Reserving Risk

Content type Date Sort ascending Title Tags
ERM Resource Claims Reserving under Solvency II chain ladder methodinsuranceRegulationReservesReserving RiskSolvency II
ERM Resource Reserve Risk Modelling:
Theoretical and Practical
Best EstimateBootstrappingMack methodreserve variabilityReserving RiskRisk Management Tools and Techniquesrisk marginSolvency IIstochastic methods
ERM Resource Reserve Risk Dependencies under Solvency II and IFRS 4 perspective CorrelationEconomic / Risk Based CapitalLinear-Stochastic reserving methodsRegulationReserving RiskRisk Management Tools and Techniques
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 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 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 Insurers contributions to disaster reduction - a series of case studies Case StudiesCase StudiesCatastrophe RiskDeveloping CountriesEarthquakesExtreme Event RiskFlood RiskLiability LitigationPremium RiskReserving Risk
ERM Resource Catastrophe Risk Financing in the US and the EU:A Comparative Analysis of Alternative Regulatory Approaches Catastrophe RiskCatastrophe Risk FinancingEUGovernment PoliciesPremium RiskRegulationReserving RiskUSA
ERM Resource Enterprise Risk Management for Property-Casualty Insurance Companies ERM and Risk Management FrameworkPremium RiskReserving Risk
ERM Resource Risk metrics for decision-making and ORSA Catastrophe RiskEconomic / Risk Based CapitalInterest Rate RiskReserving RiskRisk Management Tools and Techniques
ERM Resource Solvency II Standard Formula and NAIC Risk-Based Capital (RBC)

Report 3 of the CAS Risk-Based Capital (RBC) Research Working Parties
Catastrophe RiskConcentration RiskEconomic / Risk Based CapitalInterest Rate RiskPremium RiskRegulationReserving Risk
ERM Resource 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 CapitalPremium RiskReserving Risk