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Wavelet-Based Equity VaR Estimation
01789 13 -0.00875 14 0.018443 15 0.047113 16 0.071147 17 0.094887 18 0.115684 19 -0.0018 0.132142 20 -0.0002 ... Analysis Structure SEPTEMBER 2019 RISK MANAGEMENT | 17 Wavelet-Based Equity VaR Estimation For VaR estimation ...- Authors: Kailan Shang
- Date: Dec 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Effective ERM Stakeholder Engagement
Effective ERM Stakeholder Engagement This article discusses challenges in achieving ERM stakeholder buy- ... ĂƐLJ ŝĸcuůƚ DECEMBER 2018 RISK MANAGEMENT | 17 Figure 2 ERM Stakeholder Engagement Effectiveness ...- Authors: Kailan Shang
- Date: Dec 2018
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Applying Fuzzy Logic to Risk Assessment and Decision-Making
Society of Actuaries, All Rights Reserved Page 17 of 59 Figure 10. An Example of Calculation Using ... 0.06 0.08 0.1 0.12 0.14 0.16 0.18 1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 HMM - Conditional ...- Authors: Kailan Shang
- Date: Nov 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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The Optimal Timing of Risk Management
−$26.09 Unit: $M Discount Rate 10% ROI 5.4% 36% 17% −3% N/A Time Invest-ment1 Benefit of Improved ... High High 0.25 Yes 36% 20.4 5b Low High 0.25 Yes 17% 4.1 5c High Low 0.25 No −3% −9.8 5d Low Low 0 ...- Authors: Society of Actuaries, Kailan Shang
- Date: Dec 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Wavelet-Based Equity VaR Estimation
Wavelet-Based Equity VaR Estimation Economic risk analysis has two dimensions: time and frequency. Asset ... ondelettes SEPTEMBRE 2019 GESTION DU RISQUE | 17 Estimation de la VaR des actions fondée sur des ...- Authors: Kailan Shang
- Date: Oct 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Effective ERM Stakeholder Engagement
Effective ERM Stakeholder Engagement This article discusses challenges in achieving ERM stakeholder buy- ... Difficile DÉCEMBRE 2018 GESTION DU RISQUE | 17 Figure 2 Efficacité de l’implication des parties ...- Authors: Kailan Shang
- Date: Dec 2018
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Applying Image Recognition to Insurance
Applying ... ................................................ 17 4.4 Autoencoders .............................. ... brightening. Usually augmentation is either 17 Copyright © 2018 Society of Actuaries used ...- Authors: Kailan Shang
- Date: Jun 2018
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Extreme Events for Insurers: Correlation, Models and Mitigation Study
multidisciplinary human knowledge. Page 17 of 85 3. Individual Tail Risk Modeling This ... 0.3 0.4 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20C o rr el at io n Lag (# of days) Autocorrelation ...- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: Apr 2015
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management