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  • On the Haezendonck-Goovaerts Risk Measure for Extreme Risks

    improves as b increases. Graph 6.2 is inserted here. 17 7 The exponential case with a general Young function ... Insurance Math. Econom. 49 (2011), no. 3, 335–344. [17] Malevergne, Y.; Sornette, D. Extreme Financial Risks ...

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    • Authors: Application Administrator, Fan Yang
    • Date: Aug 2011
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Enterprise Risk Management>Risk measurement - ERM
  • When Black Swans Aren’t: Holistically Training Management to Better Recognize, Assess, and Respond to Extreme Events

    a career, and do so even in very unsettled times.17 Throughout history, some people have been recognized ... Revolution, is needed to know the water and old 17 banks into which that same water plausibly flows ...

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    • Authors: Guntram Fritz-Albin Werther
    • Date: Mar 2013
    • Competency: Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks