Capital Allocation | Statistical Society of Canada

Room

144

Date and Time

Mon, 05/27/2019 - 10:20 - Mon, 05/27/2019 - 11:50

Presentations in this Session

Title	Time
Conditional Simulation of Risk Factor Distributions for Stress Testing and Capital Allocation	10:20:00 - 10:50:00
Conditional Simulation of Risk Factor Distributions for Stress Testing and Capital Allocation	10:20:00 - 10:50:00
General Risk Aggregation: Is Gamma the New Normal?	10:50:00 - 11:20:00
General Risk Aggregation: Is Gamma the New Normal?	10:50:00 - 11:20:00
Capital Allocation under New Canadian Regulations for P&C Insurers	11:20:00 - 11:50:00
Capital Allocation under New Canadian Regulations for P&C Insurers	11:20:00 - 11:50:00