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  • Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital
    Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital 1998 Valuation Actuary Symposium. The panelists addressed the practical implications of how to use value-at-risk in a real-life ...

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    • Authors: Michael J Hambro, Alastair G Longley-Cook, David Sandberg, Douglas A George
    • Date: Jan 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods; Public Policy
  • Value-at-Risk, Risk-Based Surplus, and RBC C-3 Prescribed Testing
    Value-at-Risk, Risk-Based Surplus, and RBC C-3 Prescribed Testing This presentation is an open forum, session number 8OF, from the 1999 Valuation Actuary Symposium, held September 23-24 in Los ...

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    • Authors: Nancy Bennett, Michael J Hambro, Douglas A George, Anthony Dardis
    • Date: Sep 1999
    • Competency: External Forces & Industry Knowledge
    • Topics: Enterprise Risk Management>Risk measurement - ERM
  • Investment Strategies in an Asset/Liability Management ALM Context
    Investment Strategies in an Asset/Liability Management ALM Context 1997 Valuation Actuary Symposium, Session 4 explores investment strategies using ALM models. Asset liability management=ALM;Cash ...

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    • Authors: Michael J Hambro, Frederick W Jackson, Douglas A George, Ray E Helfer
    • Date: Sep 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments