Description: 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 of bounded variation.

Description: This abstract describes a paper that deals with linear pricing rules and risk measures and introduces two kinds of compatibility between prices and risks.

Description: Abstract: This paper examines the potential impact of increasing negative commentary by social media users in multiple forums, which can erode the “reputation capital” of a utility. It also offers an approach for successfully addressing that risk and integrating social media risk management practices into existing utility enterprise risk management (ERM) programs.

Description: This abstract describes a paper that proposes the use of the Co Conditional Tail Expectation 'CoCTE' to measure systemic risk and endogenizes the pro-cyclicality of capital requirements.

Description: This abstract describes a paper that studies the optimal reinsurance problem when risk is measured by a general risk measure. It is demonstrated that there is a “stable optimal retention” that will show no sensitivity, insofar as it will solve the optimal reinsurance problem for many risk measures, thus providing a very robust reinsurance plan.

Description: This abstract describes a paper that considers a general risk model in which both the claim and income gain arrivals follow Poisson processes.