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  • Responding to Systemic Risk

    Responding to Systemic Risk In this article, the author discusses the need to create a systemic risk regulator. Systemic risk; 10878 9/1/2010 12:00:00 AM ...

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    • Authors: Stephen W Hiemstra
    • Date: Sep 2010
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management; Public Policy
  • Economic Capital: A Case Study to Analyze Longevity Risk

    Economic Capital: A Case Study to Analyze Longevity Risk In this article, the author discusses the capital shortfall an insurer faces because of the longevity risk on immediate annuities. Annuity ...

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    • Authors: Stuart Silverman
    • Date: Sep 2010
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Annuities>Payout annuities; Enterprise Risk Management
  • Emerging Risks: Peering Around the Bend

    Emerging Risks: Peering Around the Bend This article reviews the sixth survey of Emerging Risks, sponsored by the Joint Risk Management Section and completed in fall 2012. ERM 6442451046 8/1/2013 ...

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    • Authors: Max Rudolph
    • Date: Aug 2013
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management>Risk categories; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
  • Hedging Insurance Company Surrender Risk

    Hedging Insurance Company Surrender Risk This article reviews the dynamics of surrender risk, briefly discusses current valuations in the Interest Rate option markets and presents some tailored ...

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    • Authors: Moosa Aziz, Gregory Slawsky, Aurelien Villac
    • Date: Mar 2014
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Risk Management
    • Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Risk measurement - ERM
  • Enterprise Risk Management—A Brazilian Market Perspective

    Enterprise Risk Management—A Brazilian Market Perspective ERM in the Brazilian market Global markets; 9828 4/1/2008 12:00:00 AM ...

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    • Authors: David B Sommer
    • Date: Apr 2008
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: International News
    • Topics: Enterprise Risk Management
  • Capturing Opportunities in a Period of Transition: How Multinational Insurers Can Compete in China

    Capturing Opportunities in a Period of Transition: How Multinational Insurers Can Compete in China In this article, the author talks about how China’s insurance industry is entering a ...

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    • Authors: Xiaokai Shi, Mei Dong, wendy Lai
    • Date: Aug 2009
    • Competency: External Forces & Industry Knowledge
    • Publication Name: International News
    • Topics: Enterprise Risk Management>Governance
  • The Distribution of the Total Dividend Payments in a MAP Risk Model with Multi-Threshold Dividend Strategy

    The Distribution of the Total Dividend Payments in a MAP Risk Model with Multi-Threshold Dividend Strategy Recently there have been several studies on the dividend payments prior to ruin in ...

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    • Authors: Jingyu Chen, Yi Lu
    • Date: Jul 2009
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Enterprise Risk Management>Financial management
  • Ruin theory with Parisian delays

    Ruin theory with Parisian delays This abstract describes a paper that studies Gerber-Shiu functions and dividend payments in an insurance risk model driven by a spectrally negative Levy process ...

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    • Authors: David Landriault, Jean-Francois Renaud, Xiaowen Zhou
    • Date: Jul 2010
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
  • The Fair Valuation of Insurance Liabilities: The Information Set Perspective

    The Fair Valuation of Insurance Liabilities: The Information Set Perspective ongoing discussion of the proper interest rate to use in discounting liability cash flows to reflect credit risk of ...

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    • Authors: Michael F Davlin
    • Date: Mar 2006
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Economics>Financial economics; Enterprise Risk Management>Capital management - ERM; Finance & Investments>Capital management - Finance & Investments; Financial Reporting & Accounting>Fair value accounting
  • Stress Testing

    Stress Testing Applications of Stress Testing Actual-to-expected=A/E=Actual to expected ratio;Sensitivity testing;Risk measurement;Own Risk Solvency Assessment=ORSA;Enterprise risk management=ERM ...

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    • Authors: Matthew Creech
    • Date: Nov 2016
    • Competency: Communication>Persuasive communication; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Actuary of the Future
    • Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM