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All Categories > Actuarial Applications and Methodologies > Enterprise Risk Management > Processes > Analyzing/Quantifying Risks

Found 1 - 25 of 58 matching your search criteria.

1. 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...
2. Accounting for Risk Margins
   The purpose of this paper is to explore how such a risk margin should be incorporated in statutory accounting...
3. 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...
4. Assessing the Underwriting Risk of a Composite Insurance Company
   The paper shows a practical way to assess the underwriting risk of an insurance company...
5. Basis Risk and Cat Risk Management
   Abstract: Index-based securities can be used to manage the risk of losses from catastrophic events such as hurricanes and earthquakes...
6. Betas calculated with Garch models provides new parameters for a Portfolio selection with an Efficient Frontier
   This paper is a summary of the appliance of the Arch models in the selection of as best Portfolio...
7. Canadian Charter of Rights and Freedoms Its Effect on the Canadian Automobile Insurance Industry, The
   With the existence of the new Canadian Charter of Rights and Freedoms, it is expected that many of the present risk classification parameters used by the Canadian automobile insurance industry will be challenged...
8. Capital Adequacy and Allocation Using Dynamic Financial Analysis
   This paper will discuss the use of a Dynamic Financial Analysis (DFA) model to assist a client company in determining the total capital required to support its underwriting activities, and the portion of that total required capital allocated to each operating division...
9. Coherent Risk Measures on General Probability Spaces
   We extend the definition of coherent risk measures, as introduced by Artzner, Delbaen, Eber and Heath, to general probability spaces and we show how to define such measures on the space of all random variables...
10. Consistent Measurement of Property-Casualty Risk-Based Capital Adequacy
    This paper is a review and case study of Butsic's expected policyholder deficit (EPD) framework for measurement and maintenance of risk-based capital adequacy for property-casualty insurance companies, the promise of which is that long term solvency protection can be achieved by periodic assessment and adjustment of risk-based capital using a consistent and short time horizon, e...
11. Discussion of "Risk Load for Insurers" by Sholom Feldblum
    Feldblum's paper "Risk Loads for Insurers" discusses various methodologies for estimating the insurance risk load...
12. Discussion of the Preliminary Report of the Committee on Valuation and Related Problems
    This discussion concisely defines C-1, C-2 and C-3 risks and then demonstrates the hazards particular to mismatch (C-3) risk and presents the basic principles of immunization theory that can be used to manage this risk...
13. Early Models Describing the Fire Insurance Risk
    It has been known for generations that the fire risk rate increases with the size of the insured object in a similar way as the death rate increases with the age...
14. Economic Valuation: Something Old, Something New
    Economic valuation involves the application of economic assumptions and an economic model to derive the value of an asset or set of cashflows or the price of a commodity or service...
15. Elicitation and Elucidation of Risk Preferences
    Motivation: Recent developments have created an increased interest among companies in developing formalized enterprise risk management (ERM) policies...
16. Enterprise Risk Management: A Consultative Perspective
    This paper will address enterprise risk management from a non-technical consultative perspective...
17. Extreme Value Theory as a Risk Management Tool
    The financial industry, including banking and insurance, is undergoing major changes...
18. Flexible Factor Chain Ladder Model: A Stochastic Framework for Reasonable Link Ratio Selections
    The popular General/Property-Casualty Insurance chain ladder method was first expanded to include variance calculations by Mack [1]...
19. Impact of Firm Risk on Property-Liability Insurance Prices; The
    Solvency...
20. Impacts of State Regulation on the Marketing and Pricing of Individual Health Insurance
    Mr...
21. Implementation of PH-Transforms in Ratemaking
    In this article we introduce a relatively new method for deciding contingency provisions in insurance ratemaking by the use of proportional hazard (PH) transforms...
22. Incidence of Risk Under Credit Insurance
    The incidence of risk under a credit insurance policy depends on the original term of the policy and the policy duration at which the incidence of risk is considered...
23. Influence of Climate on Fire Damage; The
    In his paper "Actuarial Activity in General Insurance in the Northern Countries of Europe" L...
24. Infrequent Extreme Risks
    The main tools and concepts of financial and actuarial theory are designed to handle standard, or even small risks...
25. M.A.R.C.: an Actuarial Model for Credit Risk
    In this paper an actuarial model to quantify and manage credit risk is presented...

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