Risk Optimisation

Content type Date Sort ascending Title Tags
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 Natural Hedging of Life and Annuity Mortality Risks Longevity Risk, Mortality Risk, Mortality swap, Risk Optimisation
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