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 |
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 |
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 |
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 |