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Economic Risk Capital: Part 1
joined Standard & Poor's in the fall of 2000. His primary responsibilities there include analyzing and rating ... by a factor of two, and, in fact, companies might care about that very much because when spreads are wide ...- Authors: Hubert B Mueller, Application Administrator, Jose Siberon
- Date: May 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital
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Bayesian Risk Aggregation: Correlation Uncertainty and Expert Judgement
uncertainty are credible intervals, which are direct probability statements about model parameters or ... risk correlation directly is not a trivial task. Direct assessment of a dependence measure requires deep ...- Authors: Klaus Bocker
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Bayesian methods