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A Guide to Quantifying C-3 Risk
was brought out in a recent study we did. Great care had been taken in setting the initial rates, the ... of loss of asset value must be considered in direct connection with the C-3 interest rate risk. Accordingly ...- Authors: John A Mereu
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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When Black Swans Aren’t: Holistically Training Management to Better Recognize, Assess, and Respond to Extreme Events
labeled as unpredictable black swans. The primary focus is on educating practitioners to better recognize ... whatever political model you want. I don’t really care”50 when the implications of a black swan dominated ...- Authors: Guntram Fritz-Albin Werther
- Date: Mar 2013
- Competency: Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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The Potential Effect of Brexit on the U.S. Insurance Industry: Analyzing the U.K.’s Exit from the European Union
world’s ninth-largest economy,1 with U.S. foreign direct investment in the U.K. grossing more than three ... investor in the United States, based on inward foreign direct investment.2 Overall, in fact, the United Kingdom ...- Authors: Julie Nye
- Date: Feb 2019
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas Report
relatively smaller chances to occur, may have a direct impact on financial stability. In the field of ... copula, so that the upper tail can be better taken care of. Since the two response variables are dependent ...- Authors: Lei Hua
- Date: Dec 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM
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A Practical Algorithm for Approximating the Probability of Ruin
(3) appears to offer a direct approach for evaluating ~(u), in practice, direct evaluation of ~(u) is ... ASTIN Bulletin 12 (1981): 22-26. 24. PANJER, H.H. "Direct Calculation of Ruin Probabilities," Journal of ...- Authors: Colin M Ramsay
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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On the Haezendonck-Goovaerts Risk Measure for Extreme Risks
On the Haezendonck-Goovaerts Risk Measure for Extreme Risks Presented at August 2011 46th ... Young function Mathematics Subject Classi cation: Primary 62P05; Secondary 60G70, 91B82, 62E20 1 Introduction ...- Authors: Application Administrator, Fan Yang
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM