03/13 - The Actuary - March 2013
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Features
- Modelling/software: Model behaviour - Andrew Smith and Parit jakhria investigate model uncertainty and the risk of failure
- Modelling/software: Replication rules - Dr Alexander van Haastrecht explains how the accuracy of market-consistent valuations can be improved using replicating portfolio control variates.
- Enerprise risk management: Trusting to luck - Is good fortune the only factor controlling balance sheet volatility resulting from changes in value in-force under Solvency II? Scott Eason and Viktor Knava report.
- Desmond Smith Q&A - Sarah Bennett in conversation with Desmond Smith, immediate past-president of the International Actuarial Association.
- International Actuarial Association: On the road to globalisation - Nicole Seguin provides an insight into the International Actuarial Association, looking at its purpose, the work it undertakes and the unique opportunities it brings.