| 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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Catastrophe Modelling Guidance for Non-catastrophe Modellers |
Catastrophe RiskCatastrophic RiskERM GuidanceRisk Management Tools and TechniquesRisk measures |
| ERM Resource |
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An Application of Extreme Value Theory for Measuring Financial Risk |
Extreme Event RiskExtreme Value TheoryGeneralized Extreme Value DistributionGeneralized Pareto DistributionMaximum Likelihood EstimationProfile Likelihood Confidence IntervalsQuantile EstimationRisk Management Tools and TechniquesRisk measures |
| ERM Resource |
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On the Use of Long-Term Risk Measures as an Approach to Communicating Risks |
behavioural biasesExtreme Event RiskExtreme eventsRisk measuresRisk Reporting and Communicationruin probabilityvalue at risk |