1
-
4
of
4
results (0.74 seconds)
Sort By:
-
Optimization of the Enterprise Risk Portfolio
Optimization of ... simulation of the company’s total risk exposure (Fig. 17). Figure 15: Earnings at Risk per ... 16: Event Tree Analysis Figure 17: Probability Distribution Function Based on the Event ...- Authors: Eivind Helland, Kjell Garatun-Tjeldsto
- Date: Apr 2013
- Competency: Communication>Written communication
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM
-
2007 Enterprise Risk Management Symposium: Integrated Risk Measurement for Portfolio of Various Assets at Continuous Time Horizons
National University of Singapore, Singapore June 17, 2007 ∗The authors are grateful to Mr. Zong Jianping ... world the process is dFx = (r − rf)Fxdt+ σxFxdWt (17) 13 where r is the domestic risk-free rate , ...- Authors: Ng Kah Hwa
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM
-
Effect of Macroeconomic Variables on Health Care Loan/ Lease Portfolio Delinquency Rate
Effect of Macroeconomic Variables on Health Care Loan/ Lease Portfolio Delinquency Rate Delinquency rates are ... delinquency rates predicted by the model. 17 Acknowledgment The authors are thankful to ...- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Health economics; Economics>Macroeconomics; Enterprise Risk Management>Portfolio management - ERM
-
Using Trading Costs to Construct Better Replicating Portfolios
Using Trading Costs to Construct Better Replicating Portfolios Regularization, by means of trading restrictions, ... (55 positions) is an attractive feature. 17 As shown in Figure 5, x[LM, , 156] maintains a ...- Authors: Curt Burmeister, Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Economic capital