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Ruin theory with Parisian delays
Ruin theory with Parisian delays This abstract describes a paper that studies Gerber-Shiu functions and dividend payments in an insurance risk model driven by a spectrally negative Levy process ...- Authors: David Landriault, Jean-Francois Renaud, Xiaowen Zhou
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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Enterprise Risk Management and Diversification Effects for Property and Casualty Insurance Companies - Abstract
Enterprise Risk Management and Diversification Effects for Property and Casualty Insurance Companies - Abstract In a well-designed enterprise risk management (ERM) program, the firm integrates ...- Authors: Jing Ai, Vickie Bajtelsmit, Tianyang Wang
- Date: Mar 2015
- Competency: External Forces & Industry Knowledge; Professional Values; Strategic Insight and Integration
- Topics: Enterprise Risk Management
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Optimization of the Enterprise Risk Portfolio
Optimization of the Enterprise Risk Portfolio We demonstrate an integrated enterprise risk management (ERM) solution to optimize the risk portfolio, identify natural hedges, create an optimal ...- 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
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Applications of a Spatial Analysis System to ERM Losses Management
Applications of a Spatial Analysis System to ERM Losses Management This paper provides a description of a system using statistical spatial methods for measuring, analysis, and managing ERM ...- Authors: Yevhen Yankovskyy
- Date: Apr 2013
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Valuation of Equity-Linked Insurance Using Risk Measures
Valuation of Equity-Linked Insurance Using Risk Measures This is the abstract of a paper that considers the pricing of equity-indexed annuities using risk measures and presents dynamic hedging ...- Authors: PATRICE GAILLARDETZ
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Equity-indexed annuities; Enterprise Risk Management>Capital management - ERM
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Compatibility between prices and risks
Compatibility between prices and risks This abstract describes a paper that deals with linear pricing rules and risk measures and introduces two kinds of compatibility between prices and risks.- Authors: Raquel Balbas
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Extending ERM to Multi-Employer Pension Plans
Extending ERM to Multi-Employer Pension Plans The abstract on the paper Extending ERM to Multi-Employer Pension Plans. Enterprise risk management=ERM;Multi-employer plans; 8323 4/23/2006 12:00:00 ...- Authors: Application Administrator
- Date: Apr 2006
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Pensions & Retirement>Multi-employer plans
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Divided by a common language: communicating applied research in actuarial science
Divided by a common language: communicating applied research in actuarial science This abstract describes a presentation that gives examples of more successful and less successful communications ...- Authors: Mary Hardy
- Date: Dec 2012
- Competency: Communication
- Topics: Actuarial Profession; Enterprise Risk Management
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Model Uncertainty and Selection in Operational Risk Modeling
Model Uncertainty and Selection in Operational Risk Modeling This abstract describes a paper that investigates model uncertainty arising from different ways of treating the operational loss data ...- Authors: Daoping Yu, Vytaras Brazauskas
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Operational risks; Modeling & Statistical Methods
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Risk Culture and its impact on Risk Management of an Insurance Enterprise - Abstract
Risk Culture and its impact on Risk Management of an Insurance Enterprise - Abstract Financial regulators, rating agencies and many commentators have blamed weak Risk Culture for many of the ...- Authors: Alice Underwood, David Ingram, Michael Thompson
- Date: Mar 2015
- Topics: Enterprise Risk Management