Risk measures

Content type Date Title Tags
ERM Resource 07/09/2017 On the Use of Long-Term Risk Measures as an Approach to Communicating Risks behavioural biases, Extreme Event Risk, Extreme events, Risk measures, Risk Reporting and Communication, ruin probability, value at risk
ERM Resource 29/07/2015 An Application of Extreme Value Theory for Measuring Financial Risk Extreme Event Risk, Extreme Value Theory, Generalized Extreme Value Distribution, Generalized Pareto Distribution, Maximum Likelihood Estimation, Profile Likelihood Confidence Intervals, Quantile Estimation, Risk Management Tools and Techniques, Risk measures
ERM Resource 29/07/2015 Catastrophe Modelling Guidance for Non-catastrophe Modellers Catastrophe Risk, Catastrophic Risk, ERM Guidance, Risk Management Tools and Techniques, Risk measures
ERM Resource 25/06/2015 Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints Insurance-Linked securities, Longevity risk, Reinsurance, Reserving Risk, Risk measures, Risk Optimisation, Risk sharing