Refine your search
21 - 30 of 931 results (0.41 seconds)
Sort By:
  • Asset-Liability Integration, Chapter 1: What Are Financial Intermediaries Paid For?

    Asset-Liability Integration, Chapter 1: What Are Financial Intermediaries Paid For? The creation of the short/long portfolio is the essence of the intermediation business. The result is that the ...

    View Description

    • Authors: Krzysztof Ostaszewski
    • Date: Jan 2003
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Finance & Investments>Asset liability management
  • Asset-Liability Integration: Introduction

    Asset-Liability Integration: Introduction This monograph strives to define a mission for the modern insurance industry, its place in the financial intermediation network, and the role of Asset/ ...

    View Description

    • Authors: Krzysztof Ostaszewski
    • Date: Jan 2003
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Asset liability management
  • Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 3: Pricing Insurance Derivatives: The Case of CAT Futures

    Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 3: Pricing Insurance Derivatives: The Case of CAT Futures This paper reviews the main methodological questions underlying the ...

    View Description

    • Authors: Paul Embrechts, Steffen Meister
    • Date: Oct 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Reinsurance
  • Session 081: Economic Scenario Generation for Life, Pension and P&C Applications

    Session 081: Economic Scenario Generation for Life, Pension and P&C Applications The academy generator is widely applied in actuarial practice. Initially confined to regulatory reserving, ...

    View Description

    • Authors: Daniel B Finn, Hal Warren Pedersen, David Schraub
    • Date: Feb 2020
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments; Finance & Investments>Economic Scenario Generators
  • 3B: Insurance Company Investment Risk Management – What Remains to be Addressed

    3B: Insurance Company Investment Risk Management – What Remains to be Addressed Investment risk management has become a core competency of insurance companies, and much has been discussed on this ...

    View Description

    • Authors: Tully Sun Cheng, Poojan Jitendra Shah, Liang Zhang, Robert McGinley
    • Date: Nov 2019
    • Competency: External Forces & Industry Knowledge; External Forces & Industry Knowledge>External forces and business performance
    • Topics: Economics; Economics>Financial economics; Finance & Investments; Finance & Investments>Investments; Finance & Investments>Portfolio management - Finance & Investments
  • Dynamic Risk Modeling

    Dynamic Risk Modeling This article discusses the pending book entitled 'Dynamic Risk Modeling Handbook.' The proposed scope and outline of the book is reviewed. This is a revision ...

    View Description

    • Authors: James Rech
    • Date: Mar 2006
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Finance & Investments; Modeling & Statistical Methods>Dynamic simulation models
  • Credibility Using Copulas

    Credibility Using Copulas This paper develops credibility using a longitudinal data framework. In a longitudinal data framework, one might encounter data from a cross-section of risk classes ...

    View Description

    • Authors: Edward Frees, PING WANG
    • Date: Sep 2008
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Stochastic models
  • Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface

    Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface Many insurers preparing market consistent financial statements encounter the issue of developing volatility ...

    View Description

    • Authors: Application Administrator
    • Date: Aug 2009
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Modeling & Statistical Methods
  • Coherent Distortion Risk Measures in Portfolio Selection

    Coherent Distortion Risk Measures in Portfolio Selection The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear ...

    View Description

    • Authors: Ken Seng Tan, Mingbin Feng
    • Date: Jan 2012
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy
  • Combinatorics for Moments of a Randomly Stopped Quadratic Variation Process

    Combinatorics for Moments of a Randomly Stopped Quadratic Variation Process This paper proposes a combinatoric approach to express higher moments of the quadratic variation process in terms of ...

    View Description

    • Authors: James Bridgeman
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments