1
-
10
of
12
results (0.58 seconds)
Sort By:
-
2007 Enterprise Risk Management Symposium: Risk - Applying a New Portfolio Risk/Return Measurement Methodology Based on Recent Advances in Quantifying Stable Paretian Fat Tailed Distributions and Investor Loss Aversion Preferences
distributions. 2. Empirical Work on Intrinsic Valuation and Excess Returns On March 23, 2006, ... the Midwest Finance Association on “Advanced DCF Valuation Measurement Methodology: Predictive Capability ...- Authors: Rawley Thomas
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Risk measurement - ERM
-
2007 Enterprise Risk Management Symposium: Integrated Risk Measurement for Portfolio of Various Assets at Continuous Time Horizons
credit risk models mainly aimed to deal with individual defaults. There are two classes of such models: ... illustrated their model with a very simple example - an individual foreign exchange contract, they did show us the ...- Authors: Ng Kah Hwa
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM
-
Before and After Modeling: Risk Knowledge Management is Required
knowledge to tacit and explicit knowledge on the individual and organizational level generate the knowledge ... expressed through the following processes (Table 1): Table 1 Dynamic Stages of Explicit and Tacit Knowledge ...- Authors: John S Edwards, Eduardo Rodriguez
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk measurement - ERM
-
2007 Enterprise Risk Management Symposium: A Business Model Approach to Measure Risks
interest rate risk management practices at individual thrifts and determining the “S” (sensitivity) component in the ... bank’s equity. These results are reported in Table 1, where the first row reports the average and ...- Authors: Thomas Ho
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk measurement - ERM
-
Exploring Policyholder Behavior in the Extreme Tail
in a range of applications such as pricing, valuation, hedging and capital determination, where an inverse ... when all random variables exceed huge numbers. Table 1 summarizes the three copulas. Family Dependence ...- Authors: Yuhong Xue
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
-
2007 Enterprise Risk Management Symposium: Integration of Financial Risk with Efficiency Measurement - Case of Summer 2006 in Electricity Sales Business in Poland
the pricing techniques based on options valuation for such portfolios. Short‐term open position ... The above‐described issues are the basis for risk valuation by the Monte Carlo method of the hypothetic retail portfolio ...- Authors: Dariusz Michalski, Marcin Wisniowski
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk measurement - ERM
-
Advances in Modeling of Financial Series
price is the product of the bond prices from the individual partial interest rates, and this makes the ... parameters: Modeling Financial Series 13 Table 1. Moments to Match Weight Moment Target Fitted ...- Authors: Gary G Venter
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Enterprise Risk Management>Risk measurement - ERM
-
Into the Tails of Risk: An Exploration of the Treatment of Extreme Risk in Insurance Company Models
For the reader who wishes to check this, an Excel table of values for mean, standard deviation, 99.9th ... up the mean and standard deviation. However, individual risk models that blend a model of expected variation ...- Authors: David Ingram
- Date: Feb 2016
- Competency: Communication>Difficult message delivery; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM
-
Risk Management of Materials Supply
of expert and statistical information (Table 1). TABLE 1 Estimation of Inherent Risks № Risk ... with a zero risk is obtained. It makes 2,8 days (Table 1). 2. Traditional (good practice) estimation—50 ...- Authors: YURIY SHCHERBAKOV
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Risk measurement - ERM
-
In Measuring the Benefits of Enterprise Risk Management in Insurance: An Integration of Economic Value Added and Balanced Score Card Approaches
5 A “stakeholder” is defined here as any individual, group or organization that may affect, be affected ... Traditionally, corporate finance focuses on the valuation issues of the firm using several capital modeling ...- Authors: Madhu Acharyya
- Date: Apr 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic value