ERM Resource |
07/09/2017 |
On the Use of Long-Term Risk Measures as an Approach to Communicating Risks |
behavioural biases, Extreme Event Risk, Extreme events, Risk measures, Risk Reporting and Communication, ruin probability, value at risk |
ERM Resource |
29/07/2015 |
Ruin Probabilities and Overshoots for GeneralLvy Insurance Risk Processes |
Insurance Risk, Insurance Risk, levy process, Lvy process, Risk Management Tools and Techniques, ruin probability |
ERM Resource |
29/07/2015 |
Uniform Asymptotics for the Finite-Time Ruin Probability of a Time-Dependent Risk Model with Pairwise Quasiasymptotically Independent Claims |
Insurance Risk, Risk Management Tools and Techniques, ruin probability |
ERM Resource |
29/07/2015 |
On the Markov-modulated insurance risk model with tax |
Insurance Risk, Insurance Risk, Risk Management Tools and Techniques, ruin probability |
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 |