1
-
3
of
3
results (0.34 seconds)
Sort By:
-
Development of a Network Model for Identification and Regulation of Systemic Risk in the Financial System Report
Development of a Network Model for Identification and Regulation of Systemic Risk in the Financial System Report In this study, a network approach is taken to characterize the systemic risk of ...- Authors: Society of Actuaries
- Date: Oct 2012
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk
-
Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization
Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization This paper incorporates a jump-diffusion process into the original Lee-Carter model, and uses ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk; Modeling & Statistical Methods>Stochastic models
-
Application of Actuarial Science to Systemic Risk Report
Application of Actuarial Science to Systemic Risk Report This report examines the circumstances that lead to systemic risk and proposes a new definition. Systemic risk; Risk modeling; Enterprise ...- Authors: Society of Actuaries
- Date: Feb 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk