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  • Modeling the Interconnectivity of Risks in ERM
    Modeling the Interconnectivity of Risks in ERM The Strategic Risk Register System SRRS is proposed by ... by the authors as a new approach to modeling and visualizing the interconnectivity of risks in an ERM ...

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    • Authors: YUNFENG YIN, Neil Cantle, Neil Allan
    • Date: Apr 2008
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Enterprise Risk Management>Strategic risks
  • Exploring Policyholder Behavior in the Extreme Tail
    Exploring Policyholder Behavior in the Extreme Tail This paper demonstrates that extreme value theory ... policyholder behavior in the extreme tail. This paper applies EVT to the study of variable annuity dynamic ...

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    • 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: 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 ...

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    • 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