ERM Resource |
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An Economic Basis for Property-Casualty Insurance Risk-Based Capital Measures (RBC Research Working Parties Report 5) |
adjusted probability distributioncertainty-equivalent lossesEconomic / Risk Based Capitalexponential utilityfrictional capital costsoptimal capitalpolicyholder welfareReserving RiskSolvency risk measuresstochastic meansubadditivity |
ERM Resource |
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Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints |
Insurance-Linked securitiesLongevity riskReinsuranceReserving RiskRisk measuresRisk OptimisationRisk sharing |
ERM Resource |
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Risk-Based Capital (RBC) Reserve Risk Charges |
Economic / Risk Based CapitalPremium RiskReserving Risk |
ERM Resource |
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2011 Research - Short-Term Project Report: A Report of the CAS Underwriting Risk Working Party |
Economic / Risk Based CapitalPremium RiskReserving Risk |
ERM Resource |
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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 |
ERM Resource |
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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 |
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Risk metrics for decision-making and ORSA |
Catastrophe RiskEconomic / Risk Based CapitalInterest Rate RiskReserving RiskRisk Management Tools and Techniques |
ERM Resource |
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Enterprise Risk Management for Property-Casualty Insurance Companies |
ERM and Risk Management FrameworkPremium RiskReserving Risk |
ERM Resource |
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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 |
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Insurers contributions to disaster reduction - a series of case studies |
Case StudiesCase StudiesCatastrophe RiskDeveloping CountriesEarthquakesExtreme Event RiskFlood RiskLiability LitigationPremium RiskReserving Risk |
ERM Resource |
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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 |
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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 |
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Evolution of Loss Reserve Risk |
expected lossReserving RiskRisk Management Tools and TechniquesRisk modelling over timetime horizonVaR |
ERM Resource |
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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 |
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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 |