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2007 Enterprise Risk Management Symposium: General Re-Rating Formula
ta inputs. This is formula (18) (i.e., formula (17) in the case when the number of classification parameters is ... The idea of the proof of formula (18) (i.e., (17)) is to create a somewhat complicated “one‐step ...- Authors: Muhamed Borogovac
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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Sustainability of Earnings: A Framework for Quantitative Modeling of Strategy, Risk and Value
Sustainability of ... 2.00% 2.50% 3.00% 3.50% 4.00% 0% 4% 8% 13 % 17 % 21 % 25 % 29 % 34 % 38 % 42 % 46 % 50 % ... 97.00% 98.00% 99.00% 100.00% 0% 4% 8% 13 % 17 % 21 % 25 % 29 % 34 % 38 % 42 % 46 % 50 % ...- Authors: Neil M Bodoff
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Strategy development
- Topics: Enterprise Risk Management>Strategic risks
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Modeling the Interconnectivity of Risks in ERM
Modeling ... ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎢ ⎥⎣ ⎦ (17) 15 Following equation (6), an expanded potency ... are shown on the following page. 16 17 5. Implications There are several important ...- Authors: YUNFENG YIN, Neil Cantle, Neil Allan
- Date: Apr 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Strategic risks
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Stochastic Ordering of Reinsurance Structures
co-participates in the $4M xs $1M layer so that the 17 resulting $4M xs $1M XOL reinsurance with partial ... Risks.” Insurance: Mathematics and Economics 8(1): 1117. [14] Wang, Shau. 2002. “A Universal Framework for ...- Authors: Hou-Wen Jeng
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Finance & Investments>Risk measurement - Finance & Investments
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A Structural Model of Sovereign and Bank Credit Risk
A Structural Model of Sovereign and Bank Credit Risk Abstract: A model ... probability of default, and credit‐induced debt volatility. 17. The interim results of the analysis are presented in Table 2 ...- Authors: Dan diBartolomeo, Emilian Nikolaev Belev
- Date: Apr 2013
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Economics>Financial economics; Economics>Macroeconomics; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments