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Economic Capital
Economic Capital Panelists at this session of the SOA 2003 Washington, DC Spring Meeting explore economic capital from the standpoint of an SOA task force including an industry survey, one ...- Authors: Dennis Lauzon, Hubert B Mueller, Ellen Woodruff
- Date: May 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Economic capital
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Capital Allocation in Insurance: Economic Capital and the Allocation of the Default Option Value
Capital Allocation in Insurance: Economic Capital and the Allocation of the Default Option Value This is a presentation from 39th Actuarial Research Conference, 8/5-7/2004, University of Iowa in ...- Authors: Michael Sherris, John van der Hoek
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Finance & Investments>Investment strategy - Finance & Investments
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Capital and Hedge Modeling for Variable Annuities
Capital and Hedge Modeling for Variable Annuities Panelists discuss economic capital, capital modeling, and hedge modeling, especially for guaranteed living benefits [GLBs] on variable annuities.- Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models