7/29/2019 Abraham Kenneth S

1/9

Abraham Kenneth S., 2006, Distributing Risk insurance, legal theory and

Public Policy, Yate University Press.

Acerbi, C. (2002), Spectral measures of risk: a coherent representation of

subjective risk aversion, J. Banking Finance 26(7), 15051518.

Artzner, P., Delbaen, F., Eber, J. & Heath, D. (2003), Coherent measures of

risk, Math. Finance 9, 203228.

Baigs, Eric. And Valenne Francois de., 2001, Insurance From Underwriting

to Derivatives, John Wiley and sons Ltd.

Abraham Kenneth S., 2006, Distributing Risk insurance, legal theory and

Public Policy, Yate University Press.

Acerbi, C. (2002), Spectral measures of risk: a coherent representation of

subjective risk aversion, J. Banking Finance 26(7), 15051518.

Artzner, P., Delbaen, F., Eber, J. & Heath, D. (2003), Coherent measures of

risk, Math. Finance 9, 203228.

Baigs, Eric. And Valenne Francois de., 2001, Insurance From Underwriting

to Derivatives, John Wiley and sons Ltd.

Bawcutt, P.A., 2002, Captive Insurance companies Establishment,

Operational Management, Woodhead Falkner Ltd.

Berkowitz, J. (2001). Testing Density Forecasts, Applications to Risk

Management,Journal of Business and Economic Statistics, 19, 465474.

7/29/2019 Abraham Kenneth S

2/9

Binmore, K. (2009): Rational Decisions. Princeton University Press,

Princeton.

Brown, W. and C. Churchill (2002). Providing Insurance to Low-Income

Households. Part I: Primer on Insurance Principles and Products, November

1999.

Christoffersen, P., J. Hahn, and A. Inoue. (2001). Testing and Comparing

Value-at-Risk Measures,Journal of Empirical Finance, 8, 325342.

Clayton, G. and Osborn, W.T., 2005, Insurance company Investment

Principles and Policy, Goorge Allen and Unwinted, London.

Crouhy, M., Galai, D. & Mark, R. (2001), Risk Management, McGraw-Hill,

New York.

Delbaen, F. (2000), Coherent risk measures, lecture notes, Cattedra

Galiliana, Scuola Normale Superiore, Pisa.

Doff, Rene., 2007, Risk Management for Insurers Risk Control, economic

capital and Solvency II, Risk Books.

Dorfman, Mark S. (2003), Fundamentals of Insurance, Prentice-hall.

Dorfman, N.N., 2002, Introduction to Risk management and Insurance,Prentice-Hall, pp 4-5.

Dun and Bradstreet (2007), Financial Risk Management, Tata Mc Graw Hill.

7/29/2019 Abraham Kenneth S

3/9

Ellsberg, D. (2001); Risk, ambiguity and the Savage axioms, Quarterly

Journal of Economics, 75: 643-669.

Finsinger, Jorg., and Pauly, Mark V., 2006. The Economics of Insurance

Regulation, Macmillan Press Ltd.

Froot, K., (2001), The Financing of Catastrophic Risk, The University of

Chicago Press.

Holzmann, R. and S. Jorgensen (2000). Social Risk Management: A new

conceptual framework for social protection, and beyond. Social Protection

Discussion Paper No. 0006, The World Bank, Washington, DC.

Jorion, P. (2002). Fallacies about the Effects of Market Risk Management

Systems,Journal of Risk, 5, 7596.

Knight, F. H. (2001): Risk, Uncertainty and Profit. Houghton-Mi_in, Boston.

Kunreuther H. (2006). Mitigating Disaster Losses Through Insurance. Journal

of Risk and Uncertainty.

Lam, James., 2003, Enterprise Risk Management: From Incentives to

Controls, Wiley.

