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The VaR is based on a normal distributionMean = 1.23% and Standard deviation = 4.3%Normal distribution confidence interval at 95% = 1.65 (at 99% 2.33)Absolute VaR (0) = −1,23 % + 1,65σ = 1.23% + 1,65(4,3 %) = 5,9 %Social and Private Insurance28/J.F. Outreville
Risk Control• Avoidance• Loss prevention (pre-loss)• Loss control (post-loss)Social and Private Insurance29/J.F. Outreville
Page 1 and 2: Risk definition, risk behavior,risk
Page 3 and 4: References• ArticleG.A. Holton, D
Page 5 and 6: Risk and uncertainty...concepts•
Page 7 and 8: Risk and uncertainty…policies•
Page 9 and 10: Risk behavior• Risk-taking- to en
Page 11 and 12: Utility theory and risk aversion•
Page 13 and 14: RISK MANAGEMENT:An organizational s
Page 15 and 16: Identification of Risks• The indi
Page 17 and 18: Classification of business risks•
Page 19 and 20: Why should a company beconcerned by
Page 21 and 22: Frequency and SeverityFrequency dis
Page 23 and 24: Accidents : Poisson distributionPoi
Page 25 and 26: Distribution: extreme valuesLength
Page 27: Maximum probable loss• In Finance
Page 31 and 32: Examples of risk control measuresPH
Page 33 and 34: • IdentificationRisk managementan

of firms and governments

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