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Hedging Strategies Using Catastrophe Insurance Options
of ten percentage points or more above that of U.S. Treasury bonds.: A severe catastrophe loss could ... used to model the catastrophe claims process. Table 1 gives an example of the result summary of a single ...- Authors: Thomas O'Brien
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Capital management - ERM
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Risk Sharing and Capital Allocation
for some individual assets (see Myers & Brealey (2000) for an introduction to financial theory and different ... Coherently. RISK, 10, p. 68-71. Patrik, G., Bernegger, S. & Ru¨egg, M.B. (1999). The use of Risk Adjusted Capital ...- Authors: Ole Hesselager, Ulrik Andersson
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital