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Measuring the Market Value of Risk Management
can be reached at john.major@guycarp.com. R i s k Q U a n t i F i c at i o n Risk management | ... insurer to pay claims c H a i R s p e R s o n ’ s c o R n e RR i s k Q U a n t i F i c at i o n 16 ...- Authors: John Major, Donald F Mango
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness
through E, as shown on the Table 1 example capital consumption distribution: Table 1. Capital consumption ... $100MM. Table 2 shows the resulting capital consumption distribution net of each layer. Table 2. Capital ...- Authors: Donald F Mango, John Major, Avraham Adler, Claude B Bunick
- Date: Feb 2014
- Competency: External Forces & Industry Knowledge
- Topics: Reinsurance
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Portfolio Management with the Critical Event Cost Method
Each event has an associated probability (“Prob”) in this table. The loss (“Loss”) is the simulated total of ... and in others they differ. Both approaches are valid. In this table, events have been sorted on loss, from low to high ...- Authors: John Major, Sherry Thomas
- Date: Feb 2014
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty)