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Application of Actuarial Science to Systemic Risk Report
restoring order in the financial system.6 Dynamic Evolution of Financial Systems From an international ... Ecological balance has been defined as "a state of dynamic equilibrium within a community of organisms in ...- Authors: Society of Actuaries
- Date: Feb 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk
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Development of a Network Model for Identification and Regulation of Systemic Risk in the Financial System Report
Development of a Network Model for Identification and Regulation of Systemic Risk in the ... estimate Marginal Expected Shortfall, they build a dynamic model for the market and firm returns characterized ...- Authors: Society of Actuaries
- Date: Oct 2012
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk
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Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization
paper. Biffis, E., 2005, Affine Processes for Dynamic Mortality and Actuarial Valuations, Insurance: ... and Insurance. 73(1): 1-17 Duffie, D., 1992, Dynamic Asset Pricing Theory (Princeton, New Jersey: Princeton ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk; Modeling & Statistical Methods>Stochastic models