Reserving Risk

Content type Date Title Tags
ERM Resource 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 Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints Insurance-Linked securitiesLongevity riskReinsuranceReserving RiskRisk measuresRisk OptimisationRisk sharing
ERM Resource Risk-Based Capital (RBC) Reserve Risk Charges Economic / Risk Based CapitalPremium RiskReserving Risk
ERM Resource 2011 Research - Short-Term Project Report: A Report of the CAS Underwriting Risk Working Party Economic / Risk Based CapitalPremium RiskReserving 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
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 Risk metrics for decision-making and ORSA Catastrophe RiskEconomic / Risk Based CapitalInterest Rate RiskReserving RiskRisk Management Tools and Techniques
ERM Resource Enterprise Risk Management for Property-Casualty Insurance Companies ERM and Risk Management FrameworkPremium 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 Insurers contributions to disaster reduction - a series of case studies Case StudiesCase StudiesCatastrophe RiskDeveloping CountriesEarthquakesExtreme Event RiskFlood RiskLiability LitigationPremium RiskReserving Risk
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 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 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 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