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  • 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 2016 (annual) Insurance Chief Risk Officer Survey. Enterprise Risk Management = ...

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    • 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
  • Validating a Novel Health Insurance Fraud Detection Method
    Validating a Novel Health Insurance Fraud Detection Method This article describes methodologies for detection and deterrence of Medicare fraud. It also describes the validation of PRIDIT for ...

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    • Authors: Robert D Lieberthal, Elias
    • Date: Aug 2018
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risk Management
    • Topics: Economics>Health economics; Enterprise Risk Management; Health & Disability>Health care; Health & Disability>Health care quality; Health & Disability>Health information technology; Health & Disability>Health insurance; Health & Disability>Public financing - Health & Disability; Modeling & Statistical Methods>Data mining; Predictive Analytics
  • From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM
    From Liquidity Crisis to Correlation Crisis, and the Need for ‘Quanls’ in ERM To deal with future correlation crises, the author suggests the implementation of ‘’quanlitative analysts’’ ...

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    • Authors: Stephane Loisel
    • Date: Aug 2012
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Systematic risk; Modeling & Statistical Methods>Dynamic simulation models
  • Risk Aggregation and Diversification
    Risk Aggregation and Diversification This report reviews the academic literature on risk aggregation and diversification as well as the regulatory approaches. We will point out the advantages and ...

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    • Authors: Carole Bernard, steven vanduffel
    • Date: Aug 2016
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risk Management
    • Topics: Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Conditional Tail Expectation
  • Insurance Regulation: the 1-year 99.5% VaR Fallacy
    Insurance Regulation: the 1-year 99.5% VaR Fallacy European insurance regulation pretends to capture and rely on the 1-year 1-in-200 VaR. But there cannot exist any scientific calibration of such ...

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    • Authors: Sylvestre Frezal
    • Date: Aug 2017
    • Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Extreme value theory; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods