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The Optimal Timing of Risk Management
The Optimal Timing of Risk Management Many risk management decisions involve the timing of implementing ... implementing risk strategies. The cost of hedging, capital raising and securitization changes with the economic ...- Authors: Kailan Shang
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Economics>Financial economics
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The Economics of Enterprise Risk Management
The Economics of Enterprise Risk Management Within this paper, we take an applied approach to examine ... examine the economics of ERM. We provide readers with a series of economically based warning signs that might ...- Authors: Adam Wadecki
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Technology & Applications>Business intelligence
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The Optimal Timing of Risk Management
The Optimal Timing of Risk Management Many risk management decisions involve the timing of implementing ... implementing risk strategies. The cost of hedging, capital raising and securitization changes with the economic ...- Authors: Kailan Shang
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Economics>Financial economics
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The Frequency of Inversions of the Yield Curve and Historical Data on the Volatility and Level of Interest Rates
The Frequency of Inversions of the Yield Curve and Historical Data on the Volatility and Level of Interest ... observations on inverted yield curves of U.S. Treasury securities and the correlation of volatility of Treasury ...- Authors: David N Becker
- Date: Oct 1999
- Competency: External Forces & Industry Knowledge
- Topics: Economics>Financial economics
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On the Existence of an Optimal Regression Complexity in the Least-Square Monte Carlo LSM Framework for Options Pricing
On the Existence of an Optimal Regression Complexity in the Least-Square Monte Carlo LSM Framework for ... illustrate how to value American-style options using the Least-Squares Monte Carlo LSM approach proposed by ...- Authors: Yu Zhou
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial economics; Economics>Financial markets; Modeling & Statistical Methods>Regression analysis
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Modeling of Economic Series Coordinated with Interest Rate Scenarios: A progress report on research sponsored by the Casualty Actuarial Society and the Society of Actuaries
Modeling of Economic Series Coordinated with Interest Rate Scenarios: A progress report on research ... research sponsored by the Casualty Actuarial Society and the Society of Actuaries This paper represents a brief ...- Authors: Stephen P D'Arcy, Richard Gorvett, Kevin Ahlgrim
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Actuarial Profession>Professional development; Economics>Financial economics
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Mitigating Volatility of Retiree Health Valuation Results
Mitigating Volatility of Retiree Health Valuation Results Exploration of sources of volatility in retiree ... volatility arises and might be mitigated, with discussion of valuation parameters more problematic for retiree ...- Authors: Jeffrey Petertil, Justin Petertil
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Professional Values>Practice expertise; Professional Values>Public interest representation; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics>Financial economics; Finance & Investments>Economic value; Health & Disability>Health insurance; Modeling & Statistical Methods>Deterministic models; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Retiree medical
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A Structural Model of Sovereign and Bank Credit Risk
Structural Model of Sovereign and Bank Credit Risk Abstract: A model for analyzing the probability and ... and severity of default of sovereign entities and banks. The methodology analyzes the risks inherent in ...- Authors: Dan diBartolomeo, Emilian Nikolaev Belev
- Date: Apr 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Economics>Financial economics; Economics>Macroeconomics; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments
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The Risk-Adjusted Premiums for Life Insurance and Annuities
The Risk-Adjusted Premiums for Life Insurance and Annuities In the context of insurance economics, the ... the PH-transform is justified through some basic postulates on market premiums. In this paper the PH-transform ...- Authors: Shaun Wang
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial economics; Finance & Investments>Risk measurement - Finance & Investments
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Advances in Modeling of Financial Series
Advances in Modeling of Financial Series There have been continual advances in the modeling of financial series ... are aimed at the pricing of derivatives. Different criteria are needed for development of scenarios for ...- Authors: Gary G Venter
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Enterprise Risk Management>Risk measurement - ERM