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  • The Marginal Cost of Risk, Risk Measures, and Capital Allocation
    The Marginal Cost of Risk, Risk Measures, and Capital Allocation This abstract describes a paper that reverses the sequence of the Euler (or gradient) allocation technique by calculating the ...

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    • Authors: Daniel Bauer, George H Zanjani
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments
  • The Financial Crisis and Lessons for Insurers
    The Financial Crisis and Lessons for Insurers This report examines the subprime mortgage crisis and related financial consequences from the perspective of the insurance company. Asset allocation; ...

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    • Authors: Robert W Klein, Shaun Wang, George H Zanjani, Gang Ma, Application Administrator, XIANGJING WEI
    • Date: Sep 2009
    • Competency: External Forces & Industry Knowledge
    • Topics: Enterprise Risk Management; Finance & Investments>Investment policy