risk capital

Content type

Practice Areas

Publication Types

Content type	Date Sort ascending	Title	Tags
ERM Resource	07/09/2017	Introduction to Enterprise Risk Management	Capital compliance ERM and Risk Management Framework ERM framework No specific risk ORSA risk attitude risk capital Risk Strategy
ERM Resource	29/07/2015	Stochastic modelling of catastrophe risks in DFA models	Catastrophe Risk Catastrophe Risk DFA event loss tables Extreme Event Risk Internal Models mathematical statistical models natural risk models Risk Based Management risk capital Risk Management Tools and Techniques Risk Management Tools and Techniques Statistical Models stochastic models storm risk value- and risk-based management VaR
ERM Resource	29/07/2015	Measuring and Managing Catastrophe Risk	Catastrophe Risk Catastrophe Risk Concentration Risk event loss tables Internal Models mathematical statistical models natural risk models risk risk capital Risk Management Tools and Techniques Risk Management Tools and Techniques Statistical Models stochastic models storm risk value- and risk-based management VaR
ERM Resource	25/06/2015	Deriving the optimal amount of Risk Capital for PL Insurance Companies utilising ALM	ALM Internal Risk model No specific risk portfolio optimisation risk capital Risk Management Tools and Techniques Risk Optimisation
ERM Resource	25/06/2015	Risk capital allocation for RORAC optimization?	Capital Allocation Economic / Risk Based Capital Economic Capital Euler allocation Gradient allocation No specific risk risk capital Risk Optimisation RORAC
ERM Resource	25/06/2015	Enhancing insurer value through reinsurance, dividends and capital optimization: an expected utility approach	dividends Enterprise Risk Management insolvency cost No specific risk optimal reinsurance risk capital Risk Optimisation