McNeil, A., and R. Frey. (2000). Estimation of Tail-Related Risk Measuresfor Heteroskedastic Financial Time Series: An Extreme Value Approach,

Journal of Empirical Finance, 7, 271300.

http://opim.wharton.upenn.edu/risk/downloads/archive/arch167.pdfhttp://opim.wharton.upenn.edu/risk/downloads/archive/arch167.pdf

7/29/2019 Abraham Kenneth S

4/9

McNeil, A., Frey, R. & Embrechts, P. (2005), Quantitative Risk Management:

Concepts, Techniques and Tools, Princeton University Press, Princeton, New

Jersey.

Meulbroek, Lisa. 2002. The Promise and Challenge of Integrated Risk

Management, Risk Management and Insurance Review, 2002, Vol. 5, No. 1,

p.55.

Pirvu, T. & Zitkovic, G. (2006), Maximizing the growth rate under risk

constraints, preprint, Dept. ofMathematics, University of Texas at Austin.

Pfeffer I. and Klock D.R., 2004, Perspectives on insurance, Prentice hall,

Englewood cliffs.

Rejda, G.E., 2002. Principles of Risk Management and Insurance, Pearson

Education Inc.

Rockafellar, R. T. & Uryasev, S. (2002), Conditional value-at-risk for general

loss distributions, J. Banking Finance 26, 14431471.

Shepherd (2003). InsuranceA Safety Net to Poor, Self-Help Promotion for

Health and Rural Development (SHEPHERD)

Siegel, P., J. Alwang and S. Canagarajah (2001). Viewing Micro-insurance as

a Risk Management Tool. Social Protection Discussion Paper 0115. The WorldBank, Washington DC.

Slovic, P. (2003); Perception of risk,Science, 236: 280-285.

7/29/2019 Abraham Kenneth S

5/9

Squires Gregory D. (2003) Racial Profiling, Insurance Style: Insurance

Redlining and the Uneven Development of Metropolitan Areas Journal of

Urban Affairs Volume 25 Issue 4 Page 391-410, November 2003.

Stone Gene, 2000, Insurance Company Operations, LOMA.

Taleb, N. N. (2007): The Black Swan: The Impact of the Highly Improbable.

Penguin Books, London.

Tasche, D. (2000), Risk contributions and performance measurement,

preprint, Dept. of Mathematics, TU-Munchen.

Trieshman, J.S., 2001, Risk management and Insurance, South-Western

College Publishing, pp 84-85

Vaughan, Emmett J. (2007), Risk management, John Wiley & Sons Inc, p. 8.

Vaughan E., and Vaughan T., 2002, Essential of Risk Management and

Insurance, John Wiley and Sons inc.

Weber, S. (2004), Distribution invariant risk measures, entropy, and large

deviations, preprint, Dept. of Mathematics, Humboldt Universitat Berlin,

forthcoming in Journal of Applied Probability.

, P.A., 2002, Captive Insurance companies Establishment, Operational

Management, Woodhead Falkner Ltd.

Berkowitz, J. (2001). Testing Density Forecasts, Applications to Risk

Management,Journal of Business and Economic Statistics, 19, 465474.

7/29/2019 Abraham Kenneth S

6/9

Binmore, K. (2009): Rational Decisions. Princeton University Press,

Princeton.

Brown, W. and C. Churchill (2002). Providing Insurance to Low-Income

Households. Part I: Primer on Insurance Principles and Products, November

1999.

Christoffersen, P., J. Hahn, and A. Inoue. (2001). Testing and Comparing

Value-at-Risk Measures,Journal of Empirical Finance, 8, 325342.

Clayton, G. and Osborn, W.T., 2005, Insurance company Investment

Principles and Policy, Goorge Allen and Unwinted, London.

Crouhy, M., Galai, D. & Mark, R. (2001), Risk Management, McGraw-Hill,

New York.

Delbaen, F. (2000), Coherent risk measures, lecture notes, Cattedra

Galiliana, Scuola Normale Superiore, Pisa.

Doff, Rene., 2007, Risk Management for Insurers Risk Control, economic

capital and Solvency II, Risk Books.

Dorfman, Mark S. (2003), Fundamentals of Insurance, Prentice-hall.

Dorfman, N.N., 2002, Introduction to Risk management and Insurance,Prentice-Hall, pp 4-5.

