kwoongbae risk-management-papers issues

kwoongbae / risk-management-papers

studying insurance (risk management, solvency ii)

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Business Blackout - The insurance implications of a cyber attack on the US power grid

#39 kwoongbae opened 1 month ago
0
Risk aggregation in non-life insurance: Standard models vs internal models

#38 kwoongbae opened 2 months ago
1
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation

#37 kwoongbae opened 2 months ago
3
A simulation model for calculating solvency capital requirements for non-life insurance risk

#36 kwoongbae opened 2 months ago
2
Systemic risk, reinsurance, and the failure of crop insurance markets

#35 kwoongbae closed 2 months ago
0
Insurability of Cyber Risk: An Empirical Analysis

#34 kwoongbae closed 2 months ago
0
Analysis of Systemic Risk in the Insurance Industry

#33 kwoongbae closed 2 months ago
1
Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test

#32 kwoongbae opened 4 months ago
3
Fifth Quantitative Impact Study (QIS5) for Solvency II

#31 kwoongbae closed 4 months ago
0
SCR Standard Formula Calibration of Non-life Underwriting Risk

#30 kwoongbae closed 4 months ago
0
Risk-based Global Insurance Capital Standard

#29 kwoongbae closed 4 months ago
0
Catastrophe Task Force Report on Standardised Scenarios for the Catastrophe Risk module in the Standard Formula

#28 kwoongbae closed 4 months ago
2
Capital regulation and systemic risk in the insurance sector

#27 kwoongbae closed 4 months ago
0
Basel III’s ability to mitigate systemic risk

#26 kwoongbae closed 5 months ago
0
Vine Copula 모형에 기반한 손해보험사의 손해액 통합리스크 측정

#25 kwoongbae closed 4 months ago
0
Topical modelling issues in Solvency II

#24 kwoongbae closed 4 months ago
2
An alternative approach to manage mortality catastrophe risks under Solvency II

#23 kwoongbae closed 4 months ago
0
Solvency II solvency capital requirement for life insurance companies based on expected shortfall

#22 kwoongbae closed 4 months ago
4
Basis risk, procyclicality, and systemic risk in the Solvency II equity risk module

#21 kwoongbae closed 5 months ago
0
The Calculation of Solvency Capital Requirement using Copulas

#20 kwoongbae closed 4 months ago
1
A Comparative Assessment of Basel II/III and Solvency II

#19 kwoongbae closed 4 months ago
0
솔벤시 2와 RBC제도의 비교분석 -국내 보험회사 지급여력제도에 대한 시사점을 중심으로-

#18 kwoongbae closed 4 months ago
5
A critical analysis of the Solvency II proposals

#17 kwoongbae closed 4 months ago
0
Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test

#16 kwoongbae closed 4 months ago
5
솔벤시 II의 배경 및 추진경과

#15 kwoongbae closed 4 months ago
2
A Bayesian approach to estimate the marginal loss distributions in operational risk management

#14 kwoongbae closed 5 months ago
3
Implementing loss distribution approach for operational risk

#13 kwoongbae closed 5 months ago
4
Mixed Distributions for Loss Severity Modelling with zeros in the Operational Risk losses

#12 kwoongbae closed 5 months ago
1
A piecewise-defined severity distribution-based loss distribution approach to estimate operational risk: evidence from chinese national commercial banks

#11 kwoongbae closed 5 months ago
2
Loss distribution approach for company operational risk analysis

#10 kwoongbae closed 5 months ago
3
Systemic Risk in the Insurance Sector: A Review and Directions for Future Research

#8 kwoongbae closed 4 months ago
1
An economic framework for the development of a resilience index for business recovery

#7 kwoongbae closed 5 months ago
0
Economic Resilience to Natural and Man-Made Disasters: Multidisciplinary Origins and Contextual Dimensions

#6 kwoongbae closed 5 months ago
0
Cyber Risk Management for Critical Infrastructure: A Risk Analysis Model and Three Case Studies

#5 kwoongbae closed 4 months ago
0
The Economic Impact of Extreme-Cyber Risk Scenarios

#4 kwoongbae closed 4 months ago
2
Large-scale natural disaster risk scenario analysis: a case study of Wenzhou city, China

#3 kwoongbae closed 4 months ago
2
Critical Infrastructure analysis of Telecom for Natural Disasters

#2 kwoongbae closed 4 months ago
4