'Risk load' diaporamas de présentation

836 views • 69 slides

704 views • 69 slides

Uncertainty And Property Cat Pricing

Uncertainty And Property Cat Pricing. CARe Seminar, NYC February 28, 2002 Jonathan Hayes, ACAS, MAAA. Agenda. Models Model Results Confidence Bands Data Issues with Data Issues with Inputs Model Outputs Pricing Methods Standard Deviation Downside Risk Role of Judgment Still Needed.

958 views • 54 slides

Uncertainty And Property Cat Pricing

Uncertainty And Property Cat Pricing. CARe Seminar, NYC February 28, 2002 Jonathan Hayes, ACAS, MAAA. Agenda. Models Model Results Confidence Bands Data Issues with Data Issues with Inputs Model Outputs Pricing Methods Standard Deviation Downside Risk Role of Judgment Still Needed.

643 views • 54 slides

by Louise Francis Louise_francis@msn

Fair Value Accounting and Actuaries in the Post-Enron World Sepember, 2002 Casualty Loss Reserve Seminar. by Louise Francis Louise_francis@msn.com. Fair Valuation Task Force. Much of material is based on work the CAS task force on fair value of liabilities

462 views • 33 slides

CAS Fair Value Task Force White Paper

CAS Fair Value Task Force White Paper. Methods of Estimation Louise Francis Francis Analytics and Actuarial Data Mining, Inc. louise_francis@msn.com. Methods Section. Discusses how fair values are estimated For Assets : Fair Value = Market Value

419 views • 33 slides

by Louise Francis Louise_francis@msn

Fair Value Accounting and Actuaries in the Post-Enron World Sepember, 2002 Casualty Loss Reserve Seminar. by Louise Francis Louise_francis@msn.com. Fair Valuation Task Force. Much of material is based on work the CAS task force on fair value of liabilities

451 views • 33 slides

CAS Fair Value Task Force White Paper

CAS Fair Value Task Force White Paper. Methods of Estimation Louise Francis Francis Analytics and Actuarial Data Mining, Inc. louise_francis@msn.com. Methods Section. Discusses how fair values are estimated For Assets : Fair Value = Market Value

332 views • 33 slides

by Louise Francis Louise_francis@msn

Fair Value Accounting and Actuaries in the Post-Enron World Sepember, 2002 Casualty Loss Reserve Seminar. by Louise Francis Louise_francis@msn.com. Fair Valuation Task Force. Much of material is based on work the CAS task force on fair value of liabilities

335 views • 33 slides

Weather Derivatives

1 A MERICAN R E 4. Weather Derivatives. Sean Devlin ACAS, MAAA CAS Annual Meeting November 1999. Topics. What is the Product Who are the Customers How is the Business Transacted How is the Deal Priced What are the Risk Management Controls Future. Product.

1.1k views • 23 slides

Government and Private Sector Solutions: Analysis of H.R. 219

Government and Private Sector Solutions: Analysis of H.R. 219. Gregory Vass, Casualty Policy Analyst American Academy of Actuaries CAS Seminar on Catastrophe Issues New Orleans, LA October 23, 1998. The American Academy of Actuaries (AAA) and H.R. 219.

260 views • 17 slides

Allocation of Surplus Based Upon Right Tail Deviation

Allocation of Surplus Based Upon Right Tail Deviation. Bob Bear PXRE Corporation CARE 6/99. Introduction.

262 views • 16 slides

Pricing Integrated Risk Management Products

Pricing Integrated Risk Management Products. CAS Seminar on Ratemaking San Diego, March 9, 2000 Session COM-45, Emerging Risks Lawrence A. Berger, Ph.D. Swiss Re New Markets. Integrated Products add Capital Market Hedges to Traditional Reinsurance Products. Protect against

219 views • 12 slides

Town Hall Session/ RCM-2 CAS 2006 Ratemaking Seminar, March 13, 2006

Town Hall Session/ RCM-2 CAS 2006 Ratemaking Seminar, March 13, 2006. Louise Francis, FCAS, MAAA Francis Analytics and Actuarial Data Mining Louise.francis@data-mines.com www.data-mines.com. How Many Risk Load Actuaries Can Dance on the Head of a Shamrock?. Remarks.

97 views • 9 slides

Riskiness Leverage Models

Riskiness Leverage Models. Rodney Kreps Guy Carpenter Instrat. Riskiness Leverage Models. Capital can be allocated to any level of detail in a completely additive fashion. Riskiness only needs to be defined on the total, and can be done so intuitively.

150 views • 7 slides