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  • Making the Case for Economic Risk Capital and Risk-Adjusted Performance Measurement Frameworks
    Making the Case for Economic Risk Capital and Risk-Adjusted Performance Measurement Frameworks A number of insurance companies have recently implemented, or are in the process of implementing, ...

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    • 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
  • Bringing Risk into Capital Management
    Bringing Risk into Capital Management Actuaries and rating agencies increasingly believe that the NAIC's formulaic required capital standard does not adequately address a company's ...

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    • Authors: Chiu-Cheng Chang, Alastair G Longley-Cook, Francis Sabatini, Geoffrey Hancock
    • Date: May 2003
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
  • Economic Capital
    Economic Capital Panelists at this session of the SOA 2003 Washington, DC Spring Meeting explore economic capital from the standpoint of an SOA task force including an industry survey, one ...

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    • Authors: Dennis Lauzon, Hubert B Mueller, Ellen Woodruff
    • Date: May 2003
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Economic capital
  • An Alternative to Capital Allocation
    An Alternative to Capital Allocation This paper illustrates a current approach to capital allocation, referred to herein as Tail Contribution Analysis TCA, using it to evaluate the impact of ...

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    • Authors: TOM MATTHEW MCINTYRE, Dan Isaac
    • Date: May 2007
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Actuarial Practice Forum
    • Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Stochastic models
  • Risk-adjusted pricing: Risk-neutral, real-world, or does it matter?
    Risk-adjusted pricing: Risk-neutral, real-world, or does it matter? The article talks about market consistent pricing, how risk neutral pricing and real world pricing are not fundamentally ...

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    • Authors: Seng Siang Goh
    • Date: Oct 2013
    • Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Product Matters!
    • Topics: Finance & Investments>Economic capital; Life Insurance>Pricing - Life Insurance; Life Insurance>Product development - Life Insurance
  • Arbitrage-Free Perspective On Economic Capital Calibration
    Arbitrage-Free Perspective On Economic Capital Calibration The selection of the economic capital calculation approach becomes more of a modeling decision. Now let us pause here and think about ...

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    • Date: Mar 2012
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk appetite; Finance & Investments>Economic capital; Financial Reporting & Accounting>International Financial Reporting Standards [IFRS]
  • New Survey of the Use of Alternative Financial Metrics by U.S. Life Insurers
    New Survey of the Use of Alternative Financial Metrics by U.S. Life Insurers Performance measurement is not the primary purpose of either GAAP or statutory accounting. This article discusses ...

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    • Authors: Arnold Dicke
    • Date: Dec 2005
    • Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital; Financial Reporting & Accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting
  • Taking Stock: Trump, Trade and Financial Volatility
    Taking Stock: Trump, Trade and Financial Volatility 3/31/2019 12:00:00 AM ...
    • Authors: Nino A Boezio
    • Date: Mar 2019
    • Publication Name: Risks & Rewards
    • Topics: Economics>Financial economics; Finance & Investments>Economic capital; Finance & Investments>Investment policy
  • Capital Allocation in Insurance: Economic Capital and the Allocation of the Default Option Value
    Capital Allocation in Insurance: Economic Capital and the Allocation of the Default Option Value This is a presentation from 39th Actuarial Research Conference, 8/5-7/2004, University of Iowa in ...

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    • Authors: Michael Sherris, John van der Hoek
    • Date: Sep 2008
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Finance & Investments>Investment strategy - Finance & Investments
  • Economic Risk Capital: Part 1
    Economic Risk Capital: Part 1 Economic capital is an embedded part of the banking risk management and regulatory framework. The insurance industry has relied on rating agency and regulatory ...

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    • 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