| ERM Resource |
07/09/2017 |
Claims Reserving under Solvency II |
chain ladder method, insurance, Regulation, Reserves, Reserving Risk, Solvency II |
| ERM Resource |
29/07/2015 |
Reserve Risk Modelling:
Theoretical and Practical
Aspects |
Best Estimate, Bootstrapping, Mack method, reserve variability, Reserving Risk, Risk Management Tools and Techniques, risk margin, Solvency II, stochastic methods |
| ERM Resource |
29/07/2015 |
Reserve Risk Dependencies under Solvency II and IFRS 4 perspective |
Correlation, Economic / Risk Based Capital, Linear-Stochastic reserving methods, Regulation, Reserving Risk, Risk Management Tools and Techniques |
| ERM Resource |
29/07/2015 |
Kurtosis and skewness estimation for non-life reserve risk distribution |
GLM, Johnson distribution, kurtosis, Pareto, R software, Reserving Risk, Risk Management Tools and Techniques, skewness, Triangle based methods |
| ERM Resource |
29/07/2015 |
A Practical Way to Estimate One-year Reserve Risk |
Best Estimate, Economic / Risk Based Capital, Loss Reserves, One-year Reserve Risk, regulation, Reserving Risk, Risk Management Tools and Techniques, Solvency II, Technical Provision |
| ERM Resource |
29/07/2015 |
Evolution of Loss Reserve Risk |
expected loss, Reserving Risk, Risk Management Tools and Techniques, Risk modelling over time, time horizon, VaR |
| ERM Resource |
29/07/2015 |
Calibration of the Premium and Reserve Risk Factors in the Standard Formula of Solvency II |
Economic / Risk Based Capital, Parameterisation, Premium Risk, Regulation, Reserving Risk, risk factors, Risk Management Tools and Techniques, SCR, Solvency II, standard formula |
| 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 |
The one-year non-life insurance risk |
Dynamic Financial Analysis, Economic / Risk Based Capital, IFRS 4 phase II, Insurance Risk, Premium Risk, premium risk, reserve risk, Reserving Risk, Risk Management Tools and Techniques, risk margin, Solvency II, stochastic reserving |
| ERM Resource |
29/07/2015 |
Insurers contributions to disaster reduction - a series of case studies |
Case Studies, Case Studies, Catastrophe Risk, Developing Countries, Earthquakes, Extreme Event Risk, Flood Risk, Liability Litigation, Premium Risk, Reserving Risk |
| ERM Resource |
29/07/2015 |
Catastrophe Risk Financing in the US and the EU:A Comparative Analysis of Alternative Regulatory Approaches |
Catastrophe Risk, Catastrophe Risk Financing, EU, Government Policies, Premium Risk, Regulation, Reserving Risk, USA |
| ERM Resource |
25/06/2015 |
Enterprise Risk Management for Property-Casualty Insurance Companies |
ERM and Risk Management Framework, Premium Risk, Reserving Risk |
| ERM Resource |
25/06/2015 |
Risk metrics for decision-making and ORSA |
Catastrophe Risk, Economic / Risk Based Capital, Interest Rate Risk, Reserving Risk, Risk Management Tools and Techniques |
| ERM Resource |
25/06/2015 |
Solvency II Standard Formula and NAIC Risk-Based Capital (RBC)
Report 3 of the CAS Risk-Based Capital (RBC) Research Working Parties |
Catastrophe Risk, Concentration Risk, Economic / Risk Based Capital, Interest Rate Risk, Premium Risk, Regulation, Reserving Risk |
| ERM Resource |
25/06/2015 |
CAS Research Working Party on Risk-Based Capital Dependencies and Calibration Report 1: Overview of Dependencies and Calibration in the RBC Formula |
Economic / Risk Based Capital, Premium Risk, Reserving Risk |
