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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
  • Value-at-Risk—an OverviewPart Two of Two
    Value-at-Risk—an OverviewPart Two of Two Value-at-Risk—an Overview Part Two of Two by Glyn Holton from The Financial Reporter, May 1999, Issue No. 39. Monte Carlo simulation;Scenario generation= ...

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    • Authors: Glyn A Holton
    • Date: May 1999
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Financial Reporter
    • Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
  • Risk Management and the Power of Simplicity
    Risk Management and the Power of Simplicity The editorial cautions that while the development of more sophisticated models may increase efficiency, it is important to consider the very real risk ...

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    • Authors: Kurt Wrobel
    • Date: Apr 2014
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Actuary Magazine
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
  • Value Based and Accountable Care: The Actuarial and Clinical Role in Building a Sustainable Model
    Value Based and Accountable Care: The Actuarial and Clinical Role in Building a Sustainable Model As providers are considering accountable and value based care models, it is critical to ...

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    • Authors: Mark Bethke, James M Whisler, Amanda Holland
    • Date: May 2013
    • Competency: Leadership>Change management; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Health Watch
    • Topics: Health & Disability>Payment models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Public Policy
  • 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