ERM Resource |
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Modeling Parameter Risk in Premium Risk in Multi-Year Internal Models |
asymptotic normalityBayesianbootstrapInternal Risk ModelsNon-life InsuranceParameter RiskPremium RiskRisk Management Tools and TechniquesSolvency IIValue-Based Management |
ERM Resource |
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Catastrophe Task Force report on the Standardised Scenarios for the Catastrophe Risk Module in the Standard Formula |
99.5% VaRCatastrophe RiskCEIOPSEconomic / Risk Based CapitalRegulationRisk Management Tools and TechniquesSCRSolvency IIstandard formula |
ERM Resource |
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Modelling the 1-in-200 Risks |
1-in-200Catastrophe ModelsCatastrophe RiskEconomic / Risk Based CapitalExtreme Event RiskRisk Management Tools and TechniquesRisk Management Tools and TechniquesRMSscenario modellingSolvency IIstandard formula |
ERM Resource |
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Internal model in life insurance : application of least squares monte carlo in risk assessment |
Economic balance sheetEconomic Capitalleast squares Monte CarloLife InsuranceNo specific riskRisk appetiterisk managementRisk Management Tools and TechniquesSolvency IIstochastic models |
ERM Resource |
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Longevity Swaps: An Effective, Innovative Way To Manage The Longevity Risk Impact Of Solvency II |
longevityLongevity RiskRisk Management Tools and TechniquessecuritisationSolvency IIswaps |
ERM Resource |
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The Solvency II Process: Overview and Critical Analysis. |
RegulationSolvency II |
ERM Resource |
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Making use of internal Captial Models |
Economic / Risk Based CapitalInternal ModelsNo specific riskRisk Management Tools and TechniquesSolvency II |
ERM Resource |
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Possible Unintended Consequences of Basel III and Solvency II |
Basel IIICost of CapitalFundingInterconnectedness.No specific riskRegulationSolvency II |
ERM Resource |
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Capital management in a Solvency II world |
Benefits of ERMcapital managementEconomic / Risk Based CapitalRegulationSolvency IIStrategy |