Content type Date Title Tags
ERM Resource CVAR proxies for minimizing scenario-based value-at-risk CVaRNo specific riskRisk OptimisationVaR
ERM Resource Risk Return Optimization with Different Risk Aggregation Strategies
Basle Capital Accord (Basel II)Capital AdequacyConditional Value at Risk (CVaR)Internal Capital Adequacy Assessment Process (ICAAP)No specific riskPortfolio optimizationPortfolio Safeguard (PSG)Return on Equity (RoE)Return on Risk Adjusted Capital (RORAC)Risk OptimisationValue at Risk (VaR)
ERM Resource Optimising Life Reinsurance strategy under risk-based capital measures Economic / Risk Based CapitalNo specific riskReinsurance strategyRisk appetiteRisk OptimisationRisk-based frameworks
ERM Resource Optimization Models for Insurance Portfolio Optimization in the Presence of Background Risk No specific riskOptimization models; insurance portfolio optimization; background riskreplicating portfolioRisk Management Tools and TechniquesRisk Optimisation
ERM Resource Optimization of the Non-Life Insurance Risk Diversification in Solvency II conditional value-at-riskdiversification factorHerfindahl-Hirschman indexmultivariate elliptical and log-elliptical risk distributionsNo specific riskRegulationRisk OptimisationSolvency II non-life riskvalue-at-risk
ERM Resource Portfolio Optimisation Using Value at Risk ModellingModern Portfolio TheoryNo specific riskPortfolio optimizationRisk Management Tools and TechniquesRisk OptimisationVaR
ERM Resource Modelling and optimization of risk coherent measures of riskmodelling of risk-averse preferencesNo specific riskRisk Management Tools and TechniquesRisk Optimisationstochastic dominanceutility theory
ERM Resource Enhancing insurer value through reinsurance, dividends and capital optimization: an expected utility approach dividendsEnterprise Risk Managementinsolvency costNo specific riskoptimal reinsurancerisk capitalRisk Optimisation
ERM Resource Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints Insurance-Linked securitiesLongevity riskReinsuranceReserving RiskRisk measuresRisk OptimisationRisk sharing
ERM Resource Guaranteed Optimization in Insurance of Catastrophic Risks Catastrophe modellingCatastrophe Riskdisaster risk reductionoptimizationPremium RiskRisk OptimisationRisk sharing
ERM Resource A Critical Analysis of the Solvency II Proposals Insurance supervision; risk management; Solvency IINo specific riskRegulation
ERM Resource Possible Unintended Consequences of Basel III and Solvency II Basel IIICost of CapitalFundingInterconnectedness.No specific riskRegulationSolvency II
ERM Resource Price Optimization For New Business Profit and Growth Premium modelPremium Riskprice optimizationPrice SensitivityRisk Optimisation
ERM Resource Enterprise Risk Management: Why the Ethics and Compliance Function Adds Value Benefits of ERMCompliance and Corporate GovernanceCompliance and Corporate GovernanceEthicsNo specific riskRisk Management Tools and TechniquesSarbanes-Oxley
ERM Resource Enterprise Risk Management and global compliance in the corporate governance context: The General Counsel Compliance and Corporate GovernanceCompliance and Corporate GovernanceNo specific riskRisk CultureRisk Management Tools and Techniques