Risk Management Tools and Techniques

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Content type	Date Sort ascending	Title	Tags
ERM Resource	29/07/2015	Ruin Probabilities and Overshoots for GeneralLvy Insurance Risk Processes	Insurance Risk Insurance Risk levy process Lvy process Risk Management Tools and Techniques ruin probability
ERM Resource	29/07/2015	Uniform Asymptotics for the Finite-Time Ruin Probability of a Time-Dependent Risk Model with Pairwise Quasiasymptotically Independent Claims	Insurance Risk Risk Management Tools and Techniques ruin probability
ERM Resource	29/07/2015	On the Markov-modulated insurance risk model with tax	Insurance Risk Insurance Risk Risk Management Tools and Techniques ruin probability
ERM Resource	29/07/2015	Longevity Risk and Private Pensions	Demographic forecast; mortality and life expectancy; life tables; longevity risk histograms Longevity Risk retirement; private pensions; defined-benefit pension plans; Lee-Carter models; Monte Carlo methods Risk Management Tools and Techniques
ERM Resource	29/07/2015	Understanding, modeling and managing longevity risk: key issues and main challenges	incomplete market Life Insurance long term interest rate Longevity Risk Longevity risk Pensions population dynamics.regulation Risk Management Tools and Techniques risk transfer securitization stochasticmortality
ERM Resource	29/07/2015	Longevity Swaps: An Effective, Innovative Way To Manage The Longevity Risk Impact Of Solvency II	longevity Longevity Risk Risk Management Tools and Techniques securitisation Solvency II swaps
ERM Resource	29/07/2015	A partial internal model for longevity risk	Danish longevity benchmark Longevity Risk longevity stress model Mortality Risk Management Tools and Techniques Solvency 2 systematic and unsystematic risk
ERM Resource	29/07/2015	Using Predictive Analytics to Detect Fraudulent Claims	Fraud Fraud predictive analytics Risk Management Tools and Techniques
ERM Resource	29/07/2015	Executive Handbook for UL Guarantees	GMxB Interest Rate Risk Risk Identification and Classification Risk Management Tools and Techniques VA variable annuity
ERM Resource	29/07/2015	On the effectiveness of hedging strategies for variable annuities	Credit and Counterparty Risk hedge Put option Risk Management Tools and Techniques variable annuity Volatility risk
ERM Resource	23/07/2015	Value Investing and Enterprise Risk Management: Two Sides of the Same Coin	Investments Modelling Reward risk Risk Management Tools and Techniques Valuations
ERM Resource	23/07/2015	Liquidity Risk Project	Law of one price Liquidity Risk Liquidity Risk Risk Management Tools and Techniques Valuation of assets and liabilities
ERM Resource	23/07/2015	Development of a Network Model for Identification and Regulation of Systemic Risk in the Financial System	Bond insurer CDS Investments models Risk Identification and Classification Risk Management Tools and Techniques Systemic Risk Systemic Risk
ERM Resource	25/06/2015	Insurance risk capital for the Sparre Andersen model with geometric L	Economic / Risk Based Capital Risk Management Tools and Techniques
ERM Resource	25/06/2015	Using Credit Risk Models for Regulatory Capital: Issues and Options	Credit and Counterparty Risk Economic / Risk Based Capital Risk Management Tools and Techniques