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: Methodology for identifying principles based economic capital.

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: This paper presents the probabilistic concepts underlying measurement of asset adequacy in a simplified way. Discussions of this paper are included.

Description: 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 paper cautions against using expected utility theory for measuring insurance risk, because of the numerous inherent difficulties associated with it. Instead, an approach for loading gross premiums that is based on risk-measure functions is explored. Discussions of this paper are included.

Description: This paper uses stochastic simulation technology to present a risk metric for defined benefit pension plans that provides improved measures of the plan's solvency and provides a tool for pension plan managers to determine the value of risk mitigation activities. From 2006 Enterprise Risk Management Symposium, M-AS06-1.

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 dissertation by Tia Sawhney will help you understand this issue and start measuring it, or start promoting equitable public policy.

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.