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  • Property/Casualty Insurer Economic Capital Using a VaR Model
    Property/Casualty Insurer Economic Capital Using a VaR Model The abstract for the paper Property/Casualty ... Property/Casualty Insurer Economic Capital Using a VaR Model. Economic capital;Risk modeling; 8433 4/23/2006 12:00:00 ...

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    • Authors: Thomas P Conway, MARK DANIEL MCCLUSKEY
    • Date: Apr 2006
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
  • Property/Casualty Insurer Economic Capital Using a VaR Model
    Insurer Economic Capital Using a VaR Model The purpose of this paper is to build a bridge between the traditional ... methods of looking at financial risk and insurance risk. The paper starts by explaining the concepts ...

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    • Authors: Thomas P Conway, MARK DANIEL MCCLUSKEY
    • Date: Apr 2006
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management>Capital management - ERM
  • Evolution of Loss Reserve Risk
    Evolution of Loss Reserve Risk Property and casualty insurers face risks in many key areas, such as ... underwriting. Among the underwriting risks is the potential financial impact of adverse loss reserves ...

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    • 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
  • Evolution of Loss Reserve Risk
    Evolution of Loss Reserve Risk Abstract for 2008 ERM Monograph paper, “Evolution of Loss Reserve Risk” ...

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    • Authors: Thomas P Conway, MARK DANIEL MCCLUSKEY
    • Date: Apr 2008