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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 ...- 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
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Survey on Market Risk Report
participating traditional life insurance, health, long-term care and non-life product lines when determining market ... (CIOs), and Chief Actuaries. The ERM committee's primary responsibility is overseeing risk management activities ...- Authors: Society of Actuaries
- Date: Aug 2012
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk categories; Finance & Investments>Risk measurement - Finance & Investments
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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 ...- 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
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1986-1989 Credit Risk Event Loss Experience: Commercial Mortgage Loans and Private Placement Bonds
hold- ings, there is no published, industry-wide, direct data from which default loss experience or, more ... With this background, credit risk is arguably the primary risk now facing life insurance companies with ...- Authors: Society of Actuaries
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Interest Rate Swaps – An Exposure Analysis Report
components; CVA, DVA, and even FVA14, once the primary discounting is complete under the no-default assumption ... be received in the future. Also, in addition to direct gains or losses in the value of a swap position ...- Authors: Paul Ferrara, Seyed Ali Nezamoddini
- Date: Jul 2013
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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A Practical C-1
pricing process." This sort of conclusion is a direct artifact of his particular assumption. The problem ... problem of 2The caveat -almost" is intended to take care of firms whose equity enjoys a negative beta. Aggregate ...- Authors: Richard L Sega
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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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 ...- 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
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A Time-homogeneous Di§usion Model with Tax
A Time-homogeneous Di§usion Model with Tax Studies default risk through the two-sided exit ... exit problem Mathematics Subject Classi cation: Primary 62P05; Secondary 60J60; 60G40; 60K15; 91B30 1 ...- Authors: BIN LI, Application Administrator
- Date: Oct 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Pennsylvania Funeral Directors Association. Actuarial Study Pre-Need Trusting Legislation
ownership changes at sale nor with perpetua l care. DISTINCTION BETWEEN PRE-NEED AND AT-NEED An ... merchandise, cemetery lots or service, perpetual care funds, instalment contracts except as follows ...- Authors: Conrad Siegel
- Date: Jan 1995
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Mortality - Demography; Finance & Investments>Risk measurement - Finance & Investments; Public Policy
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A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective
that the value of the liabilities does not play a direct role in this measure; rather, the liabilities are ... of actuarial liabilities, 𝐿𝐿0, does not play a direct role in the calculation of V0. For instance, a ...- Authors: Stephen Bonnar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea, Pradip Tapadar
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset allocation; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Plan design; Pensions & Retirement>Risk management; Finance & Investments>Economic Scenario Generators