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  • Arbitrage-Free Pricing of Interest-Rate Contingent Claims
    Arbitrage-Free Pricing of Interest-Rate Contingent Claims This paper discusses the pricing of bond options and interest-sensitive cash flows by discrete state/time models such as binomial ...

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    • Authors: Elias Shiu, Application Administrator, Hal Warren Pedersen
    • Date: Oct 1989
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Economic value
  • Arbitrage-Free Perspective on Economic Capital Calibration
    Arbitrage-Free Perspective on Economic Capital Calibration This article discusses a good way for insurance companies to calibrate economic capital (tail risk level) that is consistent with the ...

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    • 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
  • In Measuring the Benefits of Enterprise Risk Management in Insurance: An Integration of Economic Value Added and Balanced Score Card Approaches
    In Measuring the Benefits of Enterprise Risk Management in Insurance: An Integration of Economic Value Added and Balanced Score Card Approaches Enterprise risk management ERM is for the ...

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    • Authors: Madhu Acharyya
    • Date: Apr 2008
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic value
  • Rethinking Fixed Deferred Annuities: Applying a Risk-Based Economic Value Approach
    Rethinking Fixed Deferred Annuities: Applying a Risk-Based Economic Value Approach Actuaries have traditionally recognized the links between risk and value, and in recent years have begun to ...

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    • Authors: Dominique Lebel, Noel Harewood, Mark Scanlon
    • Date: Jan 2011
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Annuities>Fixed annuities; Finance & Investments>Economic value
  • Taking Stock: Revisiting the Loser’s Game
    Taking Stock: Revisiting the Loser’s Game The purpose of the article is to highlight how a person or organization can excel in both a highly-competitive expert-driven environment and one where ...

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    • Authors: Nino A Boezio
    • Date: Mar 2013
    • Competency: External Forces & Industry Knowledge>External forces and business performance
    • Publication Name: Risks & Rewards
    • Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Governance; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Strategic risks; Finance & Investments>Economic value; Finance & Investments>Investment policy; Finance & Investments>Investment strategy - Finance & Investments; Technology & Applications>Business intelligence; Technology & Applications>Software
  • Randomly Compounded Interest
    Randomly Compounded Interest The amount of 1 [i.e., the amount that $ 1 is worth after 1 year] for an account earning a nominal interest r compounded n times annually is Pn[r,t], where t = [t1, .

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    • Authors: WALTER A PRANGER, Eric Rieders
    • Date: Jan 1995
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic value
  • The Interrelationship Among Economic Surplus, Economic Value, and Appraisal Value
    The Interrelationship Among Economic Surplus, Economic Value, and Appraisal Value 1996 Valuation Actuary Symposium. In this session the panelists discussed economic surplus, economic value, ...

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    • Authors: Wayne Stuenkel, Douglas Bennett, Renee C Cassel, Elizabeth Ward
    • Date: Jan 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments>Economic value
  • Sustainable ERM
    Sustainable ERM The author discusses how sustainable enterprise risk management (SERM) is valuable for insurance companies and how actuaries can contribute to its development. Enterprise risk ...

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    • Authors: Fan Yang
    • Date: Jan 2015
    • Competency: Professional Values>Public interest representation; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Actuary Magazine
    • Topics: Finance & Investments>Economic value; Pensions & Retirement>Risk management
  • Study of the Effect of a Flu Pandemic on Economic Values Using the Delphi Method
    Study of the Effect of a Flu Pandemic on Economic Values Using the Delphi Method Study of the Effect of a Flu Pandemic on Economic Values Using the Delphi Method Asset management;Assumptions; ...

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    • Authors: Robert K Gleeson, Max Rudolph, Ronora Stryker, William Sayre, Scott Cochran, Jan Schuh, Thomas P Edwards
    • Date: May 2007
    • Competency: External Forces & Industry Knowledge>External forces and business performance
    • Topics: Economics>Health economics; Finance & Investments>Economic value
  • A novel approach to valuing an insurance company’s economic surplus
    A novel approach to valuing an insurance company’s economic surplus This paper provides a novel approach to the valuation of the market value of economic surplus that is stable and immune from “ ...

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    • Authors: Dariush Akhtari
    • Date: Aug 2019
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Economic value; Finance & Investments>Embedded value