1
-
4
of
4
results (0.75 seconds)
Sort By:
-
Risk Management and the Power of Simplicity
Management and the Power of Simplicity The editorial cautions that while the development of more sophisticated ... important to consider the very real risk management costs associated with the increased complexity, efficiency ...- Authors: Kurt Wrobel
- Date: Apr 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
-
Value-at-Risk—an OverviewPart Two of Two
OverviewPart Two of Two Value-at-Risk—an Overview Part Two of Two by Glyn Holton from The Financial Reporter ... simulation;Scenario generation=Scenario generators=Economic scenario generators; 9096 5/1/1999 12:00:00 ...- Authors: Glyn A Holton
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Financial Reporter
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
-
Charting the Evolving Role and Authority of the CRO
Charting the Evolving Role and Authority of the CRO Findings from EY Insurance Risk Management Team's ...- Authors: David Paul, Chad R Runchey
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge>General business skills; Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; General Insurance (Property & Casualty)>Capital - General Insurance; Life Insurance>Capital - Life Insurance; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Public Policy
-
Insurance Regulation: the 1-year 99.5% VaR Fallacy
Insurance Regulation: the 1-year 99.5% VaR Fallacy European insurance regulation pretends to capture ... and rely on the 1-year 1-in-200 VaR. But there cannot exist any scientific calibration of such measure ...- Authors: Sylvestre Frezal
- Date: Aug 2017
- Competency: 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>Risk measurement - ERM; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Extreme value theory; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods