1
-
5
of
5
results (0.32 seconds)
Sort By:
-
First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks
First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks This paper establishes both first-order and second-order asymptotics for the Frechet, Weibull and Gumbel ...- Authors: Fan Yang
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM
-
Sustainable ERM
Sustainable ERM The author discusses how sustainable enterprise risk management (SERM) is valuable for insurance companies and how actuaries can contribute to its development. Enterprise risk ...- Authors: Fan Yang
- Date: Jan 2015
- Competency: Professional Values>Public interest representation; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Economic value; Pensions & Retirement>Risk management
-
Asymptotic Expressions for the Haezendonck- Goovaerts Risk Measure with General Young Function
Asymptotic Expressions for the Haezendonck- Goovaerts Risk Measure with General Young Function This abstract describes a paper that extends the asymptotic analysis for the HG risk measure to the ...- Authors: Qihe Tang, Fan Yang
- Date: Feb 2014
-
On the Haezendonck-Goovaerts Risk Measure for Extreme Risks
On the Haezendonck-Goovaerts Risk Measure for Extreme Risks Presented at August 2011 46th Actuarial Research Conference. This paper focuses on mainly focus on the case in which the risk ...- Authors: Application Administrator, Fan Yang
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM
-
On the Haezendonck-Goovaerts Risk Measure for Extreme Risks
On the Haezendonck-Goovaerts Risk Measure for Extreme Risks This presentation from the 2011 46th Actuarial Research Conference is about the Haezendonck-Goovaerts risk measure for extreme risks.- Authors: Fan Yang
- Date: Aug 2011
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods