Thesis (Ph.D.) - Cairo University - Faculty of Commerce - Department of Mathematics and Insurance

Recently, dramatic growth in risk management requirements, regulations are increasingly complex and comprehensive, external organizations and internal needs require more and more risk management efforts. Financial crisis that occurs recently to the world economy and international financial institutions are examples of unmeasured accumulation of risk exposures. Traditional risk management approaches becomes a misleading measures of risk, then integrated risk management (IRM) is now a systematic approach to manage financial institutions risks from an organizations wide perspective, due to the increase in risk management requirements. The theory of copula becomes a very useful technique for modelling and measuring the dependence in (IRM). Also it is helpful to merge the loss distributions to produce a holistic model

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