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Modeling Tail Behavior with Extreme Value Theory
Modeling Tail Behavior with Extreme Value Theory This article talks about the role that models played in the subprime meltdown and the subsequent crisis in the financial markets in general. The ...- Authors: Damon D Levine
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Session 099: Managing Cyber Risk
Session 099: Managing Cyber Risk There is widespread acknowledgement in the insurance industry that cyber risk remains an untamed and seemingly ever-growing beast. It is also unique in the family ...- Authors: Anthony Dardis, Calvin Weeks, Matt Solomon, Chris Beck
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Enterprise Risk Management>Operational risks; Modeling & Statistical Methods
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The Financial Modelers’ Manifesto
The Financial Modelers’ Manifesto This article describes the financial modelers’ manifesto. Focus is on how difficult it is to model financial instruments when there is a human element involved.- Authors: Emanuel Derman, Paul Wilmott
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Risk Evaluation: What do you CARE?
Risk Evaluation: What do you CARE? This article discusses the reliance the banking industry placed on sophisticated mathematical models. International Actuarial Association=IAA;Risk ...- Authors: Jeremy Waite, Andy White
- Date: Jun 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Book Review: Extreme Risk Management: Revolutionary Approaches to Evaluating and Measuring Risk by Christina Ray
Book Review: Extreme Risk Management: Revolutionary Approaches to Evaluating and Measuring Risk by Christina Ray Book review of Extreme Risk Management: Revolutionary Approaches to Evaluating and ...- Authors: Pierre Tournier
- Date: Aug 2011
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Preparing for a New View of U.S. Earthquake Risk
Preparing for a New View of U.S. Earthquake Risk The United States Geological Surv ey USGS released the latest version of its National Seismic Hazard Maps NSHM in April 2008. The maps, which ...- Authors: Prasad Gunturi, Kyle Beatty
- Date: Mar 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods