Sciweavers

12 search results - page 2 / 3
» Goal-Directed Portfolio Insurance
Sort
View
BTW
2003
Springer
93views Database» more  BTW 2003»
13 years 10 months ago
Information Integration in a Global Enterprise: Some Experiences from a Financial Services Company
: In most commercial enterprises, information is scattered across a large number of (legacy) data stores. Moreover, it is nearly impossible to obtain funding to replace these data ...
Robert Marti
EUSFLAT
2007
154views Fuzzy Logic» more  EUSFLAT 2007»
13 years 6 months ago
Bounds for Value at Risk for Asymptotically Dependent Assets - the Copula Approach
The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events ...
Piotr Jaworski
HICSS
2003
IEEE
159views Biometrics» more  HICSS 2003»
13 years 10 months ago
Building a Knowledge Sharing Company - Evidence From the Finnish Insurance Industry
This paper crystallises out some key findings of knowledge management practices from a Finnish survey on the insurance industry. 15 Finnish insurance companies of different sizes ...
Gunilla Widén-Wulff, Reima Suomi
MANSCI
2008
122views more  MANSCI 2008»
13 years 4 months ago
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
Karthik Natarajan, Dessislava Pachamanova, Melvyn ...
HICSS
2005
IEEE
138views Biometrics» more  HICSS 2005»
13 years 10 months ago
A Method to Redesign the IS Portfolios in Large Organisations
Over the past decades, large organisations have developed increasingly complex portfolios of information systems to support business processes. Maintenance and leveraging of these...
Remco Groot, Martin Smits, Halbe Kuipers