conditional value-at-risk

Content type Date 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