1
-
3
of
3
results (0.58 seconds)
Sort By:
-
Approximating the Effects of Parameter Uncertainty on Value at Risk Estimates
business lines. References Richard Ernest Bellman. Dynamic Programming. 1957, Princeton University Press. ... bis.org. R. Carvalho, H. Mignon, and M. Paez. Dynamic bayesian models as an 18 alternative to the ...- Authors: Jacques Rioux, Steven Major, Donald Erdman
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
-
ERM for Strategic Management – Status Report
ERM for Strategic Management – Status Report Much of the push for ERM has come from regulators and rating ... [8] Møller, T. 2004. “Stochastic Orders in Dynamic Reinsurance Markets.” Finance and Stochastics ...- Authors: Gary G Venter
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
-
Evolution of Loss Reserve Risk
Evolution of Loss Reserve Risk Property and casualty insurers face risks in many key areas, such as ... from regulatory or rating agency formulae and dynamic financial analysis (DFA) models. Under the ...- Authors: Thomas P Conway, MARK DANIEL MCCLUSKEY
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Value at risk - Finance & Investments