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A novel approach to valuing an insurance company’s economic surplus
for International Financial Reporting Standard (IFRS) 17 or other purposes. It should be noted that these ... equal MCEV using the balance sheet approach. IFRS 17 requires a spread over the risk-free rate in the ...- 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
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Economic Measurement of Insurance Liabilities: The Risk and Capital Perspective
International Accounting Standards Board through IFRS Phase II, propose adopting many of these concepts ... differs from current fair value accounting proposals (IFRS Phase II, FAS 157) in three key areas: 1.- Authors: Larry Rubin, Randy Tillis, Michael J Lockerman, Xiaokai Shi
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Financial Reporting & Accounting
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ERM Stochastic Analysis Tools: Risk Drivers Revealed
underpinning QR. Also, see Bassett and Koenker [2], Koenker [17], Koenker and Bassett [16], Koenker and Portnoy [18] ... -0.58 0.562 0 0 16 10.098 26.652 0.379 0.705 0 0 17 17.748 27.474 0.646 0.518 0 0 18 10.361 27.314 0 ...- Authors: Steven Craighead
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Enterprise Risk Management as an Ecosystem
dramatically different or cease to exist altogether.17 In 1969, zoologist Robert T. Paine first postulated ... “What is an Ecosystem?” eSchooltoday. 16 Ibid. 17 National Geographic Society encyclopedia, s.v. “keystone ...- Authors: Laura Whitaker
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge>External forces and business performance; External Forces & Industry Knowledge>Internal forces and business performance; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM
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Retirement Needs Framework, Chapter 11: Responding to the Challenges of Living Longer - Recommended Changes in U.S. Pension Legislation and Retirement Plan Design
based on final earnings or final average earnings. 17 This type of formula essentially indexes the benefit ... Department of Labor, note 16 above, p. 117; KPMG, note 17 above, p. 22; Watson Wyatt Worldwide, note 15 above ...- Authors: Beverly Orth
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Pensions & Retirement>Plan design; Pensions & Retirement>Retirement risks
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Enterprise Risk Modeling Based on Related Entities
Enterprise Risk Modeling Based on Related Entities ... survival of the company,17 17 Krysiak, “Achieving Enterprise ... Product and Services Development 0.22 10 17 wanted to show that this is possible and, in ...- Authors: Zbigniew Krysiak
- Date: Apr 2012
- Competency: Leadership>Change management; Professional Values>Practice expertise; Results-Oriented Solutions>Assess decision effectiveness; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk categories; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments
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Into the Tails of Risk: An Exploration of the Treatment of Extreme Risk in Insurance Company Models
Into the Tails of Risk: An Exploration ... negative outcomes and it has a limited positive skew.17 Figure 1. Lognormal PDF—CR for various means/standard ... 17 The normal PDF is exactly symmetrical and allows ...- Authors: David Ingram
- Date: Feb 2016
- Competency: Communication>Difficult message delivery; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Volatility Management in Defined-Benefit Pension Plans: Basic Optimization
Defined Benefit Pension Plans: Basic Optimization Page 17 © Copyright Robert T. McCrory – All Rights Reserved ... axis varies from 0 percent to 25 percent.) Figure 17: Four Metrics for 1,300 Candidate Asset Smoothing ...- Authors: Robert McCrory
- Date: Sep 2012
- Competency: Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Modeling & Statistical Methods>Simulation; Pensions & Retirement>Funding; Pensions & Retirement>Public sector plans
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Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach
Estimation ... 14 2.54747E-14 15 5.94411E-16 16 1.11452E-17 17 1.639E-19 18 1.82111E-21 19 1.43772E-23 20 ... 0.00000324 0.00000001 0.00000000 0.00014108 17 0.00 0.00124950 0.09903804 0.02828389 0.00089914 ...- Authors: Nabil Iqbal, Syed A Ali
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk appetite; Finance & Investments>Economic capital
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Communicating Risk in Public Pension Plans
Communicating ... 15% 20% 25% 30% 35% 40% 1/1/07 1/1/12 1/1/17 1/1/22 1/1/27 1/1/32 1/1/37 C o s t % A c ti ... 100% 150% 200% 250% 300% 1/1/07 1/1/12 1/1/17 1/1/22 1/1/27 1/1/32 1/1/37 F u d in g R a ti ...- Authors: Robert McCrory
- Date: Jun 2010
- Competency: Communication>Difficult message delivery; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Pensions & Retirement>Public sector plans