Introduction: ESG Basics, What ...- Authors: Stephen Strommen, Hal Pedersen, David Schraub, Pawel Lojko, Sohini Chowdhury
- Date: Jun 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Modeling & Statistical Methods
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Solution of the Risk Load Problem of Effect on Variability
Solution of the Risk Load Problem of Effect on Variability The method described in this paper is to ... to allocate surplus to each category of business and reserves in proportion to its estimated effect on ...- Authors: Daniel F Gogol
- Date: Jan 1993
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface
Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface Many insurers preparing ... market consistent financial statements encounter the issue of developing volatility assumptions for equity ...- Authors: Application Administrator
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Coherent Distortion Risk Measures in Portfolio Selection
Distortion Risk Measures in Portfolio Selection The theme of this presentation relates to solving portfolio ... Generalization of the CVaR linear optimization framework. 2. Equivalences among four formulations of Coherent ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
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Modelling and Measuring Business Risk
risks. The author proposes a bottom-up approach for modelling and measuring business risk where the dynamic ... dynamic of the underlying earnings is described in a continuous-time model. Basel;Economic capital;Return ...- Authors: Klaus Bocker
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
Insurance Risks Using the Principle of Equivalent Utility A presentation on the principle of equivalent utility ... utility from the 2001 ARCH. Contains both the static and dynamic model as well as examples with exponential ...- Authors: Virginia Ruth Young, Application Administrator
- Date: Aug 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods