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Credit risk and reinsurers (handout)
1 abcd Credit Risk and Reinsurers Paul Brett Darshan Singh Quiz ? How many of these reinsurers were rated AA or above just before 9/11? ? How many of these Reinsurers are now rated AA- or above? Why is it of interest? ? Reinsurance Recoverables ... read more >>
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Quantifying operational risk in life insurance companies (handout)
1 Life Convention November 2004 © 2004 Louise Pryor www.louisepryor.com 1 Quantifying operational risk in life insurance companies Louise Pryor © 2004 Louise Pryor www.louisepryor.com Life Convention November 2004 2 Context square4 GIRO working ... read more >>
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Risk Measures: beyond coherence? (Slides)
Risk Measures: Beyond Coherence? Andreas Tsanakas (Lloyd’s) 31st Annual GIRO Convention 12-15 October 2004 Hotel Europe Killarney, Ireland Agenda ?Risk measures: What are they good for? ?Risk measurement and risk aversion ?Coherent (and other) risk ... read more >>