Reserving Risk

Content type Date Sort ascending Title Tags
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 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 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 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