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Risk/Return, a Chimera?
Risk/Return, a Chimera? Is Risk/Return a sound tool for decision-making? No. It is not consistent, not objective, distorts decision and degrades governance. Why? What shall we do then? Modeling ...- Authors: Sylvestre Frezal
- Date: Feb 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Leadership>Thought leadership; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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The Use of Analytical-Statistical Simulation Approach in Operational Risk Analysis
The Use of Analytical-Statistical Simulation Approach in Operational Risk Analysis Quantitative operational risk assessment is essentially based on stochastic scenario modeling of operational ...- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Operational risks; Modeling & Statistical Methods>Stochastic models
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Incorporation of Flood and Other Catastrophe Model Results
Incorporation of Flood and Other Catastrophe Model Results This research report is on the incorporation of flood and other catastrophe model results into pricing and underwriting. Catastrophic ...- Authors: Society of Actuaries, Alan Frith, George E Davis, Stanley R Caravaggio, Stacey C Gotham, James K Christie
- Date: Jul 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk measurement - ERM
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2007 Enterprise Risk Management Symposium: Multivariate Operational Risk: Dependence Modelling with Lévy Copulas
2007 Enterprise Risk Management Symposium: Multivariate Operational Risk: Dependence Modelling with Lévy Copulas Simultaneous modelling of operational risks occurring in different event ...- Authors: Klaus Bocker, Claudia Kluppelberg
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Operational risks
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Biased Sampling: Solution for Lower Incidence Rate
Biased Sampling: Solution for Lower Incidence Rate Given the lower incidence rate, use of decision tree techniques like Classification and Regression Tree CART in understanding credit or ...- Authors: M Muthu Mangai
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Operational risks; Modeling & Statistical Methods>Stochastic models
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2007 Enterprise Risk Management Symposium: Operational Risk Management in Local Chinese Securities Companies
2007 Enterprise Risk Management Symposium: Operational Risk Management in Local Chinese Securities Companies In response to the risks of embezzlement and branch mis-behavior, this paper describes ...- Authors: Wei Wang
- Date: Mar 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Operational risks
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Enterprise Risk Management: Looking Forward
Enterprise Risk Management: Looking Forward A followup on predictions about the future of enterprise risk management from 2003. Enterprise risk management=ERM;Analytics and informatics;Corporate ...- Authors: James Lam
- Date: Nov 2013
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuary of the Future
- Topics: Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Pensions & Retirement>Risk management
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Incorporation of Flood and Other Catastrophe Model Results
Incorporation of Flood and Other Catastrophe Model Results This research report is on the incorporation of flood and other catastrophe model results into pricing and underwriting. Risk metrics; ...- Authors: Society of Actuaries
- Date: Jul 2018
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk measurement - ERM
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Pre-Authorized Check Plan
Pre-Authorized Check Plan Discusses the successes and difficulties companies have had with the plan, methods most successful in securing bank cooperation, legal issues, persistency experience, ...- Authors: Society of Actuaries
- Date: Nov 1956
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>Internal forces and business performance
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Operational risks; Public Policy; Technology & Applications>E-commerce