Category:Accounting and Finance
Table Of Contents: Volume 13 Issue 5
Systematic mortality risk, i.e. the risk of unexpected changes in mortality and survival rates, can substantially impact a life insurers' risk and solvency situation. By…
The purpose of this paper is to illustrate how risk capital can be calculated and allocated in a multi‐year context. This is an important issue, since strategic management…
The purpose of this paper is to examine the determinants of operational losses in insurance companies.
The purpose of this paper is to introduce the zero‐modified distributions in the calculation of operational value‐at‐risk.
The purpose of this paper is to give a review of the standard approaches to extreme value theory. Special focus on the tail of the distribution is underlined, in…
Online date, start – end:1999
Copyright Holder:Emerald Publishing Limited
Merged from:Balance Sheet
- Prof Bonnie Buchanan