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Grey Swans: Fifty Shades of Grey - Plausible Stress Testing
Grey Swans: Fifty Shades of Grey - Plausible Stress Testing For the purposes of risk management and stress testing, we characterize a spectrum of plausible extreme events, that we dub Grey Swans, ...- 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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Model Uncertainty in Operational Risk Modeling
Model Uncertainty in Operational Risk Modeling Recently researchers, practitioners, and regulators had intense debates about how to treat the data collection threshold in operational risk ...- Authors: Daoping Yu
- Date: Feb 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Operational risks
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Mortality Trajectories at Exceptionally High Ages:A Study of Supercentenarians
Mortality Trajectories at Exceptionally High Ages:A Study of Supercentenarians This article analyzes mortality trajectories of supercentenarians (persons living 110+ years) and tests hypothesis ...- Date: Jul 2017
- Competency: Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Demography>Longevity
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Mortality Trajectories at Exceptionally High Ages:A Study of Supercentenarians
Mortality Trajectories at Exceptionally High Ages:A Study of Supercentenarians This article analyzes mortality trajectories of supercentenarians (persons living 110+ years) and tests hypothesis ...- Authors: Natalia Gavrilova, Leonid Gavrilov, Viacheslav Krut'ko
- Date: Jul 2017
- Competency: Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Demography>Longevity
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Enterprise Risk Modeling Based on Related Entities
Enterprise Risk Modeling Based on Related Entities The costly, time-consuming and complicated process of enterprise risk management (ERM) can be improved in many companies and made less tedious ...- Authors: Zbigniew Krysiak
- Date: Apr 2012
- Competency: Leadership>Change management; Professional Values>Practice expertise; Results-Oriented Solutions>Assess decision effectiveness; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk categories; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments
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Enterprise Risk Management: Are we ignoring the segment with the most critical need?
Enterprise Risk Management: Are we ignoring the segment with the most critical need? Analyzes the need for enterprise risk management for small businesses and the unique principles governing such ...- Authors: Jeyaraj Vadiveloo
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge>General business skills; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Analysis of Basic Actuarial Theory for Fixed Premium Variable Benefit Life Insurance
Analysis of Basic Actuarial Theory for Fixed Premium Variable Benefit Life Insurance This paper, originally published in 1969 in Transactions of Society of Actuaries Vol. 21, presents an analysis ...- Authors: Walter N Miller, John C Fraser, Charles M Sternhell
- Date: Oct 1969
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Life Insurance
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Exploring Policyholder Behavior in the Extreme Tail
Exploring Policyholder Behavior in the Extreme Tail This paper demonstrates that extreme value theory (EVT) can be used as a tool to model policyholder behavior in the extreme tail. This paper ...- 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
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Grey Swans: Fifty Shades of Grey - Plausible Stress Testing
Grey Swans: Fifty Shades of Grey - Plausible Stress Testing For the purposes of risk management and stress testing, we characterize a spectrum of plausible extreme events, that we dub Grey Swans, ...- 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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The Optimal Timing of Risk Management
The Optimal Timing of Risk Management Many risk management decisions involve the timing of implementing risk strategies. The cost of hedging, capital raising and securitization changes with the ...- Authors: Kailan Shang
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Economics>Financial economics