Content type Date Title Tags
ERM Resource A dynamic contagion process for modelling contagion risk in finance and insurance Contagion RiskContagion RiskCredit RiskMarkov processNo category
ERM Resource Reserve Risk Modelling:
Theoretical and Practical
Aspects 		Best EstimateBootstrappingMack methodreserve variabilityReserving RiskRisk Management Tools and Techniquesrisk marginSolvency IIstochastic methods
ERM Resource Forward and spot exchange rates Currency RiskCurrency riskNo category
ERM Resource Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms Currency RiskCurrency riskRisk Management Tools and Techniques
ERM Resource Modelling Transparency in Disclosure: The Case of Foreign Exchange Risk Management Currency RiskCurrency riskRisk Management Tools and Techniques
ERM Resource Asymmetric Exposure to Foreign-Exchange Risk: Financial and Real Option Hedges Implemented by U.S. Multinational Corporations Currency RiskRisk Management Tools and Techniques
ERM Resource Reserve Risk Dependencies under Solvency II and IFRS 4 perspective CorrelationEconomic / Risk Based CapitalLinear-Stochastic reserving methodsRegulationReserving RiskRisk Management Tools and Techniques
ERM Resource Kurtosis and skewness estimation for non-life reserve risk distribution GLMJohnson distributionkurtosisParetoR softwareReserving RiskRisk Management Tools and TechniquesskewnessTriangle based methods
ERM Resource A Practical Way to Estimate One-year Reserve Risk Best EstimateEconomic / Risk Based CapitalLoss ReservesOne-year Reserve RiskregulationReserving RiskRisk Management Tools and TechniquesSolvency IITechnical Provision
ERM Resource Evolution of Loss Reserve Risk expected lossReserving RiskRisk Management Tools and TechniquesRisk modelling over timetime horizonVaR
ERM Resource Calibration of the Premium and Reserve Risk Factors in the Standard Formula of Solvency II Economic / Risk Based CapitalParameterisationPremium RiskRegulationReserving Riskrisk factorsRisk Management Tools and TechniquesSCRSolvency IIstandard formula
ERM Resource Risk-Based Capital (RBC) Premium Risk Charges Improvements to Current Calibration Method Analyzing/Quantifying RisksAssess/Prioritizing RisksCapital RequirementsEconomic / Risk Based CapitalIntegrating Risks.Premium Riskpremium riskreserve riskRisk Management Tools and TechniquesRisk-Based Capitalunderwriting risk
ERM Resource One-year reserve risk including a tail factor:closed formula and bootstrap approaches Bootstrap methodClaims Development ResultNon-life InsurancePrediction errorreserve riskReserving RiskRisk Management Tools and TechniquesSolvency IITail factor
ERM Resource Methods for Estimating Premium Risk for Solvency Purposes frequency and severityparameter estimationPremium RiskRisk Management Tools and TechniquesRisk modelsTail outcomesVolatility
ERM Resource Modeling Parameter Risk in Premium Risk in Multi-Year Internal Models asymptotic normalityBayesianbootstrapInternal Risk ModelsNon-life InsuranceParameter RiskPremium RiskRisk Management Tools and TechniquesSolvency IIValue-Based Management