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  • Asset-Liability Integration, Chapter 8: Stochastic Management without Tears
    Asset-Liability Integration, Chapter 8: Stochastic Management without Tears Management's goal is to continuously optimize the economic value of the firm, subject to regulatory constraints, ...

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    • Authors: Krzysztof Ostaszewski
    • Date: Jan 2003
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value
  • A novel approach to valuing an insurance company’s economic surplus
    A novel approach to valuing an insurance company’s economic surplus This paper provides a novel approach to the valuation of the market value of economic surplus that is stable and immune from “ ...

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    • Authors: Dariush Akhtari
    • Date: Aug 2019
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Economic capital; Finance & Investments>Economic value
  • A novel approach to valuing an insurance company’s economic surplus
    A novel approach to valuing an insurance company’s economic surplus This paper provides a novel approach to the valuation of the market value of economic surplus that is stable and immune from “ ...

    View Description

    • Authors: Dariush Akhtari
    • Date: Aug 2019
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Economic value; Finance & Investments>Embedded value