Dun and Bradstreet (2007), Financial Risk Management, Tata Mc Graw Hill.

7/29/2019 Abraham Kenneth S

7/9

Ellsberg, D. (2001); Risk, ambiguity and the Savage axioms, Quarterly

Journal of Economics, 75: 643-669.

Finsinger, Jorg., and Pauly, Mark V., 2006. The Economics of Insurance

Regulation, Macmillan Press Ltd.

Froot, K., (2001), The Financing of Catastrophic Risk, The University of

Chicago Press.

Holzmann, R. and S. Jorgensen (2000). Social Risk Management: A new

conceptual framework for social protection, and beyond. Social Protection

Discussion Paper No. 0006, The World Bank, Washington, DC.

Jorion, P. (2002). Fallacies about the Effects of Market Risk Management

Systems,Journal of Risk, 5, 7596.

Knight, F. H. (2001): Risk, Uncertainty and Profit. Houghton-Mi_in, Boston.

Kunreuther H. (2006). Mitigating Disaster Losses Through Insurance. Journal

of Risk and Uncertainty.

Lam, James., 2003, Enterprise Risk Management: From Incentives to

Controls, Wiley.

McNeil, A., and R. Frey. (2000). Estimation of Tail-Related Risk Measuresfor Heteroskedastic Financial Time Series: An Extreme Value Approach,

Journal of Empirical Finance, 7, 271300.

http://opim.wharton.upenn.edu/risk/downloads/archive/arch167.pdfhttp://opim.wharton.upenn.edu/risk/downloads/archive/arch167.pdf

7/29/2019 Abraham Kenneth S

8/9

McNeil, A., Frey, R. & Embrechts, P. (2005), Quantitative Risk Management:

Concepts, Techniques and Tools, Princeton University Press, Princeton, New

Jersey.

Meulbroek, Lisa. 2002. The Promise and Challenge of Integrated Risk

Management, Risk Management and Insurance Review, 2002, Vol. 5, No. 1,

p.55.

Pirvu, T. & Zitkovic, G. (2006), Maximizing the growth rate under risk

constraints, preprint, Dept. ofMathematics, University of Texas at Austin.

Pfeffer I. and Klock D.R., 2004, Perspectives on insurance, Prentice hall,

Englewood cliffs.

Rejda, G.E., 2002. Principles of Risk Management and Insurance, Pearson

Education Inc.

Rockafellar, R. T. & Uryasev, S. (2002), Conditional value-at-risk for general

loss distributions, J. Banking Finance 26, 14431471.

Shepherd (2003). InsuranceA Safety Net to Poor, Self-Help Promotion for

Health and Rural Development (SHEPHERD)

Siegel, P., J. Alwang and S. Canagarajah (2001). Viewing Micro-insurance as

a Risk Management Tool. Social Protection Discussion Paper 0115. The WorldBank, Washington DC.

Slovic, P. (2003); Perception of risk,Science, 236: 280-285.

7/29/2019 Abraham Kenneth S

9/9

Squires Gregory D. (2003) Racial Profiling, Insurance Style: Insurance

Redlining and the Uneven Development of Metropolitan Areas Journal of

Urban Affairs Volume 25 Issue 4 Page 391-410, November 2003.

Stone Gene, 2000, Insurance Company Operations, LOMA.

Taleb, N. N. (2007): The Black Swan: The Impact of the Highly Improbable.

Penguin Books, London.

Tasche, D. (2000), Risk contributions and performance measurement,

preprint, Dept. of Mathematics, TU-Munchen.

Trieshman, J.S., 2001, Risk management and Insurance, South-Western

College Publishing, pp 84-85

Vaughan, Emmett J. (2007), Risk management, John Wiley & Sons Inc, p. 8.

Vaughan E., and Vaughan T., 2002, Essential of Risk Management and

Insurance, John Wiley and Sons inc.

Weber, S. (2004), Distribution invariant risk measures, entropy, and large

deviations, preprint, Dept. of Mathematics, Humboldt Universitat Berlin,

forthcoming in Journal of Applied Probability.