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  • Investment Fallacies e-book
    will argue that models have ceased to be the primary differentiators when discounting contingent events ... risk. Volatility is thought by many to be the primary risk metric. Easy to calculate and comparable ...

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    • Authors: Max Rudolph, Society of Actuaries
    • Date: Sep 2014
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
    • Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
  • A Low-Growth World: Implications for the Insurance Industry and Pension Plans
    asset and liability impacts on the actuary’s primary stakeholders, the insurance and pension sectors ... growth, spending more on one thing (e.g., health care, education) crowds out spending on something else ...

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    • Authors: Max Rudolph, Mark E Alberts
    • Date: Jun 2019
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
  • 2009 Emerging Risks Survey
    the metric they had not previously used. Primary internal metric 28% 51% 13% 8% VaR CTE Not ... multiple initiatives (the survey asked for a primary source) or distracted modelers focused in on improving ...

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    • Authors: Max Rudolph
    • Date: Mar 2010
    • Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Global Perspectives>Geopolitical risks
  • Emerging Risks Survey
    addition to CTE and VaR. Question 3 asks which primary metric is used for external required capital purposes ... horizon for external required capital. The three primary options, long/intermediate/short, were nearly a ...

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    • Authors: Max Rudolph
    • Date: Dec 2008
    • Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Global Perspectives>Geopolitical risks
  • 2010 Emerging Risks Survey
    2010 Emerging Risks Survey Research report describing the results of an Emerging Risks Survey conducted ... question while now only the primary region is requested. The primary area of practice continues ...

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    • Authors: Max Rudolph
    • Date: Feb 2011
    • Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Global Perspectives; Global Perspectives>Geopolitical risks