| ERM Resource |
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On the Use of Long-Term Risk Measures as an Approach to Communicating Risks |
behavioural biasesExtreme Event RiskExtreme eventsRisk measuresRisk Reporting and Communicationruin probabilityvalue at risk |
| ERM Resource |
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Ruin Probabilities and Overshoots for GeneralLvy Insurance Risk Processes |
Insurance RiskInsurance Risklevy processLvy processRisk Management Tools and Techniquesruin probability |
| ERM Resource |
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Uniform Asymptotics for the Finite-Time Ruin Probability of a Time-Dependent Risk Model with Pairwise Quasiasymptotically Independent Claims |
Insurance RiskRisk Management Tools and Techniquesruin probability |
| ERM Resource |
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On the Markov-modulated insurance risk model with tax |
Insurance RiskInsurance RiskRisk Management Tools and Techniquesruin probability |
| ERM Resource |
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Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks |
adaptive Monte CarloCatastrophe modellingCatastrophe Riskinsurancenonsmooth optimizationriskRisk Optimisationruin probabilitystochastic optimization |