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Pandemic Risk
Pandemic Risk This article presents recent perspectives on the understanding and measurement ... pandemic risk. Life reinsurance;Longevity risk;Mortality risk;Provision for adverse deviation;Catastrophic ...- Authors: Doris Azarcon
- Date: Jul 2013
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Reinsurance News
- Topics: Demography>Mortality - Demography; Demography>Population data; Global Perspectives>Global markets; Modeling & Statistical Methods>Conditional Tail Expectation; Reinsurance>Catastrophe reinsurance
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An Alternative to Capital Allocation
it to evaluate the impact of changes in an insurer’s operations by allocating capital to individual lines ... failure of the methodology to account for a firm’s changing levels of risk under various strategies.- Authors: TOM MATTHEW MCINTYRE, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Stochastic models
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Risk Aggregation and Diversification
typically attempts to measure the risk of a random sum, S = i=1 d ∑ Xi, in which the individual risks 𝑋𝑋𝑖𝑖 ... limit theorem, which states that the sum of risks, S , is approximately normally distributed if the number ...- Authors: Carole Bernard, steven vanduffel
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Conditional Tail Expectation