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Making the Case for Economic Risk Capital and Risk-Adjusted Performance Measurement Frameworks
agencies want to see that this year. They don't care when it's enacted. You as a company have to fess ... look at economic capital and what some of the primary ways of measuring performance within it are. I'll ...- Authors: Hubert B Mueller, Jose Siberon, Kevin Reimer
- Date: Jun 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
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Economic Risk Capital: Part 1
joined Standard & Poor's in the fall of 2000. His primary responsibilities there include analyzing and rating ... by a factor of two, and, in fact, companies might care about that very much because when spreads are wide ...- Authors: Hubert B Mueller, Application Administrator, Jose Siberon
- Date: May 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital
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Stochastic Immunization
typically. The price function of the model is a direct result of the rate changes at particular points ... we have to average things out and let things take care of them. We also make a real effort to make sure ...- Authors: Josephine Marks, Claus S Metzner, Scott E Navin, Steven Craighead, Frederick Slater, Jose Siberon
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Presenting to Rating Agencies - Putting Your Best Foot Forward
States it's very easy, it's all AAA; so we don't care about the country risk. If you're a life insurance ... earnings capacity of the industry, and that's the primary problem for the industry. Compared to other financial ...- Authors: Robert Riegel, Jose Siberon, Francis De Regnaucourt
- Date: May 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting
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Capital Requirements for Investment Risks - Regulatory, Rating Agency and Economic Approaches
market. For the home service industry, they didn't care. How do you allocate capital? Who pays for that ... within a legal entity. Let's say you had long-term-care business in the same entity as a bunch of fixed ...- Authors: Michael J O'Connor, Jeff Gimbel, Christian Shiemke, Jose Siberon, Nathan Hardiman
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting