Enterprise Risk Management and Capital Budgeting under Dependent Risks: An Integrated Framework

Submitted on 21st May 2015

Develops an integrated framework that aligns risk management and capital budgeting across business divisions to optimize the streamlined enterprise strategic goal in a multi-period setting

Casualty Actuarial Society
Length of Resource
43 pages
Resource File
Jing Ai, Department of Financial Economics and Institutions, The University of Hawaii at Manoa & Tianyang Wang, Finance and Real Estate Department, Colorado State University
Date Published
Publication Type
Resource Type