Announcement: SOA releases passing candidate numbers for September 2024 Exam P.

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  • 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