Search

Replicating Portfolios An Introduction: Analysis and Illustrations Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 In recent years, many insurers have adopted increasingly complex stochastic models as part of their business-management processes. …

Aggregation of risks and allocation of capital Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23   Risk assessment and risk management are critical to survival in today’s business climate, and the accurate calculation of economic capital is more …

A practical guide to risk assessment: How principles-based risk assessment enables organisations to take the right risks Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 Key points covered are: - Effective risk assessment is increasingly important …

Economic Capital: Correlation Matrices and Other Techniques Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 The Society of Actuaries' Risk Management Research Team is pleased to make available the following report that explores risk aggregation …

Enterprise Risk Management for Property-Casualty Insurance Companies Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - A Theoretical Framework for ERM - Risk Dynamics within Property-Casualty Insurance Companies - Empirical Findings on Widely Used …

Managing the Invisible: Measuring Risk, Managing Capital, Maximizing Value Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - Demonstrate the linkage between ERM and maximizing value - Identifying and choosing value-maximizing combinations of risk …

Enterprise Risk Management: Today's Leading Research and Best Practices for Tomorrow's Executives Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - Overview of ERM - ERM Management, Culture and Control - ERM Tools and Techniques - Types of Risk - …

Enterprise risk management: coping with model risk in a large bank Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 Enterprise risk management (ERM) has become an important topic in today’s more complex, interrelated global business environment, …

Copula Phase Transitions Report Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 The Casualty Actuarial Society, Canadian Institute of Actuaries, and Society of Actuaries' Joint Risk Management Research Team is pleased to make available a research …

Risk Based Capital Covariance Project. A Procedure for Simulation with Constructed Copulas Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 Results of a research project that explored the covariance and correlation among various insurance and …

Towards a Contingency Theory of Enterprise Risk Management Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - Based on a ten-year field project, over 250 interviews with senior risk officer and three detailed case studies - Potential design …

2013 RIMS Enterprise Risk Management (ERM) Survey Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - Follow up to the 2009 and 2011 surveys on the same topic - Purpose of the survey is to gain insight into the current state of, and ongoing trends …