Risk Optimisation

Content type Date Sort ascending Title Tags
ERM Resource Natural Hedging of Life and Annuity Mortality Risks Longevity RiskMortality RiskMortality swapRisk Optimisation
ERM Resource Securitization of Mortality Risks in Life Annuities Mortality RiskMortality swapRisk Management Tools and TechniquesRisk Optimisationsecuritisation
ERM Resource Longevity Bonds - a Financial Market Instrument to Manage Longevity Risk Longevity RiskRisk Optimisation
ERM Resource Concentration Risk Measures and De-concentration Optimization CapitalcatastropheCatastrophe RiskConcentration RiskP&C InsurersPMLRisk Optimisation
ERM Resource Modeling Dependence in Catastrophe Risk Portfolio and Optimizing Capital Loading Capital OptimisationCatastrophe RiskDependenceExtreme Event RiskRisk Management Tools and TechniquesRisk Management Tools and TechniquesRisk Optimisation
ERM Resource Optimal hedging of demographic risk in life
Demographic RiskhedgingMean-varianceMortality derivativesOptimal design of derivativesRisk Management Tools and TechniquesRisk OptimisationStochastic mortality
ERM Resource Risk Assessment in practice Actuarial / Risk Control CycleCOSOERM GuidanceERM GuidanceNo specific riskRisk assessmentRisk Optimisation
ERM Resource Stochastic Optimization of Risk Functions via Parametric Smoothing Analysisoptimal controloptimizationRisk OptimisationStochastic Decision ProcessesStochastic Networksstochastic optimizationStochastic Programming
ERM Resource Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks adaptive Monte CarloCatastrophe modellingCatastrophe Riskinsurancenonsmooth optimizationriskRisk Optimisationruin probabilitystochastic optimization
ERM Resource Optimization of the Enterprise Risk Portfolio Case StudiesRisk Optimisation
ERM Resource Aggregation of risks and allocation of capital Economic / Risk Based CapitalRisk Optimisation
ERM Resource Analyzing Firm Performance in theInsurance Industry Using Frontier Efficiency Methods Efficient FrontierNo specific riskRisk Management Tools and TechniquesRisk Optimisation
ERM Resource Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry data envelopment analysisEfficiency estimationfree disposal hulllife insurance industryNo specific riskorganizational form.Risk Management Tools and TechniquesRisk Optimisationstochastic frontiers
ERM Resource Enterprise Risk Management Standard & Poor's Credit and Counterparty RiskERMERM and Risk Management FrameworkRisk CultureRisk OptimisationRisk Reporting and CommunicationStrategic Risk Management
ERM Resource Asset Liability Management Risk Optimisation of Insurance Portfolios ALMERMNo specific riskOptimisation techniquesRisk Optimisation