conditional value-at-risk
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Title |
Tags |
ERM Resource |
07/09/2017 |
Pension Risk Management in the Enterprise Risk Management Framework |
conditional value-at-risk, defined benefit pension plan, ERM and Risk Management Framework, Longevity risks, pension de-risking., Strategy |
ERM Resource |
25/06/2015 |
Risk-minimising investment strategies |
conditional value-at-risk, constant proportion portfolio insurance, dynamic asset allocation, No specific risk, portfolio insurance, Risk Optimisation, time invariant portfolio protection, value-at-risk |
ERM Resource |
25/06/2015 |
Optimization of the Non-Life Insurance Risk Diversification in Solvency II |
conditional value-at-risk, diversification factor, Herfindahl-Hirschman index, multivariate elliptical and log-elliptical risk distributions, No specific risk, Regulation, Risk Optimisation, Solvency II non-life risk, value-at-risk |