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Model Uncertainty and Selection in Operational Risk Modeling
Model Uncertainty and Selection in Operational Risk Modeling This abstract describes a paper ... model uncertainty arising from different ways of treating the operational loss data collection threshold ...- Authors: Daoping Yu, Vytaras Brazauskas
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Operational risks; Modeling & Statistical Methods
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Implementation of Markov approach to Joint Life Mortality
Implementation of Markov approach to Joint Life Mortality This is an abstract article on joint life ...- Authors: Min Ji
- Date: Nov 2008
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Integrating Real Estate and Infrastructure Assets In ERM - Abstract
Copyright 2015 by the Society of Actuaries, Casualty Actuarial Society, and the Professional Risk ... rights reserved by the Society of Actuaries, Casualty Actuarial Society, and the Professional Risk ...- Authors: Emilian Nikolaev Belev, Dan diBartolomeo, Richard Gold
- Date: Mar 2015
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Replicated stratified sampling – a practical approach to financial modeling
Replicated stratified sampling – a practical approach to financial modeling This ... modeling This abstract describes a paper that discusses the Replicated Stratified Sampling Technique. Algorithm;Risk ...- Authors: Jeyaraj Vadiveloo
- Date: Jul 2010
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A New Risk Metric for Defined Benefit Pension Plans
A New Risk Metric for Defined Benefit Pension Plans The abstract for the paper A New Risk Metric ... Metric for Defined Benefit Pension Plans The abstract for the paper A New Risk Metric for Defined Benefit ...- Authors: Thomas D Bergan, Application Administrator
- Date: Apr 2006
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Optimal reinsurance problems involving risk measures
measures This abstract describes a paper that studies the optimal reinsurance problem when risk is measured ... will show no sensitivity, insofar as it will solve the optimal reinsurance problem for many risk measures ...- Authors: Beatriz Balbas-Aparicio
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Reinsurance
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A Multivariate Analysis of Intercompany Loss Triangles
A Multivariate Analysis of Intercompany Loss Triangles This abstract describes a paper that proposes ...- Authors: Peng Shi
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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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
Risk: Applying a New Portfolio Risk/Return Measurement Methodology Based on Recent Advances ... and Investor Loss Aversion Preferences The abstract for the paper Risk: Applying a New Portfolio Risk/Return ...- Authors: Rawley Thomas
- Date: Mar 2007
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Mortality Improvement for Canadian Pensioners: Proposed Projection Scales
describes a presentation that relates to determining the next standards applicable for pension plan valuation ... depending upon further decisions to be made by the Actuarial Standard Board-Conseil des norms actuarielles ...- Authors: Louis Adam
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement
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Non-Parametric Risk Capital Estimation of One-Year Pricing Risk for Enterprise Risk Management in General Insurance
Non-Parametric Risk Capital Estimation of One-Year Pricing Risk for Enterprise Risk Management in General ... abstract describes a paper that offers an estimate of Pricing Risk for general insurance risk capital based ...- Authors: Matthew LaFountain
- Date: Feb 2014