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  • Discarding Risk Avoidance and Embracing Risk Optimization: Managing Reinsurance Credit Risk
    Current U.S. Accounting Rules Harm Enterprise Risk Management (ERM) Efforts 6.1 U.S. Statutory ... Statutory Accounting Under U.S. statutory accounting rules, a primary company presents its loss reserves ...

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    • Authors: Neil M Bodoff
    • Date: Jan 2011
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Reinsurance>Financial reinsurance
  • 2007 Enterprise Risk Management Symposium: Capital Allocation by Percentile Layer
    ” paper accepted by Casualty  Actuarial Society (CAS).    Lee, Y.‐S. 1988. The mathematics of excess of loss coverage ... free” by David Ruhm. PCAS XCI, 25–33.    Wang, S. 2002. A set of new methods and tools for enterprise risk capital  ...

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    • Authors: Neil M Bodoff
    • Date: Mar 2007
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Enterprise Risk Management>Capital management - ERM