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The Actuary’s Use of Catastrophe Models in ORSA
The Actuary’s Use of Catastrophe Models in ORSA Some of the uncertainties related to catastrophe models ... leading to the suggestion that the actuary is well suited to understand and use these in the context of an ORSA ...- Authors: S Anders Ericson, Kay A Cleary
- Date: May 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Actuarial Profession>Competencies; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models; Reinsurance>Catastrophe reinsurance