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Wavelet-Based Equity VaR Estimation
and frequency. Asset return varies by time because of economic cycles and economic structural changes. ... can be very different. The appropriate frequency depends on the time horizon of the analysis. Therefore ...- Authors: Kailan Shang
- Date: Oct 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Wavelet-Based Equity VaR Estimation
© 2019 by the Canadian Institute of Actuaries, Casualty Actuarial Society, and Society of Actuaries. ... reserved by the Canadian Institute of Actuaries, Casualty Actuarial Society, and Society of Actuaries.- Authors: Kailan Shang
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Effective ERM Stakeholder Engagement
some key points of the research paper enti- tled “Effective ERM Stakeholder Engagement.” The paper can be ... Risk management has developed quickly in the past decade in the insurance industry and is playing a more ...- Authors: Kailan Shang
- Date: Dec 2018
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Extreme Events for Insurers: Correlation, Models, and Mitigation – R Program
Extreme Events for Insurers: Correlation, Models, and Mitigation – R Program This is the ... Mitigation – R Program This is the R programs used to develop the examples for the research report “Extreme ...- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: May 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Effective ERM Stakeholder Engagement
Effective ERM Stakeholder Engagement This article discusses challenges in achieving ERM ... gestion du risque (SCGR) et de l’International Network of Actuarial Risk Managers (INARM). Les agents chargés ...- Authors: Kailan Shang
- Date: Dec 2018
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management