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  • An Introduction To Risk Measures For Actuarial Applications

    An Introduction To Risk Measures For Actuarial Applications This study note focuses on actuarial applications and loss distributions for insurance products. Conditional Tail Expectation=CTE;Monte ...

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    • Authors: Mary Hardy
    • Date: Jul 2006
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Estimation methods
  • RBC C3 Phase II: Easier Said Than Done

    RBC C3 Phase II: Easier Said Than Done Results of an industry survey on life insurance companies' efforts to implement the recently adopted Life Risk-Based Capital Phase II Instructions, ...

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    • Authors: Patricia Matson, Don Wilson
    • Date: Mar 2006
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Actuarial Profession>Best practices; Annuities>Reserves - Annuities; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models