ERM Resource |
|
Management Strategies in Multi-year Enterprise Risk Management |
Capital AllocationInsurance Riskmulti-year internal risk modelsNon-life InsuranceORSASolvency IIStrategic RiskStrategy |
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 |
|
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 |