Risk Optimisation

Content type Date Title Tags
ERM Resource Enterprise Risk Management for Non-Financial Companies – From Risk Control and Compliance to Creating Shareholder Value Benefits of ERMCapital AllocationEnterprise Risk ManagementFinancial FlexibilityOperational FlexibilityOperational RiskPerformance ManagementRisk OptimisationShareholder ValueStrategic FlexibilityStrategic RiskStrategic RisksStrategy
ERM Resource Enterprise Risk Management and Capital Budgeting under Dependent Risks: An Integrated Framework Capital BudgetingCorporate RiskDecisions under UncertaintyEnterprise Risk Management (ERM)ERM and Risk Management FrameworkManagementRisk DependencyRisk OptimisationStrategy
ERM Resource Enterprise Risk Management Through Strategic Allocation of Capital Benefits of ERMCapital AllocationEnterprise Risk Management (ERM)integrated risk managementoperational riskportfolio choiceRisk appetiteRisk Appetite, Risk Capacity and Risk ObjectivesRisk Optimisationrisk prioritizationValue-at-Risk (VaR)
ERM Resource The Impact of Enterprise Risk Management on the Marginal Cost of Reducing Risk: Evidence from the Insurance Industry Benefits of ERMERMfirm valueMarginal cost of riskoptimiseportfolioRisk Optimisation
ERM Resource Minimization of the Total Required Capital by Reinsurance capital costcorrelation between lossesEconomic / Risk Based Capitaloptimal reinsuranceRequired capitalRisk Optimisationsubadditive risk measure
ERM Resource Price Optimization For New Business Profit and Growth Premium modelPremium Riskprice optimizationPrice SensitivityRisk Optimisation
ERM Resource Enhancing insurer value through reinsurance, dividends and capital optimization: an expected utility approach dividendsEnterprise Risk Managementinsolvency costNo specific riskoptimal reinsurancerisk capitalRisk Optimisation
ERM Resource Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints Insurance-Linked securitiesLongevity riskReinsuranceReserving RiskRisk measuresRisk OptimisationRisk sharing
ERM Resource Guaranteed Optimization in Insurance of Catastrophic Risks Catastrophe modellingCatastrophe Riskdisaster risk reductionoptimizationPremium RiskRisk OptimisationRisk sharing
ERM Resource Portfolio Optimisation Using Value at Risk ModellingModern Portfolio TheoryNo specific riskPortfolio optimizationRisk Management Tools and TechniquesRisk OptimisationVaR
ERM Resource Modelling and optimization of risk coherent measures of riskmodelling of risk-averse preferencesNo specific riskRisk Management Tools and TechniquesRisk Optimisationstochastic dominanceutility theory
ERM Resource Optimising Life Reinsurance strategy under risk-based capital measures Economic / Risk Based CapitalNo specific riskReinsurance strategyRisk appetiteRisk OptimisationRisk-based frameworks
ERM Resource Optimization Models for Insurance Portfolio Optimization in the Presence of Background Risk No specific riskOptimization models; insurance portfolio optimization; background riskreplicating portfolioRisk Management Tools and TechniquesRisk Optimisation
ERM Resource Optimization of the Non-Life Insurance Risk Diversification in Solvency II conditional value-at-riskdiversification factorHerfindahl-Hirschman indexmultivariate elliptical and log-elliptical risk distributionsNo specific riskRegulationRisk OptimisationSolvency II non-life riskvalue-at-risk
ERM Resource Combined Optimization of Portfolio and Risk Exposure of an Insurance Company ModellingNo specific riskportfolio optimisationrisk averse optimisationRisk Optimisation