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Enterprise Risk -Reward Optimization: Two Critical Approaches
Behavior with Extreme Value Theory,” Risk Management 17 (September 2009). 8 2.2.3. Aggregated Risk ... problem in the decision variables x1, x2, x3: 17 Maximize: ROEC = (a1x1 + a2x2 + a3x3 + b)/(x1 ...- Authors: Damon D Levine
- Date: Aug 2016
- Competency: Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM
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Modeling Tail Behavior with Extreme Value Theory
Modeling ... from: Risk Management September 2009 – Issue 17 14 | SEPTEMBER 2009 | Risk Management ... at i O n Risk Management | SEPTEMBER 2009 | 17 ally thought to be out of the realm of possibility ...- Authors: Damon D Levine
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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ERM at the Speed of Thought: Mitigation of Cognitive Bias in Risk Assessment
Behavior with Extreme Value Theory,” Risk Management no. 17 (September 2009): 14–18, http://www.soa.org/li ... See Kahneman, Thinking, Fast and Slow, 142. 17 In risk assessments, we often make use of scenarios ...- Authors: Damon D Levine
- Date: Feb 2016
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM
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A New Paradigm for Strategic Risk Management
A New Paradigm for Strategic Risk Management Feature article that defines strategic risk management (SRM) and discusses ... February/march 2013 | The AcTuAry | 17 A New PArAdigm For Strategic riSk ManageMent ...- Authors: Damon D Levine
- Date: Feb 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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Growth in Stock Price as the ERM Linchpin
Growth in Stock Price as the ERM Linchpin The article provides an introduction to the Stock Value ... Sophisticated investors (e.g., an institutional 17 investor with a very large share of the Company’s ...- Authors: Damon D Levine
- Date: Mar 2015
- Competency: Strategic Insight and Integration
- Topics: Enterprise Risk Management