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Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio
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- Journal:
- Annals of Actuarial Science / Volume 18 / Issue 1 / March 2024
- Published online by Cambridge University Press:
- 31 October 2023, pp. 205-236
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2 - Validating Bank Holding Companies’ Value-at-Risk Models for Market Risk
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- Validation of Risk Management Models for Financial Institutions
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- 02 March 2023
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- 09 March 2023, pp 22-48
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2 - Risk Taxonomy
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- Quantitative Enterprise Risk Management
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- 28 July 2022
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- 05 May 2022, pp 39-70
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15 - Risk Mitigation Using Options and Derivatives
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- Quantitative Enterprise Risk Management
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- 28 July 2022
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- 05 May 2022, pp 421-441
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2 - Preferences, Power and Predictions
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- Oracles, Heroes or Villains
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- 09 September 2019
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- 19 September 2019, pp 17-39
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A common risk classification system for the Actuarial Profession
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- British Actuarial Journal / Volume 18 / Issue 1 / March 2013
- Published online by Cambridge University Press:
- 19 October 2012, pp. 91-121
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Risk Management in a Fair Valuation World
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- Journal:
- British Actuarial Journal / Volume 11 / Issue 4 / 01 October 2005
- Published online by Cambridge University Press:
- 10 June 2011, pp. 595-712
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