Practice Problems: ERM for Strategic Management

[truck79]

Seems like a memorization paper or likely material for cross paper questions. If you have idea's for calculation type problems I would certainly be interested.

Also note that I stayed away from a lot of properties and limitations questions for two reasons; overlap with risk measures and due to what I thought this was easy flash card material.

Feel free to rip it up but only figuratively please, we should try to save as many trees as possible. You know, so we will have something to burn come December.

p.s. I know my grammar stinks....

Venter_1.1.pdf
Venter ERM Flash Cards.pdf

[Bobby]

Do you have part of the solution in the question for #2?

Part of the question says "RTVaR or WTVaR. TVaR can tend to attribute too little risk to the extreme scenarios."

[Bobby]

For Q4: You ask for an argument for valuing the contingent claim using option pricing, but in your solution you end up calling for reinsurance pricing. (Both are valid but I think the answer should be more related to the options pricing framework asked in the question)

[truck79]

I fired my editor.