1
-
10
of
11
results (0.39 seconds)
Sort By:
-
Coherent Distortion Risk Measures in Portfolio Selection
Coherent Distortion Risk Measures in Portfolio Selection The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear ...- 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
-
Regulation 126 Revisited
Regulation 126 Revisited 1988 Valuation Actuary Symposium, In this session, the presenter suggests the value of the Reg 126 testing is a function of the attitude of the company toward the ...- Authors: Peter B Deakins
- Date: Jan 1988
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Scenario generation; Public Policy
-
Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital
Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital 1998 Valuation Actuary Symposium. The panelists addressed the practical implications of how to use value-at-risk in a real-life ...- Authors: Michael J Hambro, Alastair G Longley-Cook, David Sandberg, Douglas A George
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Public Policy
-
Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise Risk Management Symposium, Chicago. This study investigates whether simulation-based ...- 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
-
Risk-Based Capital
Risk-Based Capital 2003 Valuation Actuary Symposium, San Diego, CA. This panel discussion provided an overview of the current risk-based capital RBC requirements for life insurers as well as ...- Authors: Robert G Meilander, Arnold N Greenspoon, Charles Dana Tatro
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
-
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 participating business are required by the Financial Services Authority to value their ...- 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
-
Modeling the Participating Whole Life Division
Modeling the Participating Whole Life Division 1988 Valuation Actuary Symposium. In this session the speaker described the modeling of the participating whole life division including the ...- Authors: Allan Brender
- Date: Jan 1988
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Whole life; Modeling & Statistical Methods; Public Policy
-
Solvency Standards in Canada
Solvency Standards in Canada 1987 Valuation Actuary Symposium. This session discussed the implementation of a solvency testing process, associated company considerations, and the ways in which ...- 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
-
Appropriate Standards for Profit Margins
Appropriate Standards for Profit Margins 1994 SOA Spring Meeting, Orlando. In this session the panelists debated the diversity of professional practice about how companies and regulators can ...- Authors: Stephen P D'Arcy, Charles McClenahan, Oakley E Van Slyke
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods; Public Policy
-
Operational Risk Capital Provisions for Banks and Insurance Companies
Operational Risk Capital Provisions for Banks and Insurance Companies This paper investigates the implications of using the Basel II motivated Advanced Measurement Approaches as a method to ...- 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