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Into the Tails of Risk: An Exploration of the Treatment of Extreme Risk in Insurance Company Models
Into the Tails of Risk: An Exploration ... negative outcomes and it has a limited positive skew.17 Figure 1. Lognormal PDF—CR for various means/standard ... 17 The normal PDF is exactly symmetrical and allows ...- Authors: David Ingram
- Date: Feb 2016
- Competency: Communication>Difficult message delivery; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Communicating Risk in Public Pension Plans
Communicating ... 15% 20% 25% 30% 35% 40% 1/1/07 1/1/12 1/1/17 1/1/22 1/1/27 1/1/32 1/1/37 C o s t % A c ti ... 100% 150% 200% 250% 300% 1/1/07 1/1/12 1/1/17 1/1/22 1/1/27 1/1/32 1/1/37 F u d in g R a ti ...- Authors: Robert McCrory
- Date: Jun 2010
- Competency: Communication>Difficult message delivery; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Pensions & Retirement>Public sector plans
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Adding Value With Model Validation: AG43 Model Validation Case Study
Adding Value With Model Validation: AG43 Model Validation Case Study Tools that should be in place to ... business APRIL 2018 THE MODELING PLATFORM | 17 area level but is consolidated at the corporate ...- Authors: Winston Hall, Veltcho Natchev, Mike Minnes
- Date: Apr 2018
- Competency: Communication>Difficult message delivery; Leadership>Change management; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Enterprise Risk Management>Governance