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Catastrophe Risk Aggregation Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Why monitor catastrophe aggregations? -Principles -Current Developments -Wider Risks -Conclusions Risk Management Tools and Techniques Catastrophe Risk Terrorism risk …

Modeling Dependence in Catastrophe Risk Portfolio and Optimizing Capital Loading Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 In the framework of this thesis, the relevance of this study based on the needs of various stakeholders will be firstly …

Climate Change and Effective Catastrophe Risk Management Mechanisms: A Law and Economics Analysis of Insurance and Alternative Approaches Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Climate change represents one of the epic issues of our time …

Managing the Risk of Natural Catastrophes - The Role and Functioning of State Insurance Programs Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This paper surveys state-mandated programs designed to provide natural catastrophe insurance to …

Financing Natural Catastrophe Exposure: Issues and Options for Improving Risk Transfer Markets Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The federal government has an established institutional framework for disaster preparedness, reduction, …

Catastrophe Risk Financing in the US and the EU:A Comparative Analysis of Alternative Regulatory Approaches Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This paper examines and compares regulatory and other government policies in the US and the …

Modelling the 1-in-200 Risks Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Peter Ulrich and Chris Ordowich outline how solvency capital requirements compare using RMS scenario-based models versus the Solvency II standard formulas - See more at: …

Catastrophic Risk and Credit Markets Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 We provide a model of the effects of catastrophic risk on real estate financing and prices and demonstrate that insurance market imperfections can restrict the …

Catastrophe Task Force report on the Standardised Scenarios for the Catastrophe Risk Module in the Standard Formula Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This paper aims to provide a calibration of catastrophe risk at the 99.5% VaR for …

Managing the risks of extreme events and disasters to advance climate change adaptation Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Extreme weather and climate events, interacting with exposed and vulnerable human and natural systems, can lead …

Risk Assessment of Extreme Events Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Risk assessment is a means to characterize and reduce uncertainty to support our ability to deal with catastrophe through risk management. This paper addresses the …