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Preparing for a New View of U.S. Earthquake Risk
Preparing for a New View of U.S. Earthquake Risk The United States Geological Surv ey USGS released ...- Authors: Prasad Gunturi, Kyle Beatty
- Date: Mar 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Stochastic Risk Modeling in Banks Versus Insurers
Stochastic Risk Modeling in Banks Versus Insurers This session 15 PD of the Toronto Spring ... and emerging issues using these techniques in the U.S. From the Record of the Society of Actuaries, Volume ...- Authors: Donna Claire, W Steven Prince, Murray John Taylor, George Turpie, Chak Raghunathan, Nico Meijer
- Date: Jun 2001
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Computing Ruin Probabilities - A Life Table Approach
Computing Ruin Probabilities - A Life Table Approach Easy access computing power is harnessed to approximate ... constraints. This allows the development of a life-table with the survival probabilities for a given set ...- Authors: Manalur S Sandilya
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Modeling Tail Behavior with Extreme Value Theory
a large threshold value u such that we have several data points larger than u. Assume for example, that ... dollars) we choose u to be the 95th percentile, and there are 50 points above u. For each of ...- Authors: Damon D Levine
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Approximations of Ruin Probability by Tri-atomic or Tri-Exponential Claims
were computed by numerically solving I~ oO 0 u which was a nontrivial numericaJ task then(Cram~r ... k2 + k3 e z Pl P2 P3 (3) ¢(u) = 1 1 + kl,k2,k3 kl!k2!k3! ' where z = (u - klX 1 - k2x 2 - kax3) + ...- Authors: Beda Chan
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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An Adaptor Strategy for Enterprise Risk Management Part II, Investing In Resilience: Nurturing Human and Financial Resources
order to track qualitative changes in a business’s risk environment; and, second, to support the business ... nurturing function of the Adaptor. If the Adaptor’s switching function set out in Part I is all about ...- Authors: David Ingram, Michael Thompson
- Date: Jun 2022
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Economics; Enterprise Risk Management; Modeling & Statistical Methods
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A Calculated Risk: Using 5/50 Data to Drive Risk-Based Decision Making
Back in the day, when data was scarce and computers were slow, actuaries were forced to use simple ... will discuss techniques for measuring risk in today’s environment. Speakers will also share the results ...- Authors: Joan Barrett, Achilles M Natsis
- Date: Jun 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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An Alternative Frequency Dependence Model and its Applications
calculate its total operational risk exposure.” (U.S. Office of the Federal Register, National Archives ... n= = . If 1( ,..., ) nC u u is the distribution function of 1( , , ) nU U , then the distribution ...- Authors: SHUBIAO LI
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments>Banking - Finance & Investments; Modeling & Statistical Methods
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The Practical Uses Of Risk Theory
it treats the parameters actuaries deal with (mortality, interest, etc.) as random variables, not deterministic ... New York Ph ad .Iphi_. W_sbint_l,iL San Fr. n - s¢.¢_ 5_,ul Montreal. Tn_nm, and London Reproduced ...- Authors: Nathan H Epstein, James C Hickman, Alastair G Longley-Cook, Harry H Panjer
- Date: Oct 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence From the Field
Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: ... risk, in the Basel Committee on Banking Supervision’s Basel II definition, is unlikely to be a significant ...- Authors: Madhu Acharyya
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods