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Optimization of Dynamic Portfolio Insurance Model Submitted by TheSecretariat on Thu, 25/06/2015 - 21:22   This paper establishes a dynamic portfolio insurance model under the condition of continuous time, based on Meton’s optimal investment-consumption …

Optimization Problems of Excess-of-Loss Reinsurance and Investment under the CEV Model Submitted by TheSecretariat on Thu, 25/06/2015 - 21:22 We consider that the insurer purchases excess-of-loss reinsurance and invests its wealth in the constant …

Asset Liability Management Risk Optimisation of Insurance Portfolios Submitted by TheSecretariat on Thu, 25/06/2015 - 21:22 Many insurance company and pension portfolios are risk inefficient. This means for a given level of risk, the financial objectives …

Understanding and communicating Risk appetite Submitted by TheSecretariat on Wed, 29/07/2015 - 13:29 Organizations encounter risk every day as they pursue their objectives. In conducting appropriate oversight, management and the board must deal with a …

How Key Risk Indicators can Sharpen Focus on Emerging Risks Submitted by TheSecretariat on Wed, 29/07/2015 - 13:29 Boards of directors have become increasingly aware of their responsibilities related to effective oversight of managements execution of …

Where Boards of Directors currently stand in executing their risk oversight responsibilities Submitted by TheSecretariat on Wed, 29/07/2015 - 13:29 This report is based on a survey that sought input directly from over 200 corporate directors to obtain …

COSOs 2010 Report on ERM: Current State of Enterprise Risk Oversight and Market Perceptions of COSOs ERM Framework Submitted by TheSecretariat on Wed, 29/07/2015 - 13:29 Since its release in 2004, COSOs Enterprise Risk Management Integrated Framework …

Practical Guidance: Seven Steps For Effective Enterprise Risk Management Submitted by TheSecretariat on Wed, 29/07/2015 - 13:29 Managing enterprise risk in a consistent, efficient, sustainable manner has become a critical boardroom priority as CEOs, CFOs, …

Guidance Paper On Enterprise Risk Management For Capital Adequacy And Solvency Purposes Submitted by TheSecretariat on Wed, 29/07/2015 - 13:29 The IAIS is committed to the development of a set of cohesive standards and guidance papers on solvency …

ERM Standards of Practice and Shared Risk Principles Submitted by TheSecretariat on Wed, 29/07/2015 - 13:29 Agenda Global risk governance drivers Evolving standards and frameworks Most widely used standards and frameworks Purposes Common elements ERM and …

Risk Culture and Enterprise Risk Management Submitted by TheSecretariat on Wed, 29/07/2015 - 13:29 What are Insurers saying about Risk Culture? GSIIs Case Study SCOR Ten Risk Culture Practices Examples from GSIIs Risk Culture as Company Culture Case Study …

ERM a guide to implementation Submitted by TheSecretariat on Wed, 29/07/2015 - 13:29 This Guide, which is addressed mainly to Board Directors and Senior Executives, sets out the principal points which should be considered when seeking to implement ERM …