1
-
7
of
7
results (0.44 seconds)
Sort By:
-
Arbitrage-Free Perspective on Economic Capital Calibration
Arbitrage-Free Perspective on Economic Capital Calibration This article discusses a good way ... or International Financial Re- porting Standards (IFRS), attempts to put a price to insur- ance products ...- Authors: David Wang
- Date: May 2012
- Competency: Leadership>Thought leadership; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Finance & Investments>Economic value; Finance & Investments>Value at risk - Finance & Investments
-
Managing Financial Crisis, Today and Beyond
Managing Financial Crisis, Today and Beyond A comprehensive analysis of the current economic ... liabilities are discounted with risk-free rates under IFRS rules and the assets are still invested in equities ...- Authors: Vivek Gupta
- Date: Jan 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Systemic risk
-
Minimally Destructive Scenarios and Cognitive Bias
Minimally Destructive Scenarios and Cognitive Bias The author recommends the use of "minimally ... Actuary Society, Canadian Institute of Actuaries 17 One can determine how these scenarios change as ...- Authors: Mary Campbell
- Date: May 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Sensitivity testing
-
Stochastic Analysis of Long-Term Multiple-Decrement Contracts
.................................................17 Introduction to Stochastic Lapse .............. ... ................................................ 17 Stochastic Lapse Generator ....................- Authors: Chad R Runchey, MATTHEW F CLARK
- Date: Aug 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Stochastic models
-
Key Considerations for Incentive Design
Key Considerations for Incentive Design This article advocates for a lower variable part in ... COMPENSATION—ThE CrITICAl BlINd SPOT IN ErM TOdAy 17 Key Considerations for Incentive Design By Margaret ...- Authors: Margaret N. Fleming
- Date: Jun 2013
- Competency: Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
-
A Multi-Stakeholder Approach to Capital Adequacy
of policyholder obligations, also concentrate 17 on the additional ability of insurers to repay debt ... transition matrices in Appendix A, is approximately 17%. 8.1.4 Step 4: Adjust Current Capital Such ...- Authors: Robert Painter, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
-
Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits
Risk Profile of VA with GMDB and GMIB riders (DI) 17 Figure 2: Risk Profile of VA with GMDB, GMIB and ... with Multiple Guaranteed Minimum Benefits -17- Risk Profile of DI, DIA, and DIAW -20% -15% ...- Authors: Feng Sun
- Date: Oct 2006
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Practice Forum
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models