Description: This report examines the use of a copula approach to build a predictive model to estimate the amount of economic capital a life insurance company needs to protect itself against an adverse movement in interest rates, mortality, and other risk drivers.

Description: Using data from a large insurance company, we construct a parametric model for the joint survival function based on a Hougaard copula function.

Description: This abstract describes a paper that defines a predictive model for assessing risk associated with information systems.

Description: The purpose of this paper is to define a predictive model, based on known system attributes, for assessing risk associated with information systems.