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Authors: Ferris, Shauna
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/189509
Description: Although insurers have developed sophisticated techniques for measuring and managing mortality risks, asset-liability mismatch, and interest rate risks, they may underestimate the potential cost of op ... More
Reviewed: Reviewed
Authors: Ferris, Shauna
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/101795
Description: In 2009, in the aftermath of the Global Financial Crisis, 140 American banks failed–and hundreds of other banks were classified as “problem institutions” by the FDIC. This has led to numerous books an ... More
Reviewed: Reviewed
Authors: Ferris, Shauna
Date: 2009
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/154883
Description: This paper describes the causes of the collapse of the Penn Square Bank in 1982, and the flow on effects to the US financial system - that is, it examines the systemic risk factors. The paper makes co ... More
Reviewed: Reviewed
Authors: Ferris, Shauna
Date: 2007
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/20746
Description: 26 page(s)
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/9090
Description: This article discusses risk classification and develops and discusses a framework for estimating the effects of restrictions on risk classification.It is shown that expected losses due to adverse sele ... More
Reviewed: Reviewed
Authors: Ferris, Shauna
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/25242
Description: Members of defined benefit superannuation funds face risks arising from underfunding of benefits by employers. In several countries (including USA, UK, Canada and Australia) fund members have suffered ... More
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1101208
Description: 19 page(s)
Reviewed: Reviewed
Date: 2004
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/77899
Description: We consider the problem of estimating the outstanding claims produced by a homogeneous general insurance portfolio. The specific model considered in this paper is one where the number of claims in any ... More
Reviewed: Reviewed
Authors: Ferris, Shauna
Date: 2003
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/21584
Description: 53 page(s)
Reviewed: Reviewed
Authors: Ferris, Shauna
Date: 2003
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/9967
Description: 40 page(s)
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