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  • A Life Contingency Approach for Physical Assets: Create Volatility to Create Value
    the formula that was used for M(t) in Figure 1. 17 represents about a 25 percent increase in the present ... replacement costs 0.0 0.5 1.0 1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 Year of replacement C os t o ...

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    • Authors: Thomas Emil Wendling
    • Date: Mar 2011
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models
  • Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
    Measuring Liquidity Risk and Basel III On Dec. 17, 2009, the Basel Committee on Banking Supervision ... Showing the Best Fitting Linear Curve 17 The best fitting curve can be expressed as follows: ...

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    • Authors: Sadi Bin Asad Farooqui
    • Date: Mar 2011
    • Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods>Stochastic models; Public Policy
  • Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries
    of this project. The list of 25 articles Page 17 of 45 ©2007 Society of Actuaries was reviewed ... ” Cost Eff Resour Alloc. Feb 26 2003;1(1):6. 17. Carson, J. S. I. “Introduction to Modeling and Simulation ...

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    • Authors: Louise H Anderson, Ian G Duncan, Katherine Hall, Brian C Martinson
    • Date: Sep 2007
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance
    • Topics: Enterprise Risk Management; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
  • State-of-the-Art Risk Management System and Application
    State-of-the-Art Risk Management System and Application This session from the 1995 SOA Boston Meeting ... strategies. CHART 12 CREDITING STRATEGY CHANGES 17 i ........................... ............... _ ...

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    • Authors: Brian Trust, Douglas A George
    • Date: Oct 1995
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models