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Grey Swans: Fifty Shades of Grey - Plausible Stress Testing
Swans: Fifty Shades of Grey - Plausible Stress Testing For the purposes of risk management and stress ... stress testing, we characterize a spectrum of plausible extreme events, that we dub Grey Swans, by introducing ...- Authors: Gary Nan Tie
- Date: Feb 2016
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Scenario generation
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TIPS, the Triple Duration, and the OPEB Liability: Hedging Medical Care Inflation in OPEB Plans
TIPS, the Triple Duration, and the OPEB Liability: Hedging Medical Care Inflation in OPEB Plans The adoption ... adoption of FAS 158 forces sponsors of post-employment health benefit plans to consider how to manage the ...- Authors: Michael Ashton
- Date: Sep 2012
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Enterprise Risk Management>Risk measurement - ERM; Pensions & Retirement>Retiree medical
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Wavelet-Based Equity VaR Estimation
Wavelet-Based Equity VaR Estimation Wavelet models are used to analyze risk by time and frequency ... VaR Estimation Wavelet models are used to analyze risk by time and frequency and provide richer information ...- Authors: Kailan Shang
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Applications of a Spatial Analysis System to ERM Losses Management
Applications of a Spatial Analysis System to ERM Losses Management This paper provides a description of a system ... measuring, analysis, and managing ERM losses. An example of its application to a delinquency rate in a residential ...- Authors: Yevhen Yankovskyy
- Date: Apr 2013
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Wavelet-Based Equity VaR Estimation
Wavelet-Based Equity VaR Estimation Wavelet models are used to analyze risk by time and frequency ... VaR Estimation Wavelet models are used to analyze risk by time and frequency and provide richer information ...- Authors: Kailan Shang
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Geo-Spatial Metrics for Insurance Risk Concentration and Div
Geo-Spatial Metrics for Insurance Risk Concentration and Div Review of stochastic, modeled ... for Insurance Risk Concentration and Div Review of stochastic, modeled geo-spatial risk metrics for insurance ...- Authors: Ivelin Zvezdov
- Date: Aug 2019
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM
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2007 Enterprise Risk Management Symposium: General Re-Rating Formula
2007 Enterprise Risk Management Symposium: General Re-Rating Formula This paper introduces a re-rating ... which calculates proposed rates directly by means of fully developed and trended loss costs and current ...- Authors: Muhamed Borogovac
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks