| ERM Resource |
29/07/2015 |
Stochastic modelling of catastrophe risks in DFA models |
Catastrophe Risk, Catastrophe Risk, DFA, event loss tables, Extreme Event Risk, Internal Models, mathematical statistical models, natural risk models, Risk Based Management, risk capital, Risk Management Tools and Techniques, Risk Management Tools and Techniques, Statistical Models, stochastic models, storm risk, value- and risk-based management, VaR |
| ERM Resource |
29/07/2015 |
Measuring and Managing Catastrophe Risk |
Catastrophe Risk, Catastrophe Risk, Concentration Risk, event loss tables, Internal Models, mathematical statistical models, natural risk models, risk, risk capital, Risk Management Tools and Techniques, Risk Management Tools and Techniques, Statistical Models, stochastic models, storm risk, value- and risk-based management, VaR |
| ERM Resource |
29/07/2015 |
Internal model in life insurance : application of least squares monte carlo in risk assessment |
Economic balance sheet, Economic Capital, least squares Monte Carlo, Life Insurance, No specific risk, Risk appetite, risk management, Risk Management Tools and Techniques, Solvency II, stochastic models |
