ERM Resource |
|
Combined Optimization of Portfolio and Risk Exposure of an Insurance Company |
ModellingNo specific riskportfolio optimisationrisk averse optimisationRisk Optimisation |
ERM Resource |
|
Risk-minimising investment strategies |
conditional value-at-riskconstant proportion portfolio insurancedynamic asset allocationNo specific riskportfolio insuranceRisk Optimisationtime invariant portfolio protectionvalue-at-risk |
ERM Resource |
|
CVAR proxies for minimizing scenario-based value-at-risk |
CVaRNo specific riskRisk OptimisationVaR |
ERM Resource |
|
Scenario Optimization for Multi-Stage Stochastic Programming Problems |
multi-stage stochastic programmingNo specific riskRisk Optimisation |
ERM Resource |
|
Simplified stage-based modelling of multi-stage stochastic programming problems |
multi stage stochasticNo specific riskRisk Optimisationstage based stochasticStochastic Programming |
ERM Resource |
|
Evolutionary Optimization for Decision Making under Uncertainty |
Evolutionary OptimizationMulti-stage Stochastic Programming.No specific riskOptimal Decision MakingOptimization under UncertaintyRisk OptimisationStochastic Programming |
ERM Resource |
|
Evolutionary Estimation of a Coupled Markov Chian Credit Risk Model |
Credit and Counterparty RiskCredit RiskCredit risk OptimisationMarkov Chain modelRisk Optimisation |
ERM Resource |
|
An Analysis of Reinsurance Optimisation in Life Insurance - Working Paper |
Life Insurancemeanvariance criteria.No specific riskoptimal reinsuranceproportional reinsuranceRisk Optimisation |
ERM Resource |
|
Risk capital allocation for RORAC optimization? |
Capital AllocationEconomic / Risk Based CapitalEconomic CapitalEuler allocationGradient allocationNo specific riskrisk capitalRisk OptimisationRORAC |
ERM Resource |
|
Deriving the optimal amount of Risk Capital for PL Insurance Companies utilising ALM |
ALMInternal Risk modelNo specific riskportfolio optimisationrisk capitalRisk Management Tools and TechniquesRisk Optimisation |
ERM Resource |
|
Optimization of Dynamic Portfolio Insurance Model |
No specific riskPortfolio Insurance; Optimization; Dynamic Replication; Investment StrategyRisk Management Tools and TechniquesRisk Optimisation |
ERM Resource |
|
Optimization Problems of Excess-of-Loss Reinsurance and Investment under the CEV Model |
No specific riskReinsurancereinsurance OptimisationRisk Optimisation |
ERM Resource |
|
Asset Liability Management Risk Optimisation of Insurance Portfolios |
ALMERMNo specific riskOptimisation techniquesRisk Optimisation |
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 |
|
Analyzing Firm Performance in theInsurance Industry Using Frontier Efficiency Methods |
Efficient FrontierNo specific riskRisk Management Tools and TechniquesRisk Optimisation |