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Model validation for insurance enterprise risk and capital models Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 Internal risk models are widely used by insurance companies and banks in measuring risk, calculating overall capital requirements, and …

Heavy Models, Light models and Proxy Models Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 The use of proxy models within the insurance sector has grown considerably in recent years, particularly in the area of capital management. This growth has …

Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 The Casualty Actuarial Society, Canadian Institute of Actuaries, and the Society of Actuaries' Joint Risk Management Section is …

Applying Fuzzy Logic to Risk Assessment and Decision-Making Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 The Casualty Actuarial Society, Canadian Institute of Actuaries, and the Society of Actuaries' Joint Risk Management Section is pleased to …

Risk Accounting: An Accounting Based Approach to Measuring Enterprise Risk and Risk Appetite Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 "The resetting of the risk management agenda through successive capital accords has had little impact on …

Effective model validation – embedding trust Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 Paper discussing model validation.The process and benefits are discussed Benefits of ERM Towers Watson, Mike Wilkinson, Patricia Mackenzie Tue, 04/30/2013 …

Emerging Risk Assessment: Latest Practice and Innovations Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 Enterprise risk management has moved from an event based view of risk to a holistic ,systems based approach. Risk systems that involve human …

Insurance Enterprise Risk Management Practices Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - Overview of the practices used by U.S. actuaries when performing or assessing the effectiveness of Enterprise Risk Management (ERM) Risk Identification …

Understanding Contingent Capital Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23   This paper is a response to the Casualty Actuarial Society’s request for proposals on "Contingent Capital." In light of the recent financial crisis, contingent …

Enterprise Risk Modelling Based on Related Entities Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - This paper is focused on collecting data from the managers across different businesses to derive the appropriate knowledge about risky events, …

ERM Stochastic Analysis Tools - Risk Drivers Revealed Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 This paper is about quantile regression modelling to expand understanding of the impact of all scenarios on economic capital Section 1 is an …

Toward a Theory of Everything? Exploring at the Edges of the ERM Construct Submitted by TheSecretariat on Thu, 25/06/2015 - 21:23 - What is the current state of the ERM paradigm, including its apparent limitations and boundaries and particularly with …