'Loss distribution' presentation slideshows

RI Accounting for Proportional Treaties

RI Accounting for Proportional Treaties. Mrs. Achala Nayak Director J B Boda & Co (S) PTE LTD., Singapore. What is Reinsurance?. It is a Risk Transfer from an Insurance Company. It is Insurance of Insurance An Insurance Company pays Premium to Reinsurance for the Risk Transfer.

4.21k views • 105 slides

PowerPoint Slides for Professors Spring 2010 Version

PowerPoint Slides for Professors Spring 2010 Version.

656 views • 58 slides

Session III Market Risk / Introduction to Insurance Risk

Session III Market Risk / Introduction to Insurance Risk. Dr. Peter Kandl April 23, 2007. Objectives. To have a basic understanding of the measurement of market and insurance risk To be able to compute Value-at-Risk To be able to outline a model verification strategy.

725 views • 57 slides

The Edge --- Randomized Algorithms for Network Monitoring

The Edge --- Randomized Algorithms for Network Monitoring. George Varghese Oct 14, 2009. Research motivation. The Internet in 1969. The Internet today. Flexibility, speed, scalability. Overloads, attacks, failures. Problems. Ad-hoc solutions suffice. Measurement & control.

671 views • 56 slides

Assessing and Managing Europe's current and future flood and drought risks

Vulnerability and disaster risk mapping workshop EEA, Copenhagen, 2 July 2009. Assessing and Managing Europe's current and future flood and drought risks. Hochrainer Stefan International Institute for Applied System Analysis Laxenburg, Austria. Point of Departure. *. Large Scale Events:.

631 views • 49 slides

Cat Ratemaking

22 nd May 2008. Cat Ratemaking. Jillian Williams CAE, Spring 2008. Overview. Price and Events What is a Cat Model? Why use a Cat Model? Commercial Cat Models Data Cat Models Need Uncertainty Output and Uses.

589 views • 43 slides

Practical GLM Analysis of Homeowners

Practical GLM Analysis of Homeowners. David Cummings State Farm Insurance Companies. Overview. How are GLMs different? Practical Implications Modeling Deductibles in GLMs. How are GLMs different?. Multivariate Analysis Statistical Framework Flexible Modeling Tool. Multivariate Analysis.

956 views • 37 slides

A Regulatory Perspective on Operational Risk World Bank Presentation May 20, 2004

A Regulatory Perspective on Operational Risk World Bank Presentation May 20, 2004. Presented by: Eric Rosengren Senior Vice President Federal Reserve Bank of Boston. Outline. How to define operational risk for banks Why banks and supervisors are pursuing quantification of operational risk

502 views • 37 slides

Regression Model for In-Period Loss Payments

Advantages and Limitations of Applying Regression Based Reserving Methods to Reinsurance Pricing Thomas Passante, FCAS, MAAA Swiss Re New Markets CAS Seminar on Reinsurance June 16, 2000. Regression Model for In-Period Loss Payments. P ij = AY i ( ) e j ij Log Transformed:

471 views • 35 slides

Firm Heterogeneity and Credit Risk Diversification

Firm Heterogeneity and Credit Risk Diversification. Conference on Financial Econometrics York, UK, June 2-3, 2006. * Any views expressed represent those of the authors only and not necessarily those of the Federal Reserve Bank of New York or the Federal Reserve System.

495 views • 31 slides

Chapter

Chapter. Choosing a Form of Business Ownership. 5. 5- 1. Basic Forms of Ownership. The THREE MAJOR FORMS OF BUSINESS OWNERSHIP are: 1. A SOLE PROPRIETORSHIP is a business that is owned, and usually managed, by one person; it is the most common form.

517 views • 30 slides

Essentials of Islamic Banking and Finance IRSHAD AHMAD AIJAZ irshad786@gmail

533 views • 28 slides

Weather Derivatives

1 A MERICAN R E 4. Weather Derivatives. Sean Devlin ACAS, MAAA CAS Annual Meeting November 1999. Topics. What is the Product Who are the Customers How is the Business Transacted How is the Deal Priced What are the Risk Management Controls Future. Product.

1.11k views • 23 slides

Applied Business Statistics Case studies Introduction to risk management concepts

397 views • 20 slides

Advanced Experience Ratemaking

Advanced Experience Ratemaking. Experience Rating and Exposure Shift Presented by Robert Giambo Swiss Reinsurance America Seminar on Reinsurance June 7 & 8, 2004. Robert Giambo Swiss Reinsurance America Seminar on Reinsurance 2004.

322 views • 20 slides

Assessing Financial Stability Conceptual and organisational challenges Istanbul, 18 May 2005

Assessing Financial Stability Conceptual and organisational challenges Istanbul, 18 May 2005. Peter PRAET Executive Director, National Bank of Belgium Member of the Board, Banking, Finance and Insurance Commission. I. The building blocks. Prevention design of rules, regulation, standards...

247 views • 16 slides

WC Cat Reinsurance

244 views • 12 slides

Incremental Risk Charge (IRC) Calculation

The incremental risk charge (IRC) is a regulatory requirement from the Basel Committee in response to the financial crisis. It measures default and credit migration risk at a 99.9% confidence level over a one-year capital horizon. This presentation describes methodology and implementation details of IRC. You can find more information at http://www.finpricing.com/paperList.html

274 views • 12 slides

Incremental Risk Charge (IRC) Tom Mills FinPricing http: //finpricing

Incremental Risk Charge (IRC) Tom Mills FinPricing http: //www.finpricing.com. IRC. Summary Market Risk Types IRC Definition IRC Scope IRC Main Features Default and Migration Simulation Constant level of risk Implementation. IRC. Market Risk Types General market risk

139 views • 12 slides