1
-
2
of
2
results (0.39 seconds)
Sort By:
-
A new approach to assessing model risk in high dimensions
Universita¨t Mu¨nchen where the paper was completed. S. Vanduffel acknowledges the financial support of the ... wants to estimate the VaR of the aggregate portfolio S = ∑d i=1Xi at a given high confidence interval; see ...- Authors: Carole Bernard, steven vanduffel
- Date: Mar 2015
- Topics: Enterprise Risk Management; Finance & Investments
-
Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence From the Field
Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: ... risk, in the Basel Committee on Banking Supervision’s Basel II definition, is unlikely to be a significant ...- Authors: Madhu Acharyya
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods