Database of Actuarial Research Enquiry (DARE)
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Found 26 - 50 of 331 matching your search criteria.

26. Applying a DFA Model to Improve Strategic Business Decisions
    Until recently, insurance companies were forced to evaluate business decisions at the functional level...
27. Applying Actuarial Techniques in Operational Risk Modeling
    Motivation: There is a growing need for effective, practical methods of operational risk analysis in all industries...
28. Are At–Risk Measures Useful Measures of Risk at the Corporate Level?
    Value-at-risk (VaR) is a widely used risk measure among financial institutions...
29. Are You Ready?
    This paper presents a possible vision for the treatment of property/casualty and other related risks in a converging financial-services marketplace...
30. Assessing Regime Switching Equity Return Models
    In this paper we examine time series model selection and assessment based on residuals, with a focus on regime switching models...
31. Assessing the Underwriting Risk of a Composite Insurance Company
    The paper shows a practical way to assess the underwriting risk of an insurance company...
32. Asset/Liability Matching (Five Moments)
    It is well known that re-investment risk can be greatly reduced to the assets which are assigned to support liabilities are “matched...
33. ASTIN Colloquium at Randers (Introductory Report to Subject A)
    Our discussions today will concern Subject A: Risk Theory, in particular the overall risk involved in operating an insurance concern...
34. Balancing of Ratemaking Assumptions and Annual Financial Planning Assumptions, The
    When an elaborate operational and financial plan is prepared for the following year, including assumptions regarding prospective rate changes, goals are made with regard to premium levels and profitability...
35. Bank Management Using Basel II–Data: Is the Collection, Storage and Evaluation of Data Calculated with Internal Approaches Dispensable?
    Banks all over the world are still concerned with the implementation of the new Basel Accord for Capital Adequacy which refines – among others – the minimum capital requirements...
36. Basis Risk and Cat Risk Management
    Abstract: Index-based securities can be used to manage the risk of losses from catastrophic events such as hurricanes and earthquakes...
37. Before and After Modeling: Risk Knowledge Management is Required
    Risk and knowledge are two concepts and components of business management which have so far been studied almost independently...
38. Behavioral Fraud Mitigation through Trends Offsets
    Fraud is often a dynamic and challenging problem in credit card lending business...
39. Betas calculated with Garch models provides new parameters for a Portfolio selection with an Efficient Frontier
    This paper is a summary of the appliance of the Arch models in the selection of as best Portfolio...
40. Biased Sampling: Solution for Lower Incidence Rate
    Given the lower incidence rate, use of decision tree techniques like Classification and Regression Tree (CART) in understanding credit or operational risk becomes quite challenging...
41. Buyer's Guide for Options on a Catastrophe Index, A
    In the wake of recent catastrophes, a new way of transferring insurance risk was born...
42. Canadian Charter of Rights and Freedoms Its Effect on the Canadian Automobile Insurance Industry, The
    With the existence of the new Canadian Charter of Rights and Freedoms, it is expected that many of the present risk classification parameters used by the Canadian automobile insurance industry will be challenged...
43. Capital Adequacy and Allocation Using Dynamic Financial Analysis
    This paper will discuss the use of a Dynamic Financial Analysis (DFA) model to assist a client company in determining the total capital required to support its underwriting activities, and the portion of that total required capital allocated to each operating division...
44. Capital Adequacy and Risk Management in Insurance
    This paper tells of the importance of capital for insurance companies and how, as a result of the crises of 2000-2003, they have learned to better manage their capital and risk...
45. Capital Allocation by Percentile Layer
    Motivation: Capital allocation can have substantial ramifications upon measuring risk adjusted profitability as well as setting risk loads for pricing...
46. Capital Allocation by Percentile Layer
    This paper describes a new approach to capital allocation; the catalyst for this new approach is a new formulation of the meaning of holding Value at Risk (VaR) capital...
47. Capital Allocation by Percentile Layer
    Motivation: Capital allocation can have substantial ramifications upon measuring risk adjusted profitability as well as setting risk loads for pricing...
48. Casualty Actuary's Role in Risk Management, The
    This paper presents an overview, a book review, and a challenge to you, the reader...
49. Casualty Insurance for Automobile Owners
    The title of this paper requires an explanation...
50. Casualty Insurance for Automobile Owners [Discussion]
    Mr...

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