Content type Date Title Tags
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
ERM Resource The one-year non-life insurance risk Dynamic Financial AnalysisEconomic / Risk Based CapitalIFRS 4 phase IIInsurance RiskPremium Riskpremium riskreserve riskReserving RiskRisk Management Tools and Techniquesrisk marginSolvency IIstochastic reserving
ERM Resource Principles for the management of concentration risk Concentration RiskCredit InstitutionsRegulationRisk Management Tools and Techniques
ERM Resource Single-name concentration risk in credit portfolios: a comparison of concentration indices BankingBasel IIConcentration RiskCredit and Counterparty RiskGini IndexHall-Tidemann indexHannah-Kay indexHerfindahlHirschman indexRisk Management Tools and TechniquesTheil entropy index
ERM Resource Analyzing Concentration Risk Basel IIConcentration Risk measuresCredit and Counterparty RiskRisk Management Tools and Techniques
ERM Resource Managing Concentration Risk: A Community Bank Perspective Community bankConcentration RiskInvestmentsNo categoryregulation
ERM Resource Concentration Risk Measures and De-concentration Optimization CapitalcatastropheCatastrophe RiskConcentration RiskP&C InsurersPMLRisk Optimisation
ERM Resource Bits guide to concentration risk in outsourcing relationships Concentration RiskOutsourcingRisk Identification and ClassificationRisk Management Tools and Techniques