1
-
2
of
2
results (0.45 seconds)
Sort By:
-
Economic Risk Capital: Part 1
Economic Risk Capital: Part 1 Economic capital is an embedded part of the banking risk management and ... and regulatory framework. The insurance industry has relied on rating agency and regulatory formulas that ...- Authors: Hubert B Mueller, Application Administrator, Jose Siberon
- Date: May 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital
-
Bayesian Risk Aggregation: Correlation Uncertainty and Expert Judgement
Bayesian copula estimation. Contrary to the classic approach of using a single inter-risk- correlation ... distribution of possible correlation matrices that enables us to tackle the important issue of parameter ...- Authors: Klaus Bocker
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Bayesian methods