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Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise Risk Management Symposium, Chicago. This study investigates whether simulation-based ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods>Stochastic models; Public Policy
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Oldest-Old Mortality Rates and the Gompertz Law: A Theoretical and Empirical Study Based on Four Countries
Oldest-Old Mortality Rates and the Gompertz Law: A Theoretical and Empirical Study Based on Four Countries Presented at Living to 100 symposium, January 2002. This paper proposes a standard ...- Authors: Ching-Syang Jack Yue
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Global Perspectives; Modeling & Statistical Methods>Forecasting
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Property/Casualty Insurer Economic Capital Using a VaR Model
Property/Casualty Insurer Economic Capital Using a VaR Model The abstract for the paper Property/Casualty Insurer Economic Capital Using a VaR Model. Economic capital;Risk modeling; 8433 4/23/ ...- Authors: Thomas P Conway, MARK DANIEL MCCLUSKEY
- Date: Apr 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Mortality Rates at Oldest Ages
Mortality Rates at Oldest Ages Presented at Living to 100 symposium, January 2011. This paper presents a method for using death records to infer exposure on non-extinguished cohorts, thereby ...- Authors: Robert Howard
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Mortality - Demography; Modeling & Statistical Methods>Estimation methods
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Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence From the Field
Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence From the Field This paper evaluates the current practice of operational risk management in ...- Authors: Madhu Acharyya
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods
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Longevity Risk and Regular Discount Sequence
Longevity Risk and Regular Discount Sequence Presented at Living to 100 Symposium, January 2011. This study adapts the idea of regular discount sequence in the bandit problem, and uses it to ...- Authors: Ching-Syang Jack Yue, HSIN-CHUNG WANG
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Global Perspectives; Modeling & Statistical Methods>Forecasting