ISBN 13 : 978-3-319-59296-1

Sommaire : Contributors: Friberg Richard, Scordis Nicos A., Pompella Maurizio, Niehaus Greg, Culp Christopher L., Van Der Merwe Andria, Stärkle Bettina J., Faure Walker Joanna, Woo Gordon, Kovács Erzsébet, Vékas Péter, Solodkov Vasily, Tsyganova Yana, Birkmann Joern, Sorg Linda, Welle Torsten, Hofmann Annette, Pooser David, Anderson Douglas, Baxter Steven, Smith Dominic, Lane Morton, Rebonato Riccardo

1.Introduction

Part 1 Risk management strategies and perspectives
2.A Theoretical Perspective on Risk Management
3.A Practical Perspective on Corporate Risk Management

Part 2 Conventional vs unconventional transfer
4.Reinsurance, Insurability and the New Paradigms of Unconventional Risk Transfer
5.Enterprise Risk Management and the Risk Management Process
6.Credit Risk Transfer with Single-Name Credit Default Swaps

Part 3 Risks by class
7.Natural Hazards
8.Anthropic Perils and Man-Made Risks
9.Mortality and Longevity Risk
10.Country Risk: Case Study on Crises Examples and Lessons Learnt

Part 4 Vulnerability, market solution and societal implications
11.Disaster Vulnerability
12.Insurance-Linked Securities: Structured and Market Solutions
13.Longevity Risk Transfer

Part 5 Risk modelling and stress testing
14.Quantitative Man-Made Risks' Modelling
15.Pandemic Risk Modelling
16.Assembling Individual ILS into an Optimal Portfolio
17.Stress Testing with Bayesian Nets and Related Techniques: Meeting the Engineering Challenges
Index

Nbre volumes : 0

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque