发明授权
- 专利标题: Earnings at risk method and system
- 专利标题(中): 风险收益方法和制度
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申请号: US11847089申请日: 2007-08-29
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公开(公告)号: US08275637B1公开(公告)日: 2012-09-25
- 发明人: Anson J. Glacy, Jr. , Ronald C. Davidson , Cynthia S. MacDonald , Alan A. Schecher , Kurt J. Stump
- 申请人: Anson J. Glacy, Jr. , Ronald C. Davidson , Cynthia S. MacDonald , Alan A. Schecher , Kurt J. Stump
- 申请人地址: US IL Northbrook
- 专利权人: Allstate Insurance Company
- 当前专利权人: Allstate Insurance Company
- 当前专利权人地址: US IL Northbrook
- 代理机构: Banner & Witcoff, Ltd.
- 主分类号: G06Q40/00
- IPC分类号: G06Q40/00
摘要:
A method and system for determining and optimizing an insurance company's asset-liability risk is disclosed. The method and system comprises determining numerous earnings at risk (EaR) estimates to assess risks associated with asset and liability portfolios. EaR estimates may be determined through modeling of various risk factors. The EaR calculations may be processed through a distributed processing infrastructure to maximize efficiency and cycle time.
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