Risk Optimisation

Content type

Practice Areas

Publication Types

Content type	Date Sort ascending	Title	Tags
ERM Resource	29/07/2015	Natural Hedging of Life and Annuity Mortality Risks	Longevity Risk Mortality Risk Mortality swap Risk Optimisation
ERM Resource	29/07/2015	Securitization of Mortality Risks in Life Annuities	Mortality Risk Mortality swap Risk Management Tools and Techniques Risk Optimisation securitisation
ERM Resource	29/07/2015	Longevity Bonds - a Financial Market Instrument to Manage Longevity Risk	Longevity Risk Risk Optimisation
ERM Resource	29/07/2015	Concentration Risk Measures and De-concentration Optimization	Capital catastrophe Catastrophe Risk Concentration Risk P&C Insurers PML Risk Optimisation
ERM Resource	29/07/2015	Modeling Dependence in Catastrophe Risk Portfolio and Optimizing Capital Loading	Capital Optimisation Catastrophe Risk Dependence Extreme Event Risk Risk Management Tools and Techniques Risk Management Tools and Techniques Risk Optimisation
ERM Resource	29/07/2015	Optimal hedging of demographic risk in life insurance	Demographic Risk hedging Mean-variance Mortality derivatives Optimal design of derivatives Risk Management Tools and Techniques Risk Optimisation Stochastic mortality
ERM Resource	29/07/2015	Risk Assessment in practice	Actuarial / Risk Control Cycle COSO ERM Guidance ERM Guidance No specific risk Risk assessment Risk Optimisation
ERM Resource	23/07/2015	Stochastic Optimization of Risk Functions via Parametric Smoothing	Analysis optimal control optimization Risk Optimisation Stochastic Decision Processes Stochastic Networks stochastic optimization Stochastic Programming
ERM Resource	23/07/2015	Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks	adaptive Monte Carlo Catastrophe modelling Catastrophe Risk insurance nonsmooth optimization risk Risk Optimisation ruin probability stochastic optimization
ERM Resource	25/06/2015	Optimization of the Enterprise Risk Portfolio	Case Studies Risk Optimisation
ERM Resource	25/06/2015	Aggregation of risks and allocation of capital	Economic / Risk Based Capital Risk Optimisation
ERM Resource	25/06/2015	Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry	data envelopment analysis Efficiency estimation free disposal hull life insurance industry No specific risk organizational form.Risk Management Tools and Techniques Risk Optimisation stochastic frontiers
ERM Resource	25/06/2015	Analyzing Firm Performance in theInsurance Industry Using Frontier Efficiency Methods	Efficient Frontier No specific risk Risk Management Tools and Techniques Risk Optimisation
ERM Resource	25/06/2015	Enterprise Risk Management Standard & Poor's	Credit and Counterparty Risk ERM ERM and Risk Management Framework Risk Culture Risk Optimisation Risk Reporting and Communication Strategic Risk Management
ERM Resource	25/06/2015	Asset Liability Management Risk Optimisation of Insurance Portfolios	ALM ERM No specific risk Optimisation techniques Risk Optimisation