ERM Resource |
07/09/2017 |
Management Strategies in Multi-year Enterprise Risk Management |
Capital Allocation, Insurance Risk, multi-year internal risk models, Non-life Insurance, ORSA, Solvency II, Strategic Risk, Strategy |
ERM Resource |
29/07/2015 |
One-year reserve risk including a tail factor:closed formula and bootstrap approaches |
Bootstrap method, Claims Development Result, Non-life Insurance, Prediction error, reserve risk, Reserving Risk, Risk Management Tools and Techniques, Solvency II, Tail factor |
ERM Resource |
29/07/2015 |
Modeling Parameter Risk in Premium Risk in Multi-Year Internal Models |
asymptotic normality, Bayesian, bootstrap, Internal Risk Models, Non-life Insurance, Parameter Risk, Premium Risk, Risk Management Tools and Techniques, Solvency II, Value-Based Management |