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| HAL : hal-00268841, version 1 |
| Fiche détaillée |  Récupérer au format |
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| Bulletin Français d'Actuariat 15, 9 (2008) 32-37 |
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| On some key research issues in Enterprise Risk Management related to economic capital and diversification effect at group level |
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| Wayne Fisher 1Stéphane Loisel 2 |
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| (2008) |
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| The goal of this short communication is to give an overview of the key research issues in Enterprise Risk Management that arose during the talks and the brainstorming session of the first ERMII research workshop, which was held at ISFA, University of Lyon in June 2007. To define and compute economic capital at group level, fundamental problems related for example to value creation, correlation and capital allocation are stated. The ideas gathered in this paper are not directly ours, we just collected and summarized the ones that arose during the workshop. |
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| 1 : | Enterprise Risk Management Institute, International |
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ERM-II |
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| 2 : | Laboratoire de Sciences Actuarielle et Financière (SAF) |
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Université Claude Bernard - Lyon I : EA2429 |
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| 3 : | Department of Risk Management and Insurance |
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Georgia State University |
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| ERM-II |
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| Domaine | : | Sciences de l'Homme et Société/Economies et finances |
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| Liste des fichiers attachés à ce document : | |||||
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| hal-00268841, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00268841 | |
| oai:hal.archives-ouvertes.fr:hal-00268841 | |
| Contributeur : Stéphane Loisel | |
| Soumis le : Mardi 1 Avril 2008, 15:17:24 | |
| Dernière modification le : Vendredi 1 Août 2008, 15:18:25 | |
