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Market-Consistent Valuations of Life Insurance Business: The U.K. Experience
Market-Consistent Valuations of Life Insurance Business: The U.K. Experience U.K. life insurers writing ... writing participating business are required by the Financial Services Authority to value their assets and ...- Authors: Chris O'Brien
- Date: Jul 2007
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods; Public Policy
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Solvency Standards in Canada
discussed the implementation of a solvency testing process, associated company considerations, and the ways ... ways in which the process might be viewed by other parties. Canadian Institute of Actuaries=CIA;Generally ...- Authors: Allan Brender, Robert Howard, David R Johnston
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Public Policy
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Regulatory Expectations from Asset Adequacy Analysis
from Asset Adequacy Analysis This session from the 1994 Valuation Actuary Symposium discusses expectations ... expectations from asset adequacy analysis including the process of financial condition examination by regulatory ...- Authors: J Duran, John F Gies, Larry M Gorski, Mark D Peavy
- Date: Jan 1994
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods; Public Policy
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Operational Risk Capital Provisions for Banks and Insurance Companies
Companies This paper investigates the implications of using the Basel II motivated Advanced Measurement ... regulations. The AMA developed in the paper uses actuarial loss models complemented by the extreme value ...- Authors: Edoh Afambo
- Date: Jan 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Banking - Finance & Investments; Modeling & Statistical Methods; Public Policy
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General Modeling Issues
from the 1993 Valuation Actuary Symposium focuses on general modeling issues associated with the completion ... completion of the opinion and memorandum required by revisions to the Standard Valuation Law. It concentrates ...- Authors: Barbara Snyder, Paul A Hekman, Jacqulynn Abdella
- Date: Jan 1993
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods; Public Policy
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Problems and Solutions
Problems and Solutions This session from the 1993 Valuation Actuary Symposium focuses on problems and ... testing, modeling of assets and liabilities, who the valuation actuary relies upon and the software being ...- Authors: Abraham Gootzeit, Application Administrator, Craig R Raymond
- Date: Jan 1993
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession>Best practices; Modeling & Statistical Methods; Public Policy
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Coherent Distortion Risk Measures in Portfolio Selection
Distortion Risk Measures in Portfolio Selection The theme of this paper relates to solving portfolio selection ... selection problems using linear programming. The authors extend the linear optimization framework for Conditional ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy