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<NEW>Risk in Non-life Insurance Underwriting, Wayne Fisher >>DOWNLOAD WORD |
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<NEW> Presentation to CAS General Panel on ERM: A Panoramic View of ERM, Wayne Fisher, November 2007 >>DOWNLOAD PDF |
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<NEW> ERM-II RESEARCH REPORT: An Enterprise Risk Management View of Financial Supervision, Stephen W. Hiemstra, July 2007 >>DOWNLOAD PDF (3MB) |
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"On Becoming An Actuary of the Fourth Kind," Stephen P. D'Arcy, Presidential Address, Casualty Actuarial Society, November 14, 2005. >>DOWNLOAD PDF |
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"Research Problems in Enterprise Risk Modeling," Shaun Wang, Georgia State University. >>DOWNLOAD PDF |
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"Enterprise Risk Management: Insurance Ratings," David Ingram, Standard & Poor's.
>>DOWNLOAD PRESENTATION |
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"Risk Neutral Probabilities and Option Prices," Philip Protter, Cornell University
>>DOWNLOAD PDF |
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Optimal Risk Sharing for Law Invariant Monetary Utility Functions," Walter Schachermayer, TU Wien >>DOWNLOAD PDF |
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"Making Proactive Use of Risk Management an Integral Part of Strategic Decisions,” Leo M. Tilman, Bear, Stearns & Co. Inc. >>DOWNLOAD PRESENTATION |
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“Risk Adjusted Profitability by Business Unit: How to Allocate Capital and How Not to,” Gary G. Venter, Guy Carpenter
>>DOWNLOAD PDF |
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"ERM-II RESEARCH REPORT: Enterprise Risk Management for Property-Casualty Insurance Companies," Shaun Wang and Robert Faber.
|download full-text PDF| |
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"Simulating Exchangeable Multivariate Archimedean Copulas and its
Applications," F. Wu, E. Valdez, and M. Sherris.
|download full-text PDF| |
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"Capital Management and Frictional Costs in Insurance," by Victor Chandra and
Michael Sherris.
|download full-text PDF| |
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"Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11," by Mark Broadie, Columbia University
|download full-text PDF| |
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"A Binomial Lattice Method for Pricing Corporate Debt and Modeling Chapter 11 Proceedings," by Mark Broadie, Columbia University
|download full-text PDF| |
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"Model Specification and Risk Premia: Evidence from Futures Options," by Mark Broadie, Columbia University
|download full-text PDF| |
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"Normalized Exponential Tilting: Pricing and Measuring Multivariate Risks," by Shaun Wang, Georgia State University
|download full-text PDF| |
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"Cat Bond Pricing Using Probability Transforms," by Shaun Wang, Georgia State University
|download full-text PDF| |
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"Adapting Banking Models to Insurer ERM," by Gary Venter, Columbia University
|download full-text PDF| |
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ERM Institute International Launches Research Project on Enterprise Risk Management for Property-Casualty Insurance Companies Feb. 17, 2006 press release and project details |
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