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Valuation of Equity-Linked Insurance Using Risk Measures
Valuation of Equity-Linked Insurance Using Risk Measures This is the abstract of a paper that considers the pricing of equity-indexed annuities using risk measures and presents dynamic hedging ...- Authors: PATRICE GAILLARDETZ
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Equity-indexed annuities; Enterprise Risk Management>Capital management - ERM
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Measuring and managing systemic risk
Measuring and managing systemic risk This abstract describes a paper that proposes the use of the Co Conditional Tail Expectation 'CoCTE' to measure systemic risk and endogenizes ...- Authors: Phelim Boyle, Joseph Hyun-Tae Kim
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Systemic risk
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A Structural Model of Sovereign and Bank Credit Risk
A Structural Model of Sovereign and Bank Credit Risk Abstract: A model for analyzing the probability and severity of default of sovereign entities and banks. The methodology analyzes the risks ...- Authors: Dan diBartolomeo, Emilian Nikolaev Belev
- Date: Apr 2013
- Competency: External Forces & Industry Knowledge>External forces and business performance; Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Economics>Financial economics; Economics>Macroeconomics; Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk; Finance & Investments>Asset allocation; Finance & Investments>Banking - Finance & Investments; Finance & Investments>Capital management - Finance & Investments
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Capital Allocation in the Property-Liability Insurance Industry
Capital Allocation in the Property-Liability Insurance Industry This monograph was presented at the 2011 Enterprise Risk Management Symposium, held March 14-16 in Chicago. The author, writing ...- Authors: Stephen P D'Arcy
- Date: Mar 2012
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration
- Topics: Enterprise Risk Management>Capital management - ERM