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All Categories > Actuarial Applications and Methodologies > Enterprise Risk Management

Found 1 - 25 of 331 matching your search criteria.

1. A Business Model Approach to Measure Risks
   Enterprise risk managers should explicitly relate the firm’s business model to the risk supported by the economic capital...
2. A Data-Analytic Method for Forecasting Next Record Catastrophe Loss
   We develop in this article a data-analytic method to forecast the severity of next record insured loss to property caused by natural catastrophic events...
3. A Method for Projecting Individual Large Claims
   Motivation: The paper will address the issue of estimating the uncertainty in the run off of individual large claims in insurance portfolios, which is often the primary source of uncertainty in the reserving risk component of insurance risk...
4. A Multi–Stakeholder Approach to Capital Adequacy
   This paper is Part 1 of a two-part submission...
5. A New Risk Metric for Defined Benefit Pension Plans
   In order for actuaries to play a valuable role in the realm of enterprise risk management (ERM), they must provide value-added advice and quantitative analyses...
6. A Practical Concept of Tail Correlation
   This paper shows how the results of copula based capital aggregation models can always be locally approximated by relatively simple formulas...
7. A Primer on Credit Derivatives
   Credit derivatives have rapidly become a key financial tool in the capital markets as a way to accept or transfer credit risk...
8. A Risk Charge Calculation Based on Conditional Probability
   In this paper, a method will be illustrated which begins at the aggregate (portfolio) level for evaluating risk, and ends by producing prices for the component individual risks, effectively allocating the total portfolio risk charge...
9. A Risk Management Tool for Long Liabilities: The Static Control Model
   This paper looks at the problem of valuing and managing the Asset/Liability Management (A/LM) risks associated with insurance liabilities that are too long to be matched by available investments...
10. A Stakeholder Approach to Risk Financing Programs
    Most businesses that purchase property/casualty insurance design these programs using inappropriate analytical methods that result in inefficient insurance programs...
11. A Successful Implementation of an ERM Dashboard
    One of the key tools to implement ERM in an organization is the “ERM dashboard...
12. A Two–Dimensional Risk Measure
    The measurement of “risk” is a critical component of enterprise risk management, insurance pricing and reserving, and strategic and operational decision making...
13. A User-Friendly Introduction to Property-Casualty Claim Reserves
    Property-casualty (P&C) claim reserves are financial statement liabilities that represent estimated future claims...
14. Accounting for Risk Margins
    The purpose of this paper is to explore how such a risk margin should be incorporated in statutory accounting...
15. Actuary As Product Manager In A Dynamic Product Analysis Environment, The
    The financial performance of P&C insurance products are vulnerable to a variety of complex social, economic, legal, and operational forces...
16. Adapting Banking Models to Insurer ERM
    Insurance company issues that do not necessarily arise in banks are identified and utilized to develop insurer ERM modeling approaches that start from the work done for banks but respond to insurance-specific matters...
17. An Alternative to Capital Allocation
    Management needs performance measurement tools for planning and strategic decision-making...
18. An Empirical Investigation of the Characteristics of Firms Adopting Enterprise Risk Management
    This paper uses a hazard model approach to examine the factors that influence firm level adoption of enterprise risk management (ERM)...
19. An Empirical Map of Enterprise Risk Space for Life Insurers: Implications for ERM
    In this paper we use accounting data of the life insurance industry in 2003 to examine the empirical relationship between the spectrum of enterprise risks and the spectrum of enterprise risk management (ERM) tools of this industry...
20. Analysis of the Capital Structure of an Insurance Company; An
    This paper takes a stochastic approach of risk and return at the company level, addressing capital markets and rate-regulatory issues...
21. Analysis of the Underwriting Risk for DFA Insurance Company: An
    The DFA Insurance Company (DFAIC) is a fictional insurance company created by the CAS for the 2001 Dynamic Financial Analysis (DFA) Call for Papers...
22. Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks
    Based on the notions of value-at-risk and expected shortfall, we consider two functionals, abbreviated VaR and RaC, which represent the economic risk capital of a risky business over some time period required to cover losses with a high probability...
23. Analyzing Concentration Risk
    Concentration risks, particularly concentrations in credit risk, have played a key role in the financial instability of the banking sector in 2008...
24. Application of Game Theory to Some Problems in Automobile Insurance
    In this paper we shall study the problem of determining "correct" premium rates for sub-groups of an insurance collective...
25. Applications of methods of operations research and modern economic theory
    It is rather a pity that we received only three papers especially devoted to subject 2, "applications of methods of operations research and modern economic theory"...

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