1
-
3
of
3
results (0.5 seconds)
Sort By:
-
Quality Control of Risk Measures: Backtesting Risk Models - A Tale of Two Powers
Quality Control of Risk Measures: Backtesting Risk Models - A Tale of Two Powers A presentation ... one-sided confidence interval for p [pL(x,.01),1] 17 Look at the power of the test! • The power of the ...- Authors: Application Administrator, Jesus Ruiz-Mata, Ricardo Rivera
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
-
Bounds for Ruin Probabilities and Value at Risk
follows. First notice that (16) is equivalent to: (17) d = inf y00 + y10µ1 + y01µ2 + y20µ (2) 1 + y02µ ... VALUE AT RISK Although the second constraint of (17) can be handled directly, the first constraint is ...- Authors: Samuel Cox, Ruilin Tian, Luis F Zuluaga, Yijia Lin
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
-
Charting the Evolving Role and Authority of the CRO
Charting the Evolving Role and Authority of the CRO Findings from EY Insurance Risk Management Team's ... 96% 78% 9% 4% 13% 57% 13% 30% 52% 13% 35% 35% 17% 48% 26% 9% 65% 4% Others cited: Probability of ...- Authors: David Paul, Chad R Runchey
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge>General business skills; Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; General Insurance (Property & Casualty)>Capital - General Insurance; Life Insurance>Capital - Life Insurance; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Public Policy