Document library
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- Author:
- Jim Gustafsson
- Source:
- General Insurance Convention 2008
A mixing severity model incorporating three sources of data for operational risk quantification
To meet the new Solvency II Directive for operational risk capital assessment, an insurance company’s internal model should make use of internal data and relevant external information. One of the unresolved challenges with operational risk quantification ... read more >>
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- Author:
- James Orr, Bozena Piniecka, Sean Choi
- Source:
- General Insurance Convention 2003
The overhaul of Lloyd's realistic disaster scenarios: 2003 update
This paper has been produced by the members of the Loss Modelling Team within the Risk Management Division of Lloyd’s, which is a new team with responsibility for improving the quantification of risk within the Franchise (i.e. within both the Franchisor, ... read more